# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-006924
**Filing Date:** 2026-1
**Character Count:** 7010641
**Document Hash:** db01a1fa9ba3925e2609e52d3d8658c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006924.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0001410368-26-006924

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260228

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 26557042

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

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

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

## Series and Classes Contracts Data

### iShares Core U.S. Aggregate Bond ETF (Series ID: S000004362)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000012092 | iShares Core U.S. Aggregate Bond ETF | AGG             |

## Nport-Ex

Schedule of Investments (unaudited)

November 30, 2025

**iShares® Core U.S. Aggregate 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* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
| &nbsp;&nbsp;&nbsp; Ally Auto Receivables Trust 2025-1, 3.96%, <br> 03/15/30<br>| &nbsp;&nbsp;&nbsp; $5500 | $5507020 |
| American Express Credit Account Master Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/16/30 | &nbsp;&nbsp;&nbsp; 9000 | 9331496 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/29 | &nbsp;&nbsp;&nbsp; 5560 | 5632619 |
| &nbsp;&nbsp;&nbsp; 4.56%, 12/17/29 | &nbsp;&nbsp;&nbsp; 5000 | 5076946 |
| &nbsp;&nbsp;&nbsp; 4.51%, 04/15/32 | &nbsp;&nbsp;&nbsp; 5000 | 5118521 |
| &nbsp;&nbsp;&nbsp; 4.28%, 04/15/30 | &nbsp;&nbsp;&nbsp; 1000 | 1011435 |
| BA Credit Card Trust, 4.98%, 11/15/28 | &nbsp;&nbsp;&nbsp; 29311 | 29611408 |
| &nbsp;&nbsp;&nbsp; Barclays Dryrock Issuance Trust, 3.97%, <br> 07/15/31<br>| &nbsp;&nbsp;&nbsp; 2000 | 2005004 |
| BMW Vehicle Lease Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.43%, 06/26/28 | &nbsp;&nbsp;&nbsp; 5000 | 5035705 |
| &nbsp;&nbsp;&nbsp; 4.49%, 10/25/28 | &nbsp;&nbsp;&nbsp; 2000 | 2021697 |
| BMW Vehicle Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.56%, 09/25/29 | &nbsp;&nbsp;&nbsp; 3800 | 3833862 |
| &nbsp;&nbsp;&nbsp; 4.66%, 12/27/32 | &nbsp;&nbsp;&nbsp; 1250 | 1273288 |
| Capital One Multi-Asset Execution Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/15/29 | &nbsp;&nbsp;&nbsp; 15000 | 15035018 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/37 | &nbsp;&nbsp;&nbsp; 7780 | 7864878 |
| &nbsp;&nbsp;&nbsp; Class A2, 1.39%, 07/15/30 | &nbsp;&nbsp;&nbsp; 11000 | 10341672 |
| &nbsp;&nbsp;&nbsp; Capital One Prime Auto Receivables Trust, <br> 4.62%, 07/16/29<br>| &nbsp;&nbsp;&nbsp; 4200 | 4233240 |
| Carmax Auto Owner Trust, 4.35%, 07/15/30 | &nbsp;&nbsp;&nbsp; 12000 | 12090188 |
| CarMax Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/16/29 | &nbsp;&nbsp;&nbsp; 8300 | 8342251 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/17/28 | &nbsp;&nbsp;&nbsp; 4856 | 4913151 |
| &nbsp;&nbsp;&nbsp; 4.64%, 04/15/30 | &nbsp;&nbsp;&nbsp; 2560 | 2595652 |
| &nbsp;&nbsp;&nbsp; 4.84%, 01/15/30 | &nbsp;&nbsp;&nbsp; 2260 | 2288247 |
| &nbsp;&nbsp;&nbsp; 4.48%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2400 | 2422147 |
| &nbsp;&nbsp;&nbsp; 4.96%, 11/15/30 | &nbsp;&nbsp;&nbsp; 1000 | 1020653 |
| &nbsp;&nbsp;&nbsp; 4.94%, 08/15/29 | &nbsp;&nbsp;&nbsp; 1000 | 1015655 |
| &nbsp;&nbsp;&nbsp; 4.47%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1500 | 1521395 |
| &nbsp;&nbsp;&nbsp; CarMax Select Receivables Trust, 4.83%, <br> 06/16/31<br>| &nbsp;&nbsp;&nbsp; 500 | 502832 |
| Carvana Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.26%, 10/10/29 | &nbsp;&nbsp;&nbsp; 2330 | 2329938 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/12/30 | &nbsp;&nbsp;&nbsp; 1000 | 1006605 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/11/31 | &nbsp;&nbsp;&nbsp; 2000 | 2005718 |
| &nbsp;&nbsp;&nbsp; 4.48%, 10/10/31 | &nbsp;&nbsp;&nbsp; 1500 | 1505313 |
| &nbsp;&nbsp;&nbsp; 4.04%, 11/11/30 | &nbsp;&nbsp;&nbsp; 1500 | 1499484 |
| Chase Issuance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.08%, 09/15/30 | &nbsp;&nbsp;&nbsp; 2885 | 2984991 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/29 | &nbsp;&nbsp;&nbsp; 14830 | 14952937 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/31 | &nbsp;&nbsp;&nbsp; 10035 | 10284811 |
| Citibank Credit Card Issuance Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.96%, 10/13/30 | &nbsp;&nbsp;&nbsp; 2000 | 2005808 |
| &nbsp;&nbsp;&nbsp; 6.15%, 06/15/39 | &nbsp;&nbsp;&nbsp; 3000 | 3360138 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/21/30 | &nbsp;&nbsp;&nbsp; 4000 | 4046891 |
| &nbsp;&nbsp;&nbsp; 4.49%, 06/21/32 | &nbsp;&nbsp;&nbsp; 4250 | 4351415 |
| CNH Equipment Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.19%, 09/17/29 | &nbsp;&nbsp;&nbsp; 5360 | 5440166 |
| &nbsp;&nbsp;&nbsp; 4.03%, 01/15/30 | &nbsp;&nbsp;&nbsp; 10000 | 10019415 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/17/31 | &nbsp;&nbsp;&nbsp; 2000 | 2061596 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/30 | &nbsp;&nbsp;&nbsp; 2500 | 2522149 |
| Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.52%, 07/16/29 | &nbsp;&nbsp;&nbsp; 500 | 501465 |
| &nbsp;&nbsp;&nbsp; 4.67%, 05/17/32 | &nbsp;&nbsp;&nbsp; 890 | 892119 |
| &nbsp;&nbsp;&nbsp; 4.94%, 05/17/32 | &nbsp;&nbsp;&nbsp; 2000 | 2009198 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/15/32 | &nbsp;&nbsp;&nbsp; 2800 | 2837796 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| Exeter Automobile Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.82%, 02/15/28 | &nbsp;&nbsp;&nbsp; $1072 | $1073003 |
| &nbsp;&nbsp;&nbsp; 5.61%, 04/17/28 | &nbsp;&nbsp;&nbsp; 1004 | 1005503 |
| &nbsp;&nbsp;&nbsp; 5.92%, 02/15/30 | &nbsp;&nbsp;&nbsp; 5000 | 5085465 |
| &nbsp;&nbsp;&nbsp; 5.06%, 02/18/31 | &nbsp;&nbsp;&nbsp; 1900 | 1908271 |
| &nbsp;&nbsp;&nbsp; 5.57%, 10/15/31 | &nbsp;&nbsp;&nbsp; 1500 | 1530795 |
| &nbsp;&nbsp;&nbsp; 4.39%, 09/17/29 | &nbsp;&nbsp;&nbsp; 780 | 782628 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/16/31 | &nbsp;&nbsp;&nbsp; 2800 | 2801308 |
| &nbsp;&nbsp;&nbsp; 4.24%, 11/15/29 | &nbsp;&nbsp;&nbsp; 500 | 500666 |
| &nbsp;&nbsp;&nbsp; 4.68%, 03/15/32 | &nbsp;&nbsp;&nbsp; 700 | 703046 |
| &nbsp;&nbsp;&nbsp; 5.16%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1750 | 1759978 |
| &nbsp;&nbsp;&nbsp; First National Master Note Trust, 4.85%, <br> 02/15/30<br>| &nbsp;&nbsp;&nbsp; 5000 | 5103977 |
| Ford Credit Auto Lease Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.29%, 06/15/27 | &nbsp;&nbsp;&nbsp; 4640 | 4668013 |
| &nbsp;&nbsp;&nbsp; 4.23%, 12/15/28 | &nbsp;&nbsp;&nbsp; 5000 | 5026146 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/29 | &nbsp;&nbsp;&nbsp; 1250 | 1257255 |
| Ford Credit Auto Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.07%, 07/15/29 | &nbsp;&nbsp;&nbsp; 6000 | 6014548 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/30 | &nbsp;&nbsp;&nbsp; 2000 | 2037425 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/15/29 | &nbsp;&nbsp;&nbsp; 4250 | 4292665 |
| &nbsp;&nbsp;&nbsp; 5.26%, 11/15/29 | &nbsp;&nbsp;&nbsp; 1480 | 1510808 |
| Ford Credit Floorplan Master Owner Trust A |  |  |
| &nbsp;&nbsp;&nbsp; 4.06%, 11/15/30 | &nbsp;&nbsp;&nbsp; 2000 | 2004625 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/15/30 | &nbsp;&nbsp;&nbsp; 5100 | 5174241 |
| &nbsp;&nbsp;&nbsp; 4.06%, 09/15/30 | &nbsp;&nbsp;&nbsp; 3750 | 3761629 |
| GM Financial Automobile Leasing Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/21/28 | &nbsp;&nbsp;&nbsp; 3200 | 3222903 |
| &nbsp;&nbsp;&nbsp; 4.17%, 08/21/28 | &nbsp;&nbsp;&nbsp; 1000 | 1003915 |
| &nbsp;&nbsp;&nbsp; 4.41%, 08/20/29 | &nbsp;&nbsp;&nbsp; 1000 | 1003339 |
| &nbsp;&nbsp;&nbsp; GM Financial Consumer Automobile <br> Receivables Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.59%, 07/17/28 | &nbsp;&nbsp;&nbsp; 3500 | 3518972 |
| &nbsp;&nbsp;&nbsp; 5.71%, 02/16/29 | &nbsp;&nbsp;&nbsp; 9710 | 9959291 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/16/29 | &nbsp;&nbsp;&nbsp; 2500 | 2513527 |
| &nbsp;&nbsp;&nbsp; 4.44%, 04/16/30 | &nbsp;&nbsp;&nbsp; 1000 | 1010884 |
| &nbsp;&nbsp;&nbsp; 4.62%, 12/17/29 | &nbsp;&nbsp;&nbsp; 2500 | 2522238 |
| &nbsp;&nbsp;&nbsp; 4.73%, 08/16/30 | &nbsp;&nbsp;&nbsp; 1780 | 1811581 |
| &nbsp;&nbsp;&nbsp; 4.28%, 04/16/30 | &nbsp;&nbsp;&nbsp; 3034 | 3057222 |
| &nbsp;&nbsp;&nbsp; 4.18%, 08/16/30 | &nbsp;&nbsp;&nbsp; 5000 | 5036982 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/16/31 | &nbsp;&nbsp;&nbsp; 1500 | 1516393 |
| &nbsp;&nbsp;&nbsp; 3.84%, 02/18/31 | &nbsp;&nbsp;&nbsp; 2350 | 2349778 |
| &nbsp;&nbsp;&nbsp; Harley-Davidson Motorcycle Trust, 4.67%, <br> 04/15/30<br>| &nbsp;&nbsp;&nbsp; 2000 | 2022393 |
| Honda Auto Receivables Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.57%, 03/21/29 | &nbsp;&nbsp;&nbsp; 7300 | 7347859 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/29 | &nbsp;&nbsp;&nbsp; 2600 | 2612290 |
| &nbsp;&nbsp;&nbsp; 4.04%, 02/21/30 | &nbsp;&nbsp;&nbsp; 1750 | 1757913 |
| &nbsp;&nbsp;&nbsp; 3.98%, 06/17/30 | &nbsp;&nbsp;&nbsp; 2500 | 2508767 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/17/32 | &nbsp;&nbsp;&nbsp; 1250 | 1255505 |
| Hyundai Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.84%, 03/15/29 | &nbsp;&nbsp;&nbsp; 4625 | 4668435 |
| &nbsp;&nbsp;&nbsp; 4.32%, 10/15/29 | &nbsp;&nbsp;&nbsp; 5300 | 5334183 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/15/31 | &nbsp;&nbsp;&nbsp; 1100 | 1114156 |
| &nbsp;&nbsp;&nbsp; 4.36%, 12/17/29 | &nbsp;&nbsp;&nbsp; 3300 | 3330635 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/17/30 | &nbsp;&nbsp;&nbsp; 1300 | 1320113 |
| John Deere Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.96%, 11/15/28 | &nbsp;&nbsp;&nbsp; 3290 | 3316078 |
| &nbsp;&nbsp;&nbsp; 4.91%, 02/18/31 | &nbsp;&nbsp;&nbsp; 1850 | 1883447 |
| &nbsp;&nbsp;&nbsp; 4.06%, 06/15/29 | &nbsp;&nbsp;&nbsp; 2140 | 2144722 |
| &nbsp;&nbsp;&nbsp; 4.23%, 09/17/29 | &nbsp;&nbsp;&nbsp; 3900 | 3926844 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Auto Lease Trust, 4.69%, <br> 02/18/31<br>| &nbsp;&nbsp;&nbsp; $3100 | $3151329 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Auto Receivables Trust, <br> 4.78%, 12/17/29<br>| &nbsp;&nbsp;&nbsp; 8000 | 8095908 |
| Nissan Auto Lease Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.21%, 12/15/28 | &nbsp;&nbsp;&nbsp; 2000 | 2025893 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/28 | &nbsp;&nbsp;&nbsp; 5000 | 5056831 |
| Nissan Auto Receivables Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.49%, 12/17/29 | &nbsp;&nbsp;&nbsp; 4000 | 4047213 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/31 | &nbsp;&nbsp;&nbsp; 1000 | 1008518 |
| &nbsp;&nbsp;&nbsp; 4.57%, 11/15/30 | &nbsp;&nbsp;&nbsp; 500 | 509211 |
| Santander Drive Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/15/30 | &nbsp;&nbsp;&nbsp; 15840 | 15939016 |
| &nbsp;&nbsp;&nbsp; 5.23%, 12/15/28 | &nbsp;&nbsp;&nbsp; 6440 | 6469604 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/17/28 | &nbsp;&nbsp;&nbsp; 1515 | 1516703 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/30 | &nbsp;&nbsp;&nbsp; 1670 | 1689893 |
| &nbsp;&nbsp;&nbsp; 5.64%, 08/15/30 | &nbsp;&nbsp;&nbsp; 3500 | 3564053 |
| &nbsp;&nbsp;&nbsp; 5.14%, 02/17/32 | &nbsp;&nbsp;&nbsp; 4100 | 4130752 |
| &nbsp;&nbsp;&nbsp; 4.87%, 05/15/31 | &nbsp;&nbsp;&nbsp; 1000 | 1010102 |
| &nbsp;&nbsp;&nbsp; 5.43%, 03/17/31 | &nbsp;&nbsp;&nbsp; 500 | 507759 |
| &nbsp;&nbsp;&nbsp; 4.67%, 08/15/29 | &nbsp;&nbsp;&nbsp; 3150 | 3165301 |
| &nbsp;&nbsp;&nbsp; 4.49%, 09/15/31 | &nbsp;&nbsp;&nbsp; 2000 | 2011079 |
| &nbsp;&nbsp;&nbsp; 4.68%, 09/15/31 | &nbsp;&nbsp;&nbsp; 1500 | 1511196 |
| &nbsp;&nbsp;&nbsp; 4.17%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3300 | 3305168 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/32 | &nbsp;&nbsp;&nbsp; 3000 | 3005766 |
| Synchrony Card Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.04%, 03/15/30 | &nbsp;&nbsp;&nbsp; 9330 | 9458789 |
| &nbsp;&nbsp;&nbsp; 4.49%, 05/15/31 | &nbsp;&nbsp;&nbsp; 7000 | 7088277 |
| &nbsp;&nbsp;&nbsp; Synchrony Card Issuance Trust, 4.06%, <br> 11/17/31<br>| &nbsp;&nbsp;&nbsp; 1380 | 1384626 |
| Toyota Auto Receivables Owner Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/29 | &nbsp;&nbsp;&nbsp; 4620 | 4647379 |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/15/29 | &nbsp;&nbsp;&nbsp; 600 | 604942 |
| &nbsp;&nbsp;&nbsp; 4.49%, 06/17/30 | &nbsp;&nbsp;&nbsp; 600 | 609843 |
| &nbsp;&nbsp;&nbsp; 4.76%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1000 | 1020325 |
| &nbsp;&nbsp;&nbsp; 4.42%, 08/15/28 | &nbsp;&nbsp;&nbsp; 1365 | 1371407 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/15/30 | &nbsp;&nbsp;&nbsp; 3270 | 3289506 |
| &nbsp;&nbsp;&nbsp; 4.19%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2500 | 2522307 |
| &nbsp;&nbsp;&nbsp; 3.84%, 06/17/30 | &nbsp;&nbsp;&nbsp; 2500 | 2501017 |
| Verizon Master Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.17%, 08/20/30 | &nbsp;&nbsp;&nbsp; 6300 | 6333763 |
| &nbsp;&nbsp;&nbsp; 4.62%, 11/20/30 | &nbsp;&nbsp;&nbsp; 7700 | 7805706 |
| &nbsp;&nbsp;&nbsp; 3.96%, 08/20/31 | &nbsp;&nbsp;&nbsp; 1800 | 1804250 |
| Verizon Master Trust Series, 5.21%, 06/20/29 | &nbsp;&nbsp;&nbsp; 14250 | 14338768 |
| Volkswagen Auto Lease Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/28 | &nbsp;&nbsp;&nbsp; 2750 | 2774655 |
| &nbsp;&nbsp;&nbsp; 4.56%, 03/20/30 | &nbsp;&nbsp;&nbsp; 1250 | 1264193 |
| &nbsp;&nbsp;&nbsp; 4.01%, 01/22/29 | &nbsp;&nbsp;&nbsp; 4700 | 4709037 |
| &nbsp;&nbsp;&nbsp; Volkswagen Auto Loan Enhanced Trust, <br> 5.01%, 01/22/30<br>| &nbsp;&nbsp;&nbsp; 6000 | 6070239 |
| World Omni Auto Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.09%, 12/17/29 | &nbsp;&nbsp;&nbsp; 2000 | 2029706 |
| &nbsp;&nbsp;&nbsp; 4.86%, 11/15/30 | &nbsp;&nbsp;&nbsp; 2000 | 2039802 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/16/30 | &nbsp;&nbsp;&nbsp; 2300 | 2318023 |
| &nbsp;&nbsp;&nbsp; 4.08%, 11/15/30 | &nbsp;&nbsp;&nbsp; 3200 | 3213503 |
| **Total Asset-Backed Securities — 0.4%** <br>**(Cost: $524,769,815)** | **Total Asset-Backed Securities — 0.4%** <br>**(Cost: $524,769,815)** | 528257651 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** | **Collateralized Mortgage Obligations** |
| **Mortgage-Backed Securities — 1.0%** | **Mortgage-Backed Securities — 1.0%** | **Mortgage-Backed Securities — 1.0%** |
| Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.29%, 06/15/64 | &nbsp;&nbsp;&nbsp; $7260 | $6477605 |
| &nbsp;&nbsp;&nbsp; 2.46%, 06/15/64 | &nbsp;&nbsp;&nbsp; 2000 | 1733815 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/64<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 833232 |
| &nbsp;&nbsp;&nbsp; 3.46%, 01/15/63<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1400 | 1226207 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/64<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 891068 |
| &nbsp;&nbsp;&nbsp; 4.47%, 05/15/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 988641 |
| &nbsp;&nbsp;&nbsp; 4.48%, 03/15/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 482852 |
| &nbsp;&nbsp;&nbsp; 4.71%, 08/15/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 292 | 277824 |
| &nbsp;&nbsp;&nbsp; 4.79%, 02/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 911633 |
| &nbsp;&nbsp;&nbsp; 5.62%, 03/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3175 | 3388230 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/15/57 | &nbsp;&nbsp;&nbsp; 4450 | 4768410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-BNK8, Class A3, 3.23%, <br> 11/15/50<br>| &nbsp;&nbsp;&nbsp; 3416 | 3360811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-BN15, Class A4, 4.41%, <br> 11/15/61<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4500 | 4521341 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BN16, Class AS, 4.27%, <br> 02/15/52<br>| &nbsp;&nbsp;&nbsp; 1000 | 982594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-BN21, Class A5, 2.85%, <br> 10/17/52<br>| &nbsp;&nbsp;&nbsp; 15310 | 14506043 |
| &nbsp;&nbsp;&nbsp; Series 2020, Class A5, 2.65%, 01/15/63 | &nbsp;&nbsp;&nbsp; 6500 | 6071747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-BN27, Class A5, 2.14%, <br> 04/15/63<br>| &nbsp;&nbsp;&nbsp; 23610 | 21297770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-BN29, Class A4, 2.00%, <br> 11/15/53<br>| &nbsp;&nbsp;&nbsp; 5760 | 5087741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-BN34, Class A5, 2.44%, <br> 06/15/63<br>| &nbsp;&nbsp;&nbsp; 1000 | 889017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 21-BN36, Class A5, 2.47%, <br> 09/15/64<br>| &nbsp;&nbsp;&nbsp; 8930 | 8041069 |
| &nbsp;&nbsp;&nbsp; Bank of America Merrill Lynch Commercial <br> Mortgage Trust, Series 2017-BNK33.88%, <br> 02/15/50<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1250 | 1220491 |
| Bank5 |  |  |
| &nbsp;&nbsp;&nbsp; 5.28%, 08/15/63 | &nbsp;&nbsp;&nbsp; 2250 | 2335116 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/58 | &nbsp;&nbsp;&nbsp; 1000 | 1043610 |
| &nbsp;&nbsp;&nbsp; 5.61%, 08/15/57 | &nbsp;&nbsp;&nbsp; 7675 | 8007119 |
| &nbsp;&nbsp;&nbsp; 5.64%, 10/15/57 | &nbsp;&nbsp;&nbsp; 2000 | 2063954 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/58 | &nbsp;&nbsp;&nbsp; 6000 | 6301094 |
| &nbsp;&nbsp;&nbsp; 5.77%, 06/15/57 | &nbsp;&nbsp;&nbsp; 9520 | 9960958 |
| &nbsp;&nbsp;&nbsp; 5.78%, 04/15/56 | &nbsp;&nbsp;&nbsp; 541 | 554221 |
| &nbsp;&nbsp;&nbsp; 5.79%, 06/15/57 | &nbsp;&nbsp;&nbsp; 2000 | 2084950 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/15/57 | &nbsp;&nbsp;&nbsp; 4000 | 4201965 |
| &nbsp;&nbsp;&nbsp; 5.89%, 11/15/57 | &nbsp;&nbsp;&nbsp; 5000 | 5274089 |
| &nbsp;&nbsp;&nbsp; 6.23%, 05/15/57 | &nbsp;&nbsp;&nbsp; 3000 | 3170940 |
| &nbsp;&nbsp;&nbsp; 6.42%, 08/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 650 | 665805 |
| &nbsp;&nbsp;&nbsp; 6.49%, 06/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2950 | 3118955 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/56 | &nbsp;&nbsp;&nbsp; 1731 | 1824679 |
| &nbsp;&nbsp;&nbsp; 7.20%, 05/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2580 | 2734452 |
| &nbsp;&nbsp;&nbsp; 7.20%, 05/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1029843 |
| &nbsp;&nbsp;&nbsp; 7.38%, 07/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1949 | 2063542 |
| Barclays Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2019-C3, Class A4, 3.58%, 05/15/52 | &nbsp;&nbsp;&nbsp; 2200 | 2145415 |
| &nbsp;&nbsp;&nbsp; Series 2019-C4, Class A5, 2.92%, 08/15/52 | &nbsp;&nbsp;&nbsp; 8750 | 8349968 |
| &nbsp;&nbsp;&nbsp; Series 2019-C5, Class A4, 3.06%, 11/15/52 | &nbsp;&nbsp;&nbsp; 1000 | 958058 |
| BBCMS Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 1.62%, 10/15/53 | &nbsp;&nbsp;&nbsp; 961 | 916456 |
| &nbsp;&nbsp;&nbsp; 2.69%, 11/15/54 | &nbsp;&nbsp;&nbsp; 3000 | 2704104 |
| &nbsp;&nbsp;&nbsp; 3.19%, 02/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 416015 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/51 | &nbsp;&nbsp;&nbsp; 4000 | 3971204 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 4.44%, 09/15/55 | &nbsp;&nbsp;&nbsp; $2000 | $1985086 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5390 | 5392932 |
| &nbsp;&nbsp;&nbsp; 5.02%, 09/15/58 | &nbsp;&nbsp;&nbsp; 5700 | 5858004 |
| &nbsp;&nbsp;&nbsp; 5.12%, 09/15/57 | &nbsp;&nbsp;&nbsp; 2500 | 2566702 |
| &nbsp;&nbsp;&nbsp; 5.14%, 12/15/57 | &nbsp;&nbsp;&nbsp; 5400 | 5550038 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/57 | &nbsp;&nbsp;&nbsp; 2500 | 2625942 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 461474 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/15/56 | &nbsp;&nbsp;&nbsp; 1000 | 1045766 |
| &nbsp;&nbsp;&nbsp; 5.48%, 11/15/58 | &nbsp;&nbsp;&nbsp; 1800 | 1861242 |
| &nbsp;&nbsp;&nbsp; 5.52%, 08/15/58 | &nbsp;&nbsp;&nbsp; 1000 | 1048052 |
| &nbsp;&nbsp;&nbsp; 5.53%, 11/15/57 | &nbsp;&nbsp;&nbsp; 1500 | 1593211 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/57 | &nbsp;&nbsp;&nbsp; 996 | 1028665 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3500 | 3730484 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/57 | &nbsp;&nbsp;&nbsp; 5100 | 5262270 |
| &nbsp;&nbsp;&nbsp; 5.71%, 12/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3160 | 3371970 |
| &nbsp;&nbsp;&nbsp; 5.72%, 02/15/57 | &nbsp;&nbsp;&nbsp; 1386 | 1415514 |
| &nbsp;&nbsp;&nbsp; 5.72%, 02/15/62 | &nbsp;&nbsp;&nbsp; 5131 | 5506834 |
| &nbsp;&nbsp;&nbsp; 5.83%, 11/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1044720 |
| &nbsp;&nbsp;&nbsp; 5.84%, 09/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3000 | 3168971 |
| &nbsp;&nbsp;&nbsp; 5.84%, 03/15/58 | &nbsp;&nbsp;&nbsp; 500 | 528546 |
| &nbsp;&nbsp;&nbsp; 5.84%, 08/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1046246 |
| &nbsp;&nbsp;&nbsp; 5.87%, 02/15/57 | &nbsp;&nbsp;&nbsp; 1000 | 1059668 |
| &nbsp;&nbsp;&nbsp; 5.89%, 09/15/57 | &nbsp;&nbsp;&nbsp; 1250 | 1316345 |
| &nbsp;&nbsp;&nbsp; 5.94%, 05/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2210 | 2302688 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/57 | &nbsp;&nbsp;&nbsp; 3000 | 3144873 |
| &nbsp;&nbsp;&nbsp; 5.97%, 07/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 531694 |
| &nbsp;&nbsp;&nbsp; 5.98%, 03/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 750 | 760660 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10000 | 10851776 |
| &nbsp;&nbsp;&nbsp; 6.12%, 07/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1585501 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/57 | &nbsp;&nbsp;&nbsp; 900 | 947763 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2800 | 2893795 |
| &nbsp;&nbsp;&nbsp; 6.36%, 03/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1049385 |
| &nbsp;&nbsp;&nbsp; 6.37%, 12/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1503527 |
| &nbsp;&nbsp;&nbsp; 6.51%, 09/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1080595 |
| &nbsp;&nbsp;&nbsp; 6.51%, 09/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 2130936 |
| &nbsp;&nbsp;&nbsp; 6.64%, 03/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1660 | 1710656 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3970 | 4428768 |
| &nbsp;&nbsp;&nbsp; 7.03%, 05/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 528331 |
| &nbsp;&nbsp;&nbsp; 7.70%, 12/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1072499 |
| &nbsp;&nbsp;&nbsp; Series 2017-C1, Class A4, 3.67%, 02/15/50 | &nbsp;&nbsp;&nbsp; 18450 | 18253200 |
| &nbsp;&nbsp;&nbsp; Series 2018-C2, Class A5, 4.31%, 12/15/51 | &nbsp;&nbsp;&nbsp; 1520 | 1518351 |
| &nbsp;&nbsp;&nbsp; Series 2020-C6, Class A4, 2.64%, 02/15/53 | &nbsp;&nbsp;&nbsp; 10000 | 9334466 |
| &nbsp;&nbsp;&nbsp; Series 2020-C7, Class A5, 2.04%, 04/15/53 | &nbsp;&nbsp;&nbsp; 13900 | 12560217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-C11, Class A5, 2.32%, <br> 09/15/54<br>| &nbsp;&nbsp;&nbsp; 3765 | 3344199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-C15, Class A5, 3.66%, <br> 04/15/55<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3745 | 3549592 |
| BBCMS Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.27%, 07/15/54 | &nbsp;&nbsp;&nbsp; 2500 | 2371344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-C10, Class A5, 2.49%, <br> 07/15/54<br>| &nbsp;&nbsp;&nbsp; 18494 | 16963088 |
| Benchmark Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 1.93%, 07/15/53 | &nbsp;&nbsp;&nbsp; 5000 | 4442587 |
| &nbsp;&nbsp;&nbsp; 2.14%, 09/15/54 | &nbsp;&nbsp;&nbsp; 5000 | 4404987 |
| &nbsp;&nbsp;&nbsp; 2.64%, 11/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 804006 |
| &nbsp;&nbsp;&nbsp; 3.18%, 02/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 876143 |
| &nbsp;&nbsp;&nbsp; 3.46%, 03/15/55 | &nbsp;&nbsp;&nbsp; 1500 | 1405685 |
| &nbsp;&nbsp;&nbsp; 3.73%, 03/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 350 | 297402 |
| &nbsp;&nbsp;&nbsp; 5.18%, 04/15/57 | &nbsp;&nbsp;&nbsp; 500 | 515408 |
| &nbsp;&nbsp;&nbsp; 5.18%, 10/15/58 | &nbsp;&nbsp;&nbsp; 1600 | 1655445 |
| &nbsp;&nbsp;&nbsp; 5.33%, 02/15/58 | &nbsp;&nbsp;&nbsp; 6000 | 6111679 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 5.36%, 05/15/55 | &nbsp;&nbsp;&nbsp; $2000 | $2039237 |
| &nbsp;&nbsp;&nbsp; 5.44%, 08/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1564500 |
| &nbsp;&nbsp;&nbsp; 5.60%, 08/15/57 | &nbsp;&nbsp;&nbsp; 3700 | 3856090 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/15/57 | &nbsp;&nbsp;&nbsp; 2000 | 2099681 |
| &nbsp;&nbsp;&nbsp; 5.77%, 05/15/56 | &nbsp;&nbsp;&nbsp; 1000 | 1041257 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/58 | &nbsp;&nbsp;&nbsp; 2000 | 2114618 |
| &nbsp;&nbsp;&nbsp; 5.86%, 08/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1045862 |
| &nbsp;&nbsp;&nbsp; 5.91%, 11/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 2108789 |
| &nbsp;&nbsp;&nbsp; 6.03%, 12/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1545 | 1615160 |
| &nbsp;&nbsp;&nbsp; 6.06%, 01/10/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1610 | 1650038 |
| &nbsp;&nbsp;&nbsp; 6.06%, 08/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1566724 |
| &nbsp;&nbsp;&nbsp; 6.09%, 04/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1050209 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/15/57 | &nbsp;&nbsp;&nbsp; 4460 | 4672221 |
| &nbsp;&nbsp;&nbsp; 6.79%, 03/15/57 | &nbsp;&nbsp;&nbsp; 1500 | 1575457 |
| &nbsp;&nbsp;&nbsp; 6.86%, 07/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1062042 |
| &nbsp;&nbsp;&nbsp; 7.08%, 05/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 529095 |
| &nbsp;&nbsp;&nbsp; 7.18%, 07/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 2132328 |
| &nbsp;&nbsp;&nbsp; 7.18%, 07/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1573422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-B1, Class A5, 3.67%, <br> 01/15/51<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3250 | 3212682 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-B2, Class A5, 3.88%, <br> 02/15/51<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10616 | 10514192 |
| &nbsp;&nbsp;&nbsp; Series 2018-B3, Class A5, 4.03%, 04/10/51 | &nbsp;&nbsp;&nbsp; 5000 | 4971702 |
| &nbsp;&nbsp;&nbsp; Series 2018-B5, Class A4, 4.21%, 07/15/51 | &nbsp;&nbsp;&nbsp; 6150 | 6130426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-B7, Class A4, 4.51%, <br> 05/15/53<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10093 | 10132257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-B7, Class B, 4.96%, <br> 05/15/53<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1100 | 1040331 |
| &nbsp;&nbsp;&nbsp; Series 2018-B8, Class A5, 4.23%, 01/15/52 | &nbsp;&nbsp;&nbsp; 17000 | 16810330 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-B11, Class A4, 3.28%, <br> 05/15/52<br>| &nbsp;&nbsp;&nbsp; 20650 | 19993703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-B11, Class A5, 3.54%, <br> 05/15/52<br>| &nbsp;&nbsp;&nbsp; 20000 | 19399538 |
| &nbsp;&nbsp;&nbsp; Series 2020-B19, Class B, 2.35%, 09/15/53 | &nbsp;&nbsp;&nbsp; 2700 | 2092285 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-B21, Class A4, 1.70%, <br> 12/17/53<br>| &nbsp;&nbsp;&nbsp; 7000 | 6264465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-B21, Class A5, 1.98%, <br> 12/17/53<br>| &nbsp;&nbsp;&nbsp; 8616 | 7670914 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-B23, Class A5, 2.07%, <br> 02/15/54<br>| &nbsp;&nbsp;&nbsp; 25000 | 21986752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-B24, Class A4, 2.26%, <br> 03/15/54<br>| &nbsp;&nbsp;&nbsp; 456 | 409025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2023-B38, Class A2, 5.63%, <br> 04/15/56<br>| &nbsp;&nbsp;&nbsp; 10000 | 10207140 |
| BMARK, 7.71%, 11/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1097 | 1168359 |
| BMO Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/58 | &nbsp;&nbsp;&nbsp; 1000 | 1011995 |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1956 | 1966496 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/15/57 | &nbsp;&nbsp;&nbsp; 1000 | 1027411 |
| &nbsp;&nbsp;&nbsp; 5.18%, 10/15/58 | &nbsp;&nbsp;&nbsp; 1500 | 1549945 |
| &nbsp;&nbsp;&nbsp; 5.31%, 09/15/54 | &nbsp;&nbsp;&nbsp; 1200 | 1241072 |
| &nbsp;&nbsp;&nbsp; 5.32%, 09/15/57 | &nbsp;&nbsp;&nbsp; 500 | 516000 |
| &nbsp;&nbsp;&nbsp; 5.57%, 06/15/58 | &nbsp;&nbsp;&nbsp; 1000 | 1057961 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1100 | 1149175 |
| &nbsp;&nbsp;&nbsp; 5.69%, 02/15/58 | &nbsp;&nbsp;&nbsp; 7750 | 8264474 |
| &nbsp;&nbsp;&nbsp; 5.74%, 02/15/57 | &nbsp;&nbsp;&nbsp; 1000 | 1038686 |
| &nbsp;&nbsp;&nbsp; 5.74%, 12/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 900 | 886850 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 2052467 |
| &nbsp;&nbsp;&nbsp; 5.78%, 04/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 950 | 998280 |
| &nbsp;&nbsp;&nbsp; 5.86%, 02/15/57 | &nbsp;&nbsp;&nbsp; 3730 | 3911126 |
| &nbsp;&nbsp;&nbsp; 5.87%, 06/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1619160 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 5.88%, 09/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $500 | $500239 |
| &nbsp;&nbsp;&nbsp; 5.89%, 11/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3500 | 3638234 |
| &nbsp;&nbsp;&nbsp; 5.91%, 03/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4000 | 4223760 |
| &nbsp;&nbsp;&nbsp; 5.96%, 09/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30000 | 32104339 |
| &nbsp;&nbsp;&nbsp; 6.01%, 07/15/58 | &nbsp;&nbsp;&nbsp; 568 | 580165 |
| &nbsp;&nbsp;&nbsp; 6.09%, 09/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 750 | 774995 |
| &nbsp;&nbsp;&nbsp; 6.14%, 03/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2330 | 2445269 |
| &nbsp;&nbsp;&nbsp; 6.16%, 10/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1038271 |
| &nbsp;&nbsp;&nbsp; 6.23%, 03/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1531218 |
| &nbsp;&nbsp;&nbsp; 6.26%, 04/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1011732 |
| &nbsp;&nbsp;&nbsp; 6.29%, 02/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4810 | 5038946 |
| &nbsp;&nbsp;&nbsp; 6.36%, 02/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 260 | 273970 |
| &nbsp;&nbsp;&nbsp; 6.41%, 11/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3500 | 3646080 |
| &nbsp;&nbsp;&nbsp; 6.49%, 05/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 509550 |
| &nbsp;&nbsp;&nbsp; 6.60%, 07/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 511106 |
| &nbsp;&nbsp;&nbsp; 6.67%, 12/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1639765 |
| &nbsp;&nbsp;&nbsp; 7.09%, 02/15/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 687 | 700568 |
| &nbsp;&nbsp;&nbsp; 7.49%, 11/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11200 | 11977499 |
| CD Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/13/50 | &nbsp;&nbsp;&nbsp; 1000 | 982561 |
| &nbsp;&nbsp;&nbsp; 3.71%, 11/13/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 489946 |
| &nbsp;&nbsp;&nbsp; 3.91%, 11/13/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 995 | 946789 |
| &nbsp;&nbsp;&nbsp; 4.66%, 08/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1188 | 1146306 |
| &nbsp;&nbsp;&nbsp; CGMS Commercial Mortgage Trust, 4.24%, <br> 08/15/50<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 958985 |
| Citigroup Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.42%, 12/15/72 | &nbsp;&nbsp;&nbsp; 2000 | 1868952 |
| &nbsp;&nbsp;&nbsp; 3.74%, 03/10/51 | &nbsp;&nbsp;&nbsp; 1932 | 1912771 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/72<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1368034 |
| &nbsp;&nbsp;&nbsp; Series 2017-P7, Class A4, 3.71%, 04/14/50 | &nbsp;&nbsp;&nbsp; 8900 | 8813859 |
| &nbsp;&nbsp;&nbsp; Series 2017-P8, Class A3, 3.20%, 09/15/50 | &nbsp;&nbsp;&nbsp; 2000 | 1966176 |
| &nbsp;&nbsp;&nbsp; Series 2018-B2, Class A4, 4.01%, 03/10/51 | &nbsp;&nbsp;&nbsp; 20020 | 19918659 |
| &nbsp;&nbsp;&nbsp; Series 2019-C7, Class A4, 3.10%, 12/15/72 | &nbsp;&nbsp;&nbsp; 5800 | 5540703 |
| &nbsp;&nbsp;&nbsp; Commercial Mortgage Trust, 5.47%, <br> 11/15/55<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1032465 |
| &nbsp;&nbsp;&nbsp; Commission Mortgage Trust, Series <br> 2016-DC2, Class A5, 3.77%, 02/10/49<br>| &nbsp;&nbsp;&nbsp; 2382 | 2375322 |
| CSAIL Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.72%, 12/15/52 | &nbsp;&nbsp;&nbsp; 500 | 473638 |
| &nbsp;&nbsp;&nbsp; 4.04%, 12/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 620 | 577686 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1800 | 1747679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C7, Class AS, 3.96%, <br> 11/15/49<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 978873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-CX11, Class A5, 4.03%, <br> 04/15/51<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 22000 | 21891217 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C18, Class A4, 2.97%, <br> 12/15/52<br>| &nbsp;&nbsp;&nbsp; 10000 | 9542624 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-C19, Class A3, 2.56%, <br> 03/15/53<br>| &nbsp;&nbsp;&nbsp; 2000 | 1835199 |
| DBJPM Mortgage Trust, 3.56%, 06/10/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5500 | 5341721 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.33%, 06/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18500 | 18769999 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3000 | 3006422 |
| &nbsp;&nbsp;&nbsp; 4.53%, 10/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 2021911 |
| &nbsp;&nbsp;&nbsp; 4.58%, 10/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10000 | 10189941 |
| &nbsp;&nbsp;&nbsp; 4.58%, 08/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2700 | 2742658 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5000 | 5084309 |
| &nbsp;&nbsp;&nbsp; 4.94%, 11/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4000 | 4153908 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/25/35<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1049039 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1875 | 1986435 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. <br> Multifamily Structured <br> Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 01/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $10000 | $9550337 |
| &nbsp;&nbsp;&nbsp; 2.36%, 10/25/36 | &nbsp;&nbsp;&nbsp; 2500 | 2048738 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/25/29 | &nbsp;&nbsp;&nbsp; 20868 | 20295738 |
| &nbsp;&nbsp;&nbsp; 3.53%, 08/25/32 | &nbsp;&nbsp;&nbsp; 5000 | 4824969 |
| &nbsp;&nbsp;&nbsp; 3.53%, 09/25/32 | &nbsp;&nbsp;&nbsp; 1000 | 960629 |
| &nbsp;&nbsp;&nbsp; 3.78%, 01/25/32 | &nbsp;&nbsp;&nbsp; 3121 | 3113459 |
| &nbsp;&nbsp;&nbsp; 3.78%, 11/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 17795 | 17410676 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/25/32 | &nbsp;&nbsp;&nbsp; 1917 | 1906216 |
| &nbsp;&nbsp;&nbsp; 3.82%, 12/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 21500 | 21048116 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/25/33 | &nbsp;&nbsp;&nbsp; 35000 | 34639258 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/25/33 | &nbsp;&nbsp;&nbsp; 29998 | 29984094 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/25/33 | &nbsp;&nbsp;&nbsp; 40000 | 40120705 |
| &nbsp;&nbsp;&nbsp; 4.27%, 07/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13200 | 13358635 |
| &nbsp;&nbsp;&nbsp; 4.28%, 07/25/30 | &nbsp;&nbsp;&nbsp; 10500 | 10634141 |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6500 | 6586411 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14300 | 14511712 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13140 | 13268263 |
| &nbsp;&nbsp;&nbsp; 4.46%, 08/25/31 | &nbsp;&nbsp;&nbsp; 5000 | 5098689 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/25/33<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5000 | 5090836 |
| &nbsp;&nbsp;&nbsp; 4.51%, 07/25/29 | &nbsp;&nbsp;&nbsp; 5700 | 5811270 |
| &nbsp;&nbsp;&nbsp; 4.51%, 02/25/30<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2460 | 2511428 |
| &nbsp;&nbsp;&nbsp; 4.57%, 12/25/28 | &nbsp;&nbsp;&nbsp; 3253 | 3311344 |
| &nbsp;&nbsp;&nbsp; 4.74%, 08/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15000 | 15307830 |
| &nbsp;&nbsp;&nbsp; 4.76%, 10/25/34 | &nbsp;&nbsp;&nbsp; 5000 | 5161531 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3920 | 4007652 |
| &nbsp;&nbsp;&nbsp; 4.85%, 09/25/28 | &nbsp;&nbsp;&nbsp; 5000 | 5119304 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/25/31 | &nbsp;&nbsp;&nbsp; 5560 | 5860313 |
| &nbsp;&nbsp;&nbsp; 5.36%, 01/25/29<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14300 | 14883482 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/25/29 | &nbsp;&nbsp;&nbsp; 15000 | 15628532 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/25/29 | &nbsp;&nbsp;&nbsp; 8000 | 8325273 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage Association, <br> 2.68%, 06/25/32<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1048 | 957943 |
| Federal National Mortgage Association-ACES |  |  |
| &nbsp;&nbsp;&nbsp; 1.27%, 07/25/30 | &nbsp;&nbsp;&nbsp; 10000 | 8918342 |
| &nbsp;&nbsp;&nbsp; 1.87%, 10/25/31<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3000 | 2660488 |
| &nbsp;&nbsp;&nbsp; 1.99%, 01/25/32<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1590 | 1414427 |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/25/31 | &nbsp;&nbsp;&nbsp; 5000 | 4576799 |
| &nbsp;&nbsp;&nbsp; 4.19%, 07/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 19093 | 19226281 |
| &nbsp;&nbsp;&nbsp; Series 2017, Class A2, 3.06%, 09/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1512 | 1491669 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-M20, Class A2, 1.44%, <br> 10/25/29<br>| &nbsp;&nbsp;&nbsp; 2000 | 1826496 |
| FIVE Mortgage Trust, 5.67%, 02/10/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 475 | 487104 |
| &nbsp;&nbsp;&nbsp; Freddie Mac Multifamily Structured Pass <br> Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.66%, 12/25/34<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1024437 |
| &nbsp;&nbsp;&nbsp; 5.07%, 10/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1525 | 1570356 |
| GS Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.12%, 05/12/53 | &nbsp;&nbsp;&nbsp; 2745 | 2543399 |
| &nbsp;&nbsp;&nbsp; 2.91%, 02/13/53 | &nbsp;&nbsp;&nbsp; 1000 | 946349 |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/12/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1840 | 1647251 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/10/52 | &nbsp;&nbsp;&nbsp; 1000 | 983349 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/10/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2433 | 2348767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-GS7, Class A3, 3.17%, <br> 08/10/50<br>| &nbsp;&nbsp;&nbsp; 13000 | 12795291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-GS10, Class A5, 4.16%, <br> 07/10/51<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 2965138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-GS9, Class A4, 3.99%, <br> 03/10/51<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 2976772 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-GC38, Class A4, 3.97%, <br> 02/10/52<br>| &nbsp;&nbsp;&nbsp; $2500 | $2474790 |
| JPMCC Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.12%, 06/13/52 | &nbsp;&nbsp;&nbsp; 2000 | 1941641 |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/10/52 | &nbsp;&nbsp;&nbsp; 3500 | 3374334 |
| Morgan Stanley BAML Trust, 5.64%, 03/15/58 | &nbsp;&nbsp;&nbsp; 400 | 419260 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley Bank of America Merrill <br> Lynch Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.11%, 11/15/58 | &nbsp;&nbsp;&nbsp; 375 | 386500 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/58 | &nbsp;&nbsp;&nbsp; 255 | 271756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-C32, Class A3, 3.46%, <br> 12/15/49<br>| &nbsp;&nbsp;&nbsp; 9522 | 9456827 |
| Morgan Stanley Capital I, 4.46%, 12/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 796 | 760139 |
| Morgan Stanley Capital I Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.32%, 10/15/54 | &nbsp;&nbsp;&nbsp; 1750 | 1560720 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/53 | &nbsp;&nbsp;&nbsp; 200 | 170329 |
| &nbsp;&nbsp;&nbsp; 2.73%, 05/15/54 | &nbsp;&nbsp;&nbsp; 1275 | 1165187 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 1766562 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/53 | &nbsp;&nbsp;&nbsp; 1264 | 1154468 |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 833640 |
| &nbsp;&nbsp;&nbsp; 3.77%, 11/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 455410 |
| &nbsp;&nbsp;&nbsp; 3.77%, 11/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 884308 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 939514 |
| &nbsp;&nbsp;&nbsp; Series 2017-H1, Class A5, 3.53%, 06/15/50 | &nbsp;&nbsp;&nbsp; 12000 | 11868110 |
| &nbsp;&nbsp;&nbsp; Series 2018, Class A3, 4.14%, 10/15/51 | &nbsp;&nbsp;&nbsp; 21700 | 21607126 |
| &nbsp;&nbsp;&nbsp; Series 2018-H3, Class A4, 3.91%, 07/15/51 | &nbsp;&nbsp;&nbsp; 490 | 485647 |
| &nbsp;&nbsp;&nbsp; Series 2018-H3, Class A5, 4.18%, 07/15/51 | &nbsp;&nbsp;&nbsp; 2538 | 2535162 |
| &nbsp;&nbsp;&nbsp; Series 2019-H6, Class A4, 3.42%, 06/15/52 | &nbsp;&nbsp;&nbsp; 6570 | 6382984 |
| &nbsp;&nbsp;&nbsp; Series 2020-L4, Class A3, 2.70%, 02/15/53 | &nbsp;&nbsp;&nbsp; 20000 | 18699118 |
| &nbsp;&nbsp;&nbsp; Series 2021-L7, Class A5, 2.57%, 10/15/54 | &nbsp;&nbsp;&nbsp; 10430 | 9399905 |
| &nbsp;&nbsp;&nbsp; MSWF Commercial Mortgage Trust, 6.01%, <br> 12/15/56<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1486 | 1615619 |
| UBS Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 3.17%, 08/15/50 | &nbsp;&nbsp;&nbsp; 4626 | 4576579 |
| &nbsp;&nbsp;&nbsp; 4.03%, 08/15/51 | &nbsp;&nbsp;&nbsp; 5496 | 5459950 |
| &nbsp;&nbsp;&nbsp; 4.67%, 12/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 988107 |
| &nbsp;&nbsp;&nbsp; 4.73%, 12/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 528 | 496777 |
| &nbsp;&nbsp;&nbsp; 5.10%, 12/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 750 | 729576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C08, Class A4, 3.98%, <br> 02/15/51<br>| &nbsp;&nbsp;&nbsp; 18150 | 17995915 |
| &nbsp;&nbsp;&nbsp; UBS Commercial Mortgage Trust 2018-C14, <br> 4.75%, 12/15/51<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1491636 |
| Wells Fargo Commercial Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 07/15/53 | &nbsp;&nbsp;&nbsp; 2000 | 1906498 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/53 | &nbsp;&nbsp;&nbsp; 375 | 316857 |
| &nbsp;&nbsp;&nbsp; 3.31%, 11/15/54 | &nbsp;&nbsp;&nbsp; 500 | 428406 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1749 | 1722064 |
| &nbsp;&nbsp;&nbsp; 4.19%, 11/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 619 | 594372 |
| &nbsp;&nbsp;&nbsp; 4.29%, 06/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1294 | 1107885 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 1000 | 965157 |
| &nbsp;&nbsp;&nbsp; 4.64%, 11/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 459968 |
| &nbsp;&nbsp;&nbsp; 4.67%, 09/15/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3000 | 2985638 |
| &nbsp;&nbsp;&nbsp; 5.19%, 10/15/58 | &nbsp;&nbsp;&nbsp; 1000 | 1032177 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/15/58 | &nbsp;&nbsp;&nbsp; 2950 | 3093596 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/58 | &nbsp;&nbsp;&nbsp; 1031 | 1098329 |
| &nbsp;&nbsp;&nbsp; 5.92%, 07/15/58 | &nbsp;&nbsp;&nbsp; 1000 | 1046504 |
| &nbsp;&nbsp;&nbsp; 5.93%, 07/15/57 | &nbsp;&nbsp;&nbsp; 3000 | 3152627 |
| &nbsp;&nbsp;&nbsp; 5.97%, 10/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 260939 |
| &nbsp;&nbsp;&nbsp; 5.98%, 10/15/58<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 519440 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/15/58 | &nbsp;&nbsp;&nbsp; 1500 | 1595213 |
| &nbsp;&nbsp;&nbsp; Class A4, 2.34%, 08/15/54 | &nbsp;&nbsp;&nbsp; 4600 | 4110727 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; Class ASB, 4.17%, 05/15/51 | &nbsp;&nbsp;&nbsp; $390 | $389866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-C46, Class AS, 4.38%, <br> 08/15/51<br>| &nbsp;&nbsp;&nbsp; 1500 | 1488027 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-C54, Class A4, 3.15%, <br> 12/15/52<br>| &nbsp;&nbsp;&nbsp; 5000 | 4781363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-C56, Class A5, 2.45%, <br> 06/15/53<br>| &nbsp;&nbsp;&nbsp; 6480 | 6027128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2020-C58, Class A4, 2.09%, <br> 07/15/53<br>| &nbsp;&nbsp;&nbsp; 17680 | 15892504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-C59, Class A5, 2.63%, <br> 04/15/54<br>| &nbsp;&nbsp;&nbsp; 5200 | 4717955 |
|  |  | 1367488078 |
| **Total Collateralized Mortgage Obligations — 1.0%** <br>**(Cost: $1,385,058,876)** | **Total Collateralized Mortgage Obligations — 1.0%** <br>**(Cost: $1,385,058,876)** | 1367488078 |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Advertising — 0.0%** | **Advertising — 0.0%** | **Advertising — 0.0%** |
| Interpublic Group of Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/01/31 | &nbsp;&nbsp;&nbsp; 2978 | 2685160 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 2222 | 1692172 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/28 | &nbsp;&nbsp;&nbsp; 3111 | 3112782 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/30 | &nbsp;&nbsp;&nbsp; 3898 | 3937677 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/33 | &nbsp;&nbsp;&nbsp; 2738 | 2777247 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/48 | &nbsp;&nbsp;&nbsp; 2060 | 1935816 |
| Omnicom Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/30/30 | &nbsp;&nbsp;&nbsp; 4157 | 3849210 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/01/31 | &nbsp;&nbsp;&nbsp; 5384 | 4895707 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/30 | &nbsp;&nbsp;&nbsp; 4482 | 4452372 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3705 | 3806118 |
|  |  | 33144261 |
| **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** | **Aerospace & Defense — 0.5%** |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/01/27 | &nbsp;&nbsp;&nbsp; 4732 | 4651286 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/01/27 | &nbsp;&nbsp;&nbsp; 1854 | 1822106 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/01/30 | &nbsp;&nbsp;&nbsp; 5159 | 4883211 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/01/29 | &nbsp;&nbsp;&nbsp; 4601 | 4451946 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/28 | &nbsp;&nbsp;&nbsp; 4580 | 4497921 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/28 | &nbsp;&nbsp;&nbsp; 2644 | 2588849 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/01/35 | &nbsp;&nbsp;&nbsp; 3389 | 2968723 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/46 | &nbsp;&nbsp;&nbsp; 3138 | 2250676 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/01/28 | &nbsp;&nbsp;&nbsp; 2593 | 2545529 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/39 | &nbsp;&nbsp;&nbsp; 2054 | 1695478 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/38 | &nbsp;&nbsp;&nbsp; 1888 | 1598277 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/34 | &nbsp;&nbsp;&nbsp; 3951 | 3604450 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/01/31 | &nbsp;&nbsp;&nbsp; 4777 | 4592313 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/48 | &nbsp;&nbsp;&nbsp; 3123 | 2258135 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/01/47 | &nbsp;&nbsp;&nbsp; 2406 | 1776023 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 | &nbsp;&nbsp;&nbsp; 6716 | 4973417 |
| &nbsp;&nbsp;&nbsp; 3.83%, 03/01/59 | &nbsp;&nbsp;&nbsp; 2887 | 2037104 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/48 | &nbsp;&nbsp;&nbsp; 2894 | 2169156 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/49 | &nbsp;&nbsp;&nbsp; 4731 | 3576868 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/59 | &nbsp;&nbsp;&nbsp; 6203 | 4476630 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/27 | &nbsp;&nbsp;&nbsp; 9184 | 9277147 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/30 | &nbsp;&nbsp;&nbsp; 15823 | 16325313 |
| &nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 | &nbsp;&nbsp;&nbsp; 10977 | 11276631 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 | &nbsp;&nbsp;&nbsp; 22886 | 22812936 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/40 | &nbsp;&nbsp;&nbsp; 2238 | 2332596 |
| &nbsp;&nbsp;&nbsp; 5.93%, 05/01/60 | &nbsp;&nbsp;&nbsp; 14782 | 14649565 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | &nbsp;&nbsp;&nbsp; 1768 | 1920688 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| &nbsp;&nbsp;&nbsp; 6.26%, 05/01/27 | &nbsp;&nbsp;&nbsp; $5150 | $5288305 |
| &nbsp;&nbsp;&nbsp; 6.30%, 05/01/29 | &nbsp;&nbsp;&nbsp; 5635 | 5993353 |
| &nbsp;&nbsp;&nbsp; 6.39%, 05/01/31 | &nbsp;&nbsp;&nbsp; 3355 | 3655191 |
| &nbsp;&nbsp;&nbsp; 6.53%, 05/01/34 | &nbsp;&nbsp;&nbsp; 10815 | 12029332 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/15/38 | &nbsp;&nbsp;&nbsp; 2009 | 2263161 |
| &nbsp;&nbsp;&nbsp; 6.86%, 05/01/54 | &nbsp;&nbsp;&nbsp; 7805 | 8895706 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/39 | &nbsp;&nbsp;&nbsp; 2471 | 2803063 |
| &nbsp;&nbsp;&nbsp; 7.01%, 05/01/64 | &nbsp;&nbsp;&nbsp; 3835 | 4393721 |
| Embraer Netherlands Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/09/38 | &nbsp;&nbsp;&nbsp; 2835 | 2809856 |
| &nbsp;&nbsp;&nbsp; 5.98%, 02/11/35 | &nbsp;&nbsp;&nbsp; 275 | 291845 |
| GE Capital Funding LLC, 4.55%, 05/15/32 | &nbsp;&nbsp;&nbsp; 3132 | 3182811 |
| &nbsp;&nbsp;&nbsp; GE Capital International Funding Co. Unlimited <br> Co., 4.42%, 11/15/35<br>| &nbsp;&nbsp;&nbsp; 4979 | 4917738 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/31 | &nbsp;&nbsp;&nbsp; 2635 | 2397498 |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/27 | &nbsp;&nbsp;&nbsp; 2929 | 2868117 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/41 | &nbsp;&nbsp;&nbsp; 3299 | 2511007 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 3297 | 3288503 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/42 | &nbsp;&nbsp;&nbsp; 1283 | 1058945 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/30 | &nbsp;&nbsp;&nbsp; 5217 | 5141190 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | &nbsp;&nbsp;&nbsp; 5363 | 5371806 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/40 | &nbsp;&nbsp;&nbsp; 4024 | 3739240 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | &nbsp;&nbsp;&nbsp; 4335 | 3751190 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/35 | &nbsp;&nbsp;&nbsp; 1800 | 1849871 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/30 | &nbsp;&nbsp;&nbsp; 1870 | 1891058 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/50 | &nbsp;&nbsp;&nbsp; 1585 | 1381641 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/11/44 | &nbsp;&nbsp;&nbsp; 1600 | 1464818 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/29/36 | &nbsp;&nbsp;&nbsp; 4610 | 4725671 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/14/38 | &nbsp;&nbsp;&nbsp; 2537 | 2787600 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 3115 | 3553059 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/10/39 | &nbsp;&nbsp;&nbsp; 2540 | 3025200 |
| HEICO Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/01/28 | &nbsp;&nbsp;&nbsp; 1700 | 1752373 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/33 | &nbsp;&nbsp;&nbsp; 1880 | 1966923 |
| Hexcel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/15/27 | &nbsp;&nbsp;&nbsp; 2865 | 2849356 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/26/35 | &nbsp;&nbsp;&nbsp; 1055 | 1112376 |
| Howmet Aerospace Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 1850 | 1795321 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/15/32 | &nbsp;&nbsp;&nbsp; 1650 | 1665601 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 | &nbsp;&nbsp;&nbsp; 1400 | 1442561 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/01/27 | &nbsp;&nbsp;&nbsp; 620 | 635091 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/37 | &nbsp;&nbsp;&nbsp; 1905 | 2083878 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 1560 | 1647940 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/15/31 | &nbsp;&nbsp;&nbsp; 4300 | 3809371 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/29 | &nbsp;&nbsp;&nbsp; 2916 | 2776947 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/15/26 | &nbsp;&nbsp;&nbsp; 3947 | 3939724 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | &nbsp;&nbsp;&nbsp; 9414 | 9483555 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/27/35 | &nbsp;&nbsp;&nbsp; 1876 | 1883930 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/29 | &nbsp;&nbsp;&nbsp; 2470 | 2542318 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/27/45 | &nbsp;&nbsp;&nbsp; 2613 | 2524110 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/31 | &nbsp;&nbsp;&nbsp; 2290 | 2389733 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 | &nbsp;&nbsp;&nbsp; 3065 | 3188502 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/27 | &nbsp;&nbsp;&nbsp; 6445 | 6541434 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/31/33 | &nbsp;&nbsp;&nbsp; 6700 | 7028678 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/54 | &nbsp;&nbsp;&nbsp; 2770 | 2762267 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/31/53 | &nbsp;&nbsp;&nbsp; 2390 | 2407526 |
| &nbsp;&nbsp;&nbsp; 6.15%, 12/15/40 | &nbsp;&nbsp;&nbsp; 1675 | 1842241 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 06/15/30 | &nbsp;&nbsp;&nbsp; $3770 | $3425660 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | &nbsp;&nbsp;&nbsp; 4908 | 3184063 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/01/35 | &nbsp;&nbsp;&nbsp; 2308 | 2146014 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/45 | &nbsp;&nbsp;&nbsp; 5470 | 4464173 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/32 | &nbsp;&nbsp;&nbsp; 3575 | 3509456 |
| &nbsp;&nbsp;&nbsp; 4.07%, 12/15/42 | &nbsp;&nbsp;&nbsp; 4563 | 3960521 |
| &nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 | &nbsp;&nbsp;&nbsp; 8201 | 6647503 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/28 | &nbsp;&nbsp;&nbsp; 2150 | 2164668 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/53 | &nbsp;&nbsp;&nbsp; 3400 | 2770359 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/62 | &nbsp;&nbsp;&nbsp; 4235 | 3424547 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2800 | 2837964 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | &nbsp;&nbsp;&nbsp; 1885 | 1909387 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29 | &nbsp;&nbsp;&nbsp; 2665 | 2708597 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/36 | &nbsp;&nbsp;&nbsp; 2240 | 2212069 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/31 | &nbsp;&nbsp;&nbsp; 1980 | 2035369 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/46 | &nbsp;&nbsp;&nbsp; 5734 | 5267027 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/34 | &nbsp;&nbsp;&nbsp; 4060 | 4127184 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/34 | &nbsp;&nbsp;&nbsp; 2740 | 2788458 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/35 | &nbsp;&nbsp;&nbsp; 3535 | 3628273 |
| &nbsp;&nbsp;&nbsp; 5.10%, 11/15/27 | &nbsp;&nbsp;&nbsp; 4895 | 5008314 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/55 | &nbsp;&nbsp;&nbsp; 4240 | 4070155 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/64 | &nbsp;&nbsp;&nbsp; 2800 | 2648954 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33 | &nbsp;&nbsp;&nbsp; 4335 | 4577607 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/54 | &nbsp;&nbsp;&nbsp; 3765 | 3884454 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/01/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2192 | 2368915 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/63 | &nbsp;&nbsp;&nbsp; 2925 | 3084974 |
| &nbsp;&nbsp;&nbsp; Series B, 6.15%, 09/01/36 | &nbsp;&nbsp;&nbsp; 2615 | 2931573 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/01/27 | &nbsp;&nbsp;&nbsp; 4021 | 3987191 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 10058 | 9912690 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/15/45 | &nbsp;&nbsp;&nbsp; 3249 | 2650422 |
| &nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 | &nbsp;&nbsp;&nbsp; 9546 | 7816201 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/30 | &nbsp;&nbsp;&nbsp; 2787 | 2817643 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/29 | &nbsp;&nbsp;&nbsp; 2360 | 2403238 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 3505 | 3575044 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/33 | &nbsp;&nbsp;&nbsp; 3770 | 3825388 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/43 | &nbsp;&nbsp;&nbsp; 4374 | 4079213 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/34 | &nbsp;&nbsp;&nbsp; 3290 | 3353604 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/53 | &nbsp;&nbsp;&nbsp; 4195 | 3856907 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/15/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1773 | 1763667 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/40 | &nbsp;&nbsp;&nbsp; 2755 | 2769198 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/54 | &nbsp;&nbsp;&nbsp; 5035 | 4808922 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/35 | &nbsp;&nbsp;&nbsp; 2795 | 2915416 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/01/50 | &nbsp;&nbsp;&nbsp; 4958 | 4781052 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/01/31 | &nbsp;&nbsp;&nbsp; 4511 | 3970094 |
| &nbsp;&nbsp;&nbsp; 2.25%, 07/01/30 | &nbsp;&nbsp;&nbsp; 4660 | 4297895 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/32 | &nbsp;&nbsp;&nbsp; 4367 | 3902658 |
| &nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 | &nbsp;&nbsp;&nbsp; 4304 | 2740014 |
| &nbsp;&nbsp;&nbsp; 3.03%, 03/15/52 | &nbsp;&nbsp;&nbsp; 5517 | 3660676 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/04/27 | &nbsp;&nbsp;&nbsp; 5851 | 5780991 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 | &nbsp;&nbsp;&nbsp; 5410 | 3700223 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/27 | &nbsp;&nbsp;&nbsp; 5970 | 5934145 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 | &nbsp;&nbsp;&nbsp; 5349 | 4214287 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 | &nbsp;&nbsp;&nbsp; 3333 | 2741180 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/16/28 | &nbsp;&nbsp;&nbsp; 11864 | 11906915 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 | &nbsp;&nbsp;&nbsp; 4590 | 3884533 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 | &nbsp;&nbsp;&nbsp; 4931 | 4243106 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 | &nbsp;&nbsp;&nbsp; 3635 | 3454478 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 | &nbsp;&nbsp;&nbsp; 15897 | 14515927 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 | &nbsp;&nbsp;&nbsp; $7373 | $6539511 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/41 | &nbsp;&nbsp;&nbsp; 2520 | 2370446 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/43 | &nbsp;&nbsp;&nbsp; 2359 | 2207438 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | &nbsp;&nbsp;&nbsp; 2449 | 2397872 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/27/33 | &nbsp;&nbsp;&nbsp; 5200 | 5418468 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/27/53 | &nbsp;&nbsp;&nbsp; 4555 | 4456697 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/01/35 | &nbsp;&nbsp;&nbsp; 2132 | 2257084 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/15/40 | &nbsp;&nbsp;&nbsp; 2310 | 2451768 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/29 | &nbsp;&nbsp;&nbsp; 3140 | 3296710 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; 4425 | 4784466 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/36 | &nbsp;&nbsp;&nbsp; 780 | 856907 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/34 | &nbsp;&nbsp;&nbsp; 6695 | 7390751 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/38 | &nbsp;&nbsp;&nbsp; 1920 | 2127767 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 5395 | 6048156 |
| &nbsp;&nbsp;&nbsp; 7.20%, 08/15/27 | &nbsp;&nbsp;&nbsp; 2778 | 2923178 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; 2868 | 3204612 |
|  |  | 614196213 |
| **Agriculture — 0.3%** | **Agriculture — 0.3%** | **Agriculture — 0.3%** |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/04/32 | &nbsp;&nbsp;&nbsp; 8225 | 7283538 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/06/30 | &nbsp;&nbsp;&nbsp; 4614 | 4449406 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 | &nbsp;&nbsp;&nbsp; 7017 | 5461946 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/04/51 | &nbsp;&nbsp;&nbsp; 5992 | 4307565 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/16/46 | &nbsp;&nbsp;&nbsp; 6462 | 4927833 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/04/61<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4275 | 3144269 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/09/42 | &nbsp;&nbsp;&nbsp; 4504 | 3816841 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 | &nbsp;&nbsp;&nbsp; 2668 | 2165420 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/30 | &nbsp;&nbsp;&nbsp; 1755 | 1769574 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/02/43 | &nbsp;&nbsp;&nbsp; 2993 | 2590687 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/14/29 | &nbsp;&nbsp;&nbsp; 7904 | 8039047 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/04/28 | &nbsp;&nbsp;&nbsp; 1620 | 1647784 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/06/35 | &nbsp;&nbsp;&nbsp; 1800 | 1832408 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/44 | &nbsp;&nbsp;&nbsp; 7922 | 7760867 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/06/35 | &nbsp;&nbsp;&nbsp; 1880 | 1960114 |
| &nbsp;&nbsp;&nbsp; 5.80%, 02/14/39 | &nbsp;&nbsp;&nbsp; 9632 | 10029975 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/14/49 | &nbsp;&nbsp;&nbsp; 10332 | 10521350 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/01/28 | &nbsp;&nbsp;&nbsp; 3500 | 3703657 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/33 | &nbsp;&nbsp;&nbsp; 2070 | 2352774 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | &nbsp;&nbsp;&nbsp; 1850 | 1157096 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | &nbsp;&nbsp;&nbsp; 3485 | 3212396 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/30 | &nbsp;&nbsp;&nbsp; 5976 | 5775120 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 | &nbsp;&nbsp;&nbsp; 2049 | 1610110 |
| &nbsp;&nbsp;&nbsp; 4.02%, 04/16/43 | &nbsp;&nbsp;&nbsp; 1557 | 1323500 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/33 | &nbsp;&nbsp;&nbsp; 1670 | 1678745 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 2924 | 2549267 |
| &nbsp;&nbsp;&nbsp; 4.54%, 03/26/42 | &nbsp;&nbsp;&nbsp; 2227 | 2055268 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/15/35 | &nbsp;&nbsp;&nbsp; 2206 | 2344968 |
| &nbsp;&nbsp;&nbsp; 5.94%, 10/01/32 | &nbsp;&nbsp;&nbsp; 1882 | 2062838 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 03/25/28 | &nbsp;&nbsp;&nbsp; 4315 | 4141790 |
| &nbsp;&nbsp;&nbsp; 2.73%, 03/25/31 | &nbsp;&nbsp;&nbsp; 5448 | 5023301 |
| &nbsp;&nbsp;&nbsp; 3.46%, 09/06/29 | &nbsp;&nbsp;&nbsp; 2777 | 2702752 |
| &nbsp;&nbsp;&nbsp; 3.56%, 08/15/27 | &nbsp;&nbsp;&nbsp; 5208 | 5158126 |
| &nbsp;&nbsp;&nbsp; 3.73%, 09/25/40 | &nbsp;&nbsp;&nbsp; 1950 | 1594671 |
| &nbsp;&nbsp;&nbsp; 3.98%, 09/25/50 | &nbsp;&nbsp;&nbsp; 830 | 616320 |
| &nbsp;&nbsp;&nbsp; 4.39%, 08/15/37 | &nbsp;&nbsp;&nbsp; 11614 | 10749164 |
| &nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 | &nbsp;&nbsp;&nbsp; 8120 | 6832102 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/33 | &nbsp;&nbsp;&nbsp; 2650 | 2642105 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/02/27 | &nbsp;&nbsp;&nbsp; 5089 | 5119940 |
| &nbsp;&nbsp;&nbsp; 4.74%, 03/16/32 | &nbsp;&nbsp;&nbsp; 4230 | 4282141 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Agriculture (continued)** | **Agriculture (continued)** | **Agriculture (continued)** |
| &nbsp;&nbsp;&nbsp; 4.76%, 09/06/49 | &nbsp;&nbsp;&nbsp; $4713 | $4040309 |
| &nbsp;&nbsp;&nbsp; 4.91%, 04/02/30 | &nbsp;&nbsp;&nbsp; 4783 | 4893880 |
| &nbsp;&nbsp;&nbsp; 5.28%, 04/02/50 | &nbsp;&nbsp;&nbsp; 2337 | 2136239 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/15/32 | &nbsp;&nbsp;&nbsp; 3250 | 3387086 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/35 | &nbsp;&nbsp;&nbsp; 3970 | 4161362 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/16/52 | &nbsp;&nbsp;&nbsp; 3795 | 3639284 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/20/31 | &nbsp;&nbsp;&nbsp; 4135 | 4392082 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/34 | &nbsp;&nbsp;&nbsp; 3745 | 4027708 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/15/55 | &nbsp;&nbsp;&nbsp; 190 | 199103 |
| &nbsp;&nbsp;&nbsp; 6.34%, 08/02/30 | &nbsp;&nbsp;&nbsp; 4755 | 5145743 |
| &nbsp;&nbsp;&nbsp; 6.42%, 08/02/33 | &nbsp;&nbsp;&nbsp; 5860 | 6486307 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/43 | &nbsp;&nbsp;&nbsp; 3740 | 4231805 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/53 | &nbsp;&nbsp;&nbsp; 4630 | 5306468 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/19/32 | &nbsp;&nbsp;&nbsp; 2836 | 3320963 |
| BAT International Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/16/28 | &nbsp;&nbsp;&nbsp; 6240 | 6284664 |
| &nbsp;&nbsp;&nbsp; 5.93%, 02/02/29 | &nbsp;&nbsp;&nbsp; 4970 | 5222383 |
| Bunge Ltd. Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/14/31 | &nbsp;&nbsp;&nbsp; 5465 | 5042652 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/21/31 | &nbsp;&nbsp;&nbsp; 1500 | 1413607 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/25/27 | &nbsp;&nbsp;&nbsp; 3191 | 3178275 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/07/28 | &nbsp;&nbsp;&nbsp; 3450 | 3458464 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/17/29 | &nbsp;&nbsp;&nbsp; 3580 | 3584940 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/04/30 | &nbsp;&nbsp;&nbsp; 3860 | 3904998 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/17/34 | &nbsp;&nbsp;&nbsp; 2905 | 2877023 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/04/35 | &nbsp;&nbsp;&nbsp; 2230 | 2281996 |
| &nbsp;&nbsp;&nbsp; JBS USA LUX SARL/JBS USA Food Co./JBS <br> USA Foods Group, 5.95%, 04/20/35<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 3740 | 3954710 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | &nbsp;&nbsp;&nbsp; 4858 | 4332938 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/01/30 | &nbsp;&nbsp;&nbsp; 3288 | 3013099 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/17/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2920 | 2884327 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/02/28 | &nbsp;&nbsp;&nbsp; 2836 | 2785337 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/29 | &nbsp;&nbsp;&nbsp; 7261 | 7083324 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/27/28 | &nbsp;&nbsp;&nbsp; 2205 | 2199857 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/21/42 | &nbsp;&nbsp;&nbsp; 3691 | 3079828 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/29/30 | &nbsp;&nbsp;&nbsp; 2975 | 2947354 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/28/28 | &nbsp;&nbsp;&nbsp; 3015 | 3027259 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/04/43 | &nbsp;&nbsp;&nbsp; 4349 | 3731419 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/29/32 | &nbsp;&nbsp;&nbsp; 2975 | 2935055 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/10/44 | &nbsp;&nbsp;&nbsp; 4018 | 3468430 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/27 | &nbsp;&nbsp;&nbsp; 3860 | 3893384 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/30/30 | &nbsp;&nbsp;&nbsp; 2850 | 2870598 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/41 | &nbsp;&nbsp;&nbsp; 3732 | 3344814 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/42 | &nbsp;&nbsp;&nbsp; 3810 | 3447848 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/29 | &nbsp;&nbsp;&nbsp; 3130 | 3186229 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/29/35 | &nbsp;&nbsp;&nbsp; 3325 | 3273961 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/27 | &nbsp;&nbsp;&nbsp; 4645 | 4690054 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/31 | &nbsp;&nbsp;&nbsp; 3390 | 3463423 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/28 | &nbsp;&nbsp;&nbsp; 7430 | 7569966 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/13/29 | &nbsp;&nbsp;&nbsp; 3295 | 3371833 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/30/35 | &nbsp;&nbsp;&nbsp; 2255 | 2274474 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/43 | &nbsp;&nbsp;&nbsp; 3525 | 3296678 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/34 | &nbsp;&nbsp;&nbsp; 2910 | 2947078 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/17/27 | &nbsp;&nbsp;&nbsp; 7212 | 7363630 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/30 | &nbsp;&nbsp;&nbsp; 6360 | 6592955 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/13/31 | &nbsp;&nbsp;&nbsp; 5595 | 5814927 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/07/28 | &nbsp;&nbsp;&nbsp; 2315 | 2389474 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/13/34 | &nbsp;&nbsp;&nbsp; 7605 | 7893466 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/33 | &nbsp;&nbsp;&nbsp; 8950 | 9386963 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/07/30 | &nbsp;&nbsp;&nbsp; 2685 | 2829473 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Agriculture (continued)** | **Agriculture (continued)** | **Agriculture (continued)** |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/17/29 | &nbsp;&nbsp;&nbsp; $8410 | $8857569 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/07/33 | &nbsp;&nbsp;&nbsp; 3455 | 3677141 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/17/32 | &nbsp;&nbsp;&nbsp; 5471 | 5869593 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/16/38 | &nbsp;&nbsp;&nbsp; 7113 | 8004103 |
| Reynolds American Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/35 | &nbsp;&nbsp;&nbsp; 3504 | 3685372 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/45 | &nbsp;&nbsp;&nbsp; 10093 | 10047707 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/15/43 | &nbsp;&nbsp;&nbsp; 2581 | 2672795 |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/37 | &nbsp;&nbsp;&nbsp; 2505 | 2910613 |
|  |  | 434083174 |
| **Airlines — 0.1%** | **Airlines — 0.1%** | **Airlines — 0.1%** |
| American Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015-1, Class A, 3.38%, 11/01/28 | &nbsp;&nbsp;&nbsp; 2010 | 1973281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-2, Class AA, 3.60%, <br> 03/22/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2101 | 2066054 |
| &nbsp;&nbsp;&nbsp; Series 2016-1, Class AA, 3.58%, 07/15/29 | &nbsp;&nbsp;&nbsp; 1787 | 1758234 |
| &nbsp;&nbsp;&nbsp; Series 2016-2, Class AA, 3.20%, 12/15/29 | &nbsp;&nbsp;&nbsp; 2037 | 1980925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-3, Class AA, 3.00%, <br> 04/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1240 | 1194982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-1, Class AA, 3.65%, <br> 02/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2153 | 2107168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-2, Class AA, 3.35%, <br> 04/15/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2051 | 1977344 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 3.15%, 08/15/33 | &nbsp;&nbsp;&nbsp; 2514 | 2362725 |
| &nbsp;&nbsp;&nbsp; Series A, Class A, 2.88%, 01/11/36 | &nbsp;&nbsp;&nbsp; 3377 | 3092476 |
| Delta Air Lines Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/28/29 | &nbsp;&nbsp;&nbsp; 2340 | 2287737 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/19/28 | &nbsp;&nbsp;&nbsp; 1900 | 1903569 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/10/28 | &nbsp;&nbsp;&nbsp; 2950 | 2995970 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/10/30 | &nbsp;&nbsp;&nbsp; 2125 | 2182329 |
| &nbsp;&nbsp;&nbsp; Delta Air Lines Pass-Through Trust, Series <br> 2020, Class AA, 2.00%, 12/10/29<br>| &nbsp;&nbsp;&nbsp; 3898 | 3745156 |
| JetBlue Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; Series 1A, 4.00%, 05/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2493 | 2359837 |
| &nbsp;&nbsp;&nbsp; Series 2019-1, Class AA, 2.75%, 11/15/33 | &nbsp;&nbsp;&nbsp; 2420 | 2157336 |
| Southwest Airlines Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/10/30 | &nbsp;&nbsp;&nbsp; 3068 | 2843196 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/16/27 | &nbsp;&nbsp;&nbsp; 2273 | 2238109 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/28 | &nbsp;&nbsp;&nbsp; 3300 | 3298756 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/27 | &nbsp;&nbsp;&nbsp; 9017 | 9114923 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/35 | &nbsp;&nbsp;&nbsp; 3300 | 3230584 |
| United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/15/37 | &nbsp;&nbsp;&nbsp; 6014 | 6313039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2016-1, Class AA, 3.10%, <br> 01/07/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2609 | 2537579 |
| &nbsp;&nbsp;&nbsp; Series 2016-2, Class AA, 2.88%, 04/07/30 | &nbsp;&nbsp;&nbsp; 2361 | 2269315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-1, Class AA, 3.50%, <br> 09/01/31<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2840 | 2739125 |
| &nbsp;&nbsp;&nbsp; Series 2019, Class AA, 4.15%, 02/25/33 | &nbsp;&nbsp;&nbsp; 2084 | 2044919 |
| &nbsp;&nbsp;&nbsp; Series 2019-2, Class AA, 2.70%, 11/01/33 | &nbsp;&nbsp;&nbsp; 3314 | 3035626 |
| &nbsp;&nbsp;&nbsp; Series 2020-1, 5.88%, 04/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3632 | 3714904 |
| &nbsp;&nbsp;&nbsp; Series 24-A, 5.88%, 08/15/38 | &nbsp;&nbsp;&nbsp; 1820 | 1869228 |
| &nbsp;&nbsp;&nbsp; Series AA, 5.45%, 08/15/38 | &nbsp;&nbsp;&nbsp; 4543 | 4707657 |
|  |  | 86102083 |
| **Apparel — 0.0%** | **Apparel — 0.0%** | **Apparel — 0.0%** |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/27/27 | &nbsp;&nbsp;&nbsp; 5748 | 5673286 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/27/30 | &nbsp;&nbsp;&nbsp; 7410 | 7079898 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/40 | &nbsp;&nbsp;&nbsp; 5160 | 4208233 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 | &nbsp;&nbsp;&nbsp; 3055 | 2290362 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Apparel (continued)** | **Apparel (continued)** | **Apparel (continued)** |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/27/50 | &nbsp;&nbsp;&nbsp; $6367 | $4639683 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | &nbsp;&nbsp;&nbsp; 2999 | 2424612 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/45 | &nbsp;&nbsp;&nbsp; 4983 | 4078879 |
| PVH Corp., 5.50%, 06/13/30 | &nbsp;&nbsp;&nbsp; 1115 | 1139370 |
| Ralph Lauren Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 4939 | 4697891 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/32 | &nbsp;&nbsp;&nbsp; 10 | 10281 |
| Tapestry Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2503 | 2275761 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/27 | &nbsp;&nbsp;&nbsp; 2031 | 2028665 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/11/30 | &nbsp;&nbsp;&nbsp; 1475 | 1515653 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/11/35 | &nbsp;&nbsp;&nbsp; 685 | 702530 |
|  |  | 42765104 |
| **Auto Manufacturers — 0.5%** | **Auto Manufacturers — 0.5%** | **Auto Manufacturers — 0.5%** |
| American Honda Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 01/13/31 | &nbsp;&nbsp;&nbsp; 3417 | 3015900 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/24/28 | &nbsp;&nbsp;&nbsp; 3840 | 3668520 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/12/29 | &nbsp;&nbsp;&nbsp; 3165 | 2992770 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/27 | &nbsp;&nbsp;&nbsp; 2766 | 2716193 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 2696 | 2668369 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/28 | &nbsp;&nbsp;&nbsp; 2805 | 2818554 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/05/29 | &nbsp;&nbsp;&nbsp; 3550 | 3584575 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/22/27 | &nbsp;&nbsp;&nbsp; 3385 | 3413015 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/04/30 | &nbsp;&nbsp;&nbsp; 3105 | 3121365 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/09/27 | &nbsp;&nbsp;&nbsp; 1670 | 1684732 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | &nbsp;&nbsp;&nbsp; 2240 | 2266076 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/17/30 | &nbsp;&nbsp;&nbsp; 3600 | 3646222 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/28 | &nbsp;&nbsp;&nbsp; 2720 | 2756690 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/05/30 | &nbsp;&nbsp;&nbsp; 2040 | 2084696 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/23/31 | &nbsp;&nbsp;&nbsp; 3075 | 3139598 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/12/27 | &nbsp;&nbsp;&nbsp; 3725 | 3764124 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/09/27 | &nbsp;&nbsp;&nbsp; 2055 | 2083376 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/13/29 | &nbsp;&nbsp;&nbsp; 3685 | 3773801 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/10/34 | &nbsp;&nbsp;&nbsp; 2375 | 2395455 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/10/31 | &nbsp;&nbsp;&nbsp; 3925 | 4040217 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/07/28 | &nbsp;&nbsp;&nbsp; 3375 | 3464240 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/09/32 | &nbsp;&nbsp;&nbsp; 1910 | 1968642 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/05/35 | &nbsp;&nbsp;&nbsp; 2065 | 2105639 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/28 | &nbsp;&nbsp;&nbsp; 3545 | 3702255 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/04/30 | &nbsp;&nbsp;&nbsp; 2520 | 2682934 |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 4319 | 3862203 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 | &nbsp;&nbsp;&nbsp; 5225 | 3238013 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/28 | &nbsp;&nbsp;&nbsp; 1070 | 1079244 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 3460 | 3546039 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 | &nbsp;&nbsp;&nbsp; 3621 | 3553924 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/20/29 | &nbsp;&nbsp;&nbsp; 1455 | 1498979 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/20/34 | &nbsp;&nbsp;&nbsp; 1510 | 1571042 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/35 | &nbsp;&nbsp;&nbsp; 3300 | 3443592 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/20/54 | &nbsp;&nbsp;&nbsp; 1690 | 1689546 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/12/32 | &nbsp;&nbsp;&nbsp; 11765 | 10347057 |
| &nbsp;&nbsp;&nbsp; 4.35%, 12/08/26 | &nbsp;&nbsp;&nbsp; 2100 | 2094314 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/43 | &nbsp;&nbsp;&nbsp; 9085 | 7314796 |
| &nbsp;&nbsp;&nbsp; 5.29%, 12/08/46 | &nbsp;&nbsp;&nbsp; 5940 | 5010142 |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/19/32 | &nbsp;&nbsp;&nbsp; 7725 | 7962753 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/01/28 | &nbsp;&nbsp;&nbsp; 672 | 712395 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/01/46 | &nbsp;&nbsp;&nbsp; 3545 | 3816799 |
| &nbsp;&nbsp;&nbsp; 7.45%, 07/16/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5020 | 5559019 |
| &nbsp;&nbsp;&nbsp; 9.63%, 04/22/30 | &nbsp;&nbsp;&nbsp; 1930 | 2241662 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| Ford Motor Credit Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/16/28 | &nbsp;&nbsp;&nbsp; $3650 | $3500686 |
| &nbsp;&nbsp;&nbsp; 2.90%, 02/10/29 | &nbsp;&nbsp;&nbsp; 3740 | 3498215 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/17/31 | &nbsp;&nbsp;&nbsp; 4710 | 4302289 |
| &nbsp;&nbsp;&nbsp; 3.82%, 11/02/27 | &nbsp;&nbsp;&nbsp; 3181 | 3123590 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/13/30 | &nbsp;&nbsp;&nbsp; 8050 | 7593043 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/17/27 | &nbsp;&nbsp;&nbsp; 5150 | 5097532 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/09/27 | &nbsp;&nbsp;&nbsp; 2515 | 2502467 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/28/27 | &nbsp;&nbsp;&nbsp; 5485 | 5497056 |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/03/29 | &nbsp;&nbsp;&nbsp; 10535 | 10517961 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/06/29 | &nbsp;&nbsp;&nbsp; 3090 | 3102985 |
| &nbsp;&nbsp;&nbsp; 5.73%, 09/05/30 | &nbsp;&nbsp;&nbsp; 3320 | 3378730 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/05/27 | &nbsp;&nbsp;&nbsp; 8620 | 8725106 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/29 | &nbsp;&nbsp;&nbsp; 5580 | 5690442 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/17/27 | &nbsp;&nbsp;&nbsp; 5620 | 5699276 |
| &nbsp;&nbsp;&nbsp; 5.87%, 10/31/35 | &nbsp;&nbsp;&nbsp; 200 | 199132 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/07/29 | &nbsp;&nbsp;&nbsp; 3330 | 3407971 |
| &nbsp;&nbsp;&nbsp; 5.92%, 03/20/28 | &nbsp;&nbsp;&nbsp; 3310 | 3383978 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/05/31 | &nbsp;&nbsp;&nbsp; 4850 | 4980915 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/05/31 | &nbsp;&nbsp;&nbsp; 3720 | 3810306 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/08/34 | &nbsp;&nbsp;&nbsp; 7525 | 7652741 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/07/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4670 | 4861088 |
| &nbsp;&nbsp;&nbsp; 6.53%, 03/19/32 | &nbsp;&nbsp;&nbsp; 2930 | 3071419 |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/12/28 | &nbsp;&nbsp;&nbsp; 6565 | 6840364 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/07/28 | &nbsp;&nbsp;&nbsp; 6170 | 6463388 |
| &nbsp;&nbsp;&nbsp; 7.12%, 11/07/33 | &nbsp;&nbsp;&nbsp; 5605 | 6036601 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/10/30 | &nbsp;&nbsp;&nbsp; 3750 | 4025896 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/04/27 | &nbsp;&nbsp;&nbsp; 8990 | 9382847 |
| &nbsp;&nbsp;&nbsp; 7.35%, 03/06/30 | &nbsp;&nbsp;&nbsp; 5410 | 5805847 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/27 | &nbsp;&nbsp;&nbsp; 4064 | 4067118 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 5515 | 5619099 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3573 | 3536499 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 | &nbsp;&nbsp;&nbsp; 4740 | 4601461 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/45 | &nbsp;&nbsp;&nbsp; 5782 | 5258568 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/15/28 | &nbsp;&nbsp;&nbsp; 990 | 1015027 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/29 | &nbsp;&nbsp;&nbsp; 2870 | 2976905 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3536 | 3249915 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/32 | &nbsp;&nbsp;&nbsp; 5785 | 6067812 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/30 | &nbsp;&nbsp;&nbsp; 2115 | 2208143 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/49 | &nbsp;&nbsp;&nbsp; 4300 | 4219618 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/35 | &nbsp;&nbsp;&nbsp; 1860 | 1993225 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/02/43 | &nbsp;&nbsp;&nbsp; 6785 | 6967472 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 | &nbsp;&nbsp;&nbsp; 5555 | 6074389 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 | &nbsp;&nbsp;&nbsp; 3517 | 3814020 |
| &nbsp;&nbsp;&nbsp; 6.80%, 10/01/27 | &nbsp;&nbsp;&nbsp; 5751 | 5985076 |
| General Motors Financial Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/26/27 | &nbsp;&nbsp;&nbsp; 4970 | 4859503 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/08/31 | &nbsp;&nbsp;&nbsp; 3570 | 3206416 |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/10/28 | &nbsp;&nbsp;&nbsp; 4920 | 4723117 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/28 | &nbsp;&nbsp;&nbsp; 5372 | 5120719 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/20/27 | &nbsp;&nbsp;&nbsp; 3624 | 3534452 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/10/31 | &nbsp;&nbsp;&nbsp; 5360 | 4851137 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/12/32 | &nbsp;&nbsp;&nbsp; 4472 | 4073905 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/21/30 | &nbsp;&nbsp;&nbsp; 3811 | 3668474 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/05/28 | &nbsp;&nbsp;&nbsp; 2549 | 2529881 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/27/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2635 | 2636823 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/06/29 | &nbsp;&nbsp;&nbsp; 3810 | 3804117 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/17/27 | &nbsp;&nbsp;&nbsp; 5659 | 5667848 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/06/29 | &nbsp;&nbsp;&nbsp; 3635 | 3694747 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/09/27 | &nbsp;&nbsp;&nbsp; 5555 | 5611613 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/27 | &nbsp;&nbsp;&nbsp; $2945 | $2981490 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/04/28 | &nbsp;&nbsp;&nbsp; 3350 | 3410893 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/27 | &nbsp;&nbsp;&nbsp; 1720 | 1750443 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/07/30 | &nbsp;&nbsp;&nbsp; 3095 | 3195699 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/08/27 | &nbsp;&nbsp;&nbsp; 4165 | 4233460 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6465 | 6728326 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/06/34 | &nbsp;&nbsp;&nbsp; 2895 | 2948522 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/29 | &nbsp;&nbsp;&nbsp; 4160 | 4314943 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/18/31 | &nbsp;&nbsp;&nbsp; 1965 | 2050958 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/04/32 | &nbsp;&nbsp;&nbsp; 2425 | 2529036 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/17/29 | &nbsp;&nbsp;&nbsp; 2789 | 2892978 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/08/31 | &nbsp;&nbsp;&nbsp; 3105 | 3269124 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/23/28 | &nbsp;&nbsp;&nbsp; 3415 | 3540141 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/07/29 | &nbsp;&nbsp;&nbsp; 5000 | 5215465 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/06/30 | &nbsp;&nbsp;&nbsp; 3800 | 4002787 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/07/35 | &nbsp;&nbsp;&nbsp; 4105 | 4292752 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/04/34 | &nbsp;&nbsp;&nbsp; 5600 | 5893776 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/09/28 | &nbsp;&nbsp;&nbsp; 4830 | 5003015 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/07/34 | &nbsp;&nbsp;&nbsp; 6872 | 7312439 |
| &nbsp;&nbsp;&nbsp; 6.15%, 07/15/35 | &nbsp;&nbsp;&nbsp; 2905 | 3082595 |
| &nbsp;&nbsp;&nbsp; 6.40%, 01/09/33 | &nbsp;&nbsp;&nbsp; 4148 | 4490605 |
| Honda Motor Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.53%, 03/10/27 | &nbsp;&nbsp;&nbsp; 2950 | 2896458 |
| &nbsp;&nbsp;&nbsp; 2.97%, 03/10/32 | &nbsp;&nbsp;&nbsp; 3780 | 3468333 |
| &nbsp;&nbsp;&nbsp; 4.44%, 07/08/28 | &nbsp;&nbsp;&nbsp; 4240 | 4276619 |
| &nbsp;&nbsp;&nbsp; 4.69%, 07/08/30 | &nbsp;&nbsp;&nbsp; 4645 | 4705007 |
| &nbsp;&nbsp;&nbsp; 5.34%, 07/08/35 | &nbsp;&nbsp;&nbsp; 4040 | 4152028 |
| &nbsp;&nbsp;&nbsp; Mercedes-Benz Finance North America LLC, <br> 8.50%, 01/18/31<br>| &nbsp;&nbsp;&nbsp; 6949 | 8278823 |
| PACCAR Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/04/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2145 | 2100084 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/08/28 | &nbsp;&nbsp;&nbsp; 1335 | 1342852 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/26/29 | &nbsp;&nbsp;&nbsp; 1770 | 1778059 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/23/27 | &nbsp;&nbsp;&nbsp; 1945 | 1959936 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/06/27 | &nbsp;&nbsp;&nbsp; 2910 | 2944204 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/03/28 | &nbsp;&nbsp;&nbsp; 2345 | 2384298 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/08/30 | &nbsp;&nbsp;&nbsp; 1775 | 1812361 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/10/28 | &nbsp;&nbsp;&nbsp; 1825 | 1856191 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/31/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1825 | 1865202 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/10/28 | &nbsp;&nbsp;&nbsp; 1050 | 1079789 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/27 | &nbsp;&nbsp;&nbsp; 3320 | 3378918 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/34 | &nbsp;&nbsp;&nbsp; 1535 | 1596750 |
| &nbsp;&nbsp;&nbsp; Series R, 4.00%, 11/07/28 | &nbsp;&nbsp;&nbsp; 1325 | 1331383 |
| Toyota Motor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/25/31 | &nbsp;&nbsp;&nbsp; 2505 | 2302923 |
| &nbsp;&nbsp;&nbsp; 2.76%, 07/02/29 | &nbsp;&nbsp;&nbsp; 2168 | 2080496 |
| &nbsp;&nbsp;&nbsp; 3.67%, 07/20/28 | &nbsp;&nbsp;&nbsp; 2915 | 2909163 |
| &nbsp;&nbsp;&nbsp; 4.19%, 06/30/27 | &nbsp;&nbsp;&nbsp; 2430 | 2443812 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/30/30 | &nbsp;&nbsp;&nbsp; 1075 | 1091045 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/30/35 | &nbsp;&nbsp;&nbsp; 1755 | 1814933 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/28 | &nbsp;&nbsp;&nbsp; 2648 | 2730317 |
| &nbsp;&nbsp;&nbsp; 5.12%, 07/13/33 | &nbsp;&nbsp;&nbsp; 1590 | 1664634 |
| Toyota Motor Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 08/13/27 | &nbsp;&nbsp;&nbsp; 3502 | 3348845 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/10/31 | &nbsp;&nbsp;&nbsp; 3220 | 2851922 |
| &nbsp;&nbsp;&nbsp; 1.90%, 01/13/27 | &nbsp;&nbsp;&nbsp; 4190 | 4101045 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/06/28 | &nbsp;&nbsp;&nbsp; 3819 | 3653116 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/12/31 | &nbsp;&nbsp;&nbsp; 2905 | 2558509 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/13/30 | &nbsp;&nbsp;&nbsp; 4979 | 4628989 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/13/32 | &nbsp;&nbsp;&nbsp; 1515 | 1364081 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/22/27 | &nbsp;&nbsp;&nbsp; 6750 | 6681245 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** | **Auto Manufacturers (continued)** |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/11/28 | &nbsp;&nbsp;&nbsp; $2675 | $2631289 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/11/27 | &nbsp;&nbsp;&nbsp; 4592 | 4558361 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/01/30 | &nbsp;&nbsp;&nbsp; 4739 | 4616156 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/08/29 | &nbsp;&nbsp;&nbsp; 4205 | 4165666 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/05/28 | &nbsp;&nbsp;&nbsp; 3230 | 3242538 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/08/27 | &nbsp;&nbsp;&nbsp; 5150 | 5198579 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/29/29 | &nbsp;&nbsp;&nbsp; 3710 | 3763736 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/27 | &nbsp;&nbsp;&nbsp; 4145 | 4186832 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/20/27 | &nbsp;&nbsp;&nbsp; 3955 | 4002712 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/09/29 | &nbsp;&nbsp;&nbsp; 4240 | 4322289 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/17/30 | &nbsp;&nbsp;&nbsp; 3415 | 3484597 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/08/27 | &nbsp;&nbsp;&nbsp; 2115 | 2134078 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/10/31 | &nbsp;&nbsp;&nbsp; 3625 | 3686848 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/12/28 | &nbsp;&nbsp;&nbsp; 4830 | 4902125 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/05/29 | &nbsp;&nbsp;&nbsp; 2450 | 2499231 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/03/32 | &nbsp;&nbsp;&nbsp; 3000 | 3044331 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/12/33 | &nbsp;&nbsp;&nbsp; 3295 | 3359494 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 3490 | 3584178 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/05/34 | &nbsp;&nbsp;&nbsp; 2400 | 2458408 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/09/30 | &nbsp;&nbsp;&nbsp; 2835 | 2926677 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/16/29 | &nbsp;&nbsp;&nbsp; 3215 | 3322535 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/21/31 | &nbsp;&nbsp;&nbsp; 3190 | 3325059 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/11/28 | &nbsp;&nbsp;&nbsp; 2065 | 2139356 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/09/35 | &nbsp;&nbsp;&nbsp; 3070 | 3239921 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/10/27 | &nbsp;&nbsp;&nbsp; 3635 | 3741835 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/30 | &nbsp;&nbsp;&nbsp; 4540 | 4832198 |
| &nbsp;&nbsp;&nbsp; Series B, 5.00%, 03/19/27 | &nbsp;&nbsp;&nbsp; 3700 | 3754036 |
|  |  | 689583329 |
| **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** | **Auto Parts & Equipment — 0.0%** |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 | &nbsp;&nbsp;&nbsp; 6595 | 4294874 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3805 | 3549581 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/52 | &nbsp;&nbsp;&nbsp; 4575 | 3568106 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 | &nbsp;&nbsp;&nbsp; 1772 | 1445106 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/13/29 | &nbsp;&nbsp;&nbsp; 1720 | 1752779 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/13/34 | &nbsp;&nbsp;&nbsp; 2275 | 2303535 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/49 | &nbsp;&nbsp;&nbsp; 1802 | 1669811 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/13/54 | &nbsp;&nbsp;&nbsp; 2990 | 2914085 |
| BorgWarner Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/01/27 | &nbsp;&nbsp;&nbsp; 5693 | 5573562 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 | &nbsp;&nbsp;&nbsp; 3270 | 2783737 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 2495 | 2554072 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1355 | 1402486 |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 01/15/32 | &nbsp;&nbsp;&nbsp; 2000 | 1784601 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/30/30 | &nbsp;&nbsp;&nbsp; 1980 | 1901649 |
| &nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 | &nbsp;&nbsp;&nbsp; 2180 | 1487627 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/27 | &nbsp;&nbsp;&nbsp; 2679 | 2661407 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 2615 | 2613166 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/49<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3470 | 3168295 |
| Magna International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2383 | 2205032 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/14/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2700 | 2774846 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/21/33 | &nbsp;&nbsp;&nbsp; 2390 | 2497146 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/35 | &nbsp;&nbsp;&nbsp; 585 | 621255 |
|  |  | 55526758 |
| **Banks — 5.2%** | **Banks — 5.2%** | **Banks — 5.2%** |
| &nbsp;&nbsp;&nbsp; Associated Banc-Corp, 6.46%, 08/29/30, <br> (1-day SOFR +3.03%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 495 | 515026 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; Australia & New Zealand Banking Group <br> Ltd./New York<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/30/27 | &nbsp;&nbsp;&nbsp; $3635 | $3643232 |
| &nbsp;&nbsp;&nbsp; 4.42%, 12/16/26 | &nbsp;&nbsp;&nbsp; 3600 | 3620757 |
| &nbsp;&nbsp;&nbsp; 4.62%, 12/16/29 | &nbsp;&nbsp;&nbsp; 3620 | 3712121 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/18/27 | &nbsp;&nbsp;&nbsp; 5935 | 5995383 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/16/27 | &nbsp;&nbsp;&nbsp; 3505 | 3565491 |
| &nbsp;&nbsp;&nbsp; Australia & New Zealand Banking Group <br> Ltd/New York NY, Series A, 4.36%, <br> 06/18/28<br>| &nbsp;&nbsp;&nbsp; 2590 | 2624369 |
| Banco Bilbao Vizcaya Argentaria SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/13/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3420 | 3547632 |
| &nbsp;&nbsp;&nbsp; 6.03%, 03/13/35, (1-year CMT + 0.01)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4150 | 4440871 |
| &nbsp;&nbsp;&nbsp; 6.14%, 09/14/28, (1-year CMT + 2.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3740 | 3867217 |
| &nbsp;&nbsp;&nbsp; 7.88%, 11/15/34, (1-year CMT + 3.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3180 | 3728763 |
| Banco Santander SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/03/30 | &nbsp;&nbsp;&nbsp; 5670 | 5177303 |
| &nbsp;&nbsp;&nbsp; 2.96%, 03/25/31 | &nbsp;&nbsp;&nbsp; 3990 | 3715380 |
| &nbsp;&nbsp;&nbsp; 3.23%, 11/22/32, (1-year CMT + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4860 | 4458458 |
| &nbsp;&nbsp;&nbsp; 3.31%, 06/27/29 | &nbsp;&nbsp;&nbsp; 4882 | 4749398 |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/28/30 | &nbsp;&nbsp;&nbsp; 6773 | 6536519 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/23/28 | &nbsp;&nbsp;&nbsp; 4464 | 4427657 |
| &nbsp;&nbsp;&nbsp; 4.18%, 03/24/28, (1-year CMT + 2.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5603 | 5597919 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/11/27 | &nbsp;&nbsp;&nbsp; 6783 | 6795407 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/12/28 | &nbsp;&nbsp;&nbsp; 5224 | 5245804 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/06/30 | &nbsp;&nbsp;&nbsp; 2600 | 2613006 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/35 | &nbsp;&nbsp;&nbsp; 2600 | 2622656 |
| &nbsp;&nbsp;&nbsp; 5.29%, 08/18/27 | &nbsp;&nbsp;&nbsp; 6503 | 6620408 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/15/28, (1-year CMT + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6990 | 7125510 |
| &nbsp;&nbsp;&nbsp; 5.44%, 07/15/31 | &nbsp;&nbsp;&nbsp; 5800 | 6112900 |
| &nbsp;&nbsp;&nbsp; 5.54%, 03/14/30, (1-year CMT + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3640 | 3774070 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/14/28, (1-year CMT + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2200 | 2237997 |
| &nbsp;&nbsp;&nbsp; 5.57%, 01/17/30 | &nbsp;&nbsp;&nbsp; 2610 | 2727482 |
| &nbsp;&nbsp;&nbsp; 5.59%, 08/08/28 | &nbsp;&nbsp;&nbsp; 7210 | 7481357 |
| &nbsp;&nbsp;&nbsp; 6.03%, 01/17/35 | &nbsp;&nbsp;&nbsp; 3890 | 4204697 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/14/34 | &nbsp;&nbsp;&nbsp; 5460 | 5910647 |
| &nbsp;&nbsp;&nbsp; 6.61%, 11/07/28 | &nbsp;&nbsp;&nbsp; 3630 | 3882135 |
| &nbsp;&nbsp;&nbsp; 6.92%, 08/08/33 | &nbsp;&nbsp;&nbsp; 8805 | 9826906 |
| &nbsp;&nbsp;&nbsp; 6.94%, 11/07/33 | &nbsp;&nbsp;&nbsp; 6550 | 7548549 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 07/23/31, (1-day SOFR + 1.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14075 | 12690374 |
| &nbsp;&nbsp;&nbsp; 1.92%, 10/24/31, (1-day SOFR + 1.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13356 | 11969789 |
| &nbsp;&nbsp;&nbsp; 2.09%, 06/14/29, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13055 | 12435129 |
| &nbsp;&nbsp;&nbsp; 2.30%, 07/21/32, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16895 | 15159943 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/21/36, (5-year CMT + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10565 | 9302416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.50%, 02/13/31, (3-mo. CME Term SOFR <br> + 1.25%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 17935 | 16764879 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/28, (1-day SOFR + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11680 | 11474626 |
| &nbsp;&nbsp;&nbsp; 2.57%, 10/20/32, (1-day SOFR + 1.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12915 | 11722558 |
| &nbsp;&nbsp;&nbsp; 2.59%, 04/29/31, (1-day SOFR + 2.15%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15934 | 14887126 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/19/41, (1-day SOFR + 1.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 24607 | 18512300 |
| &nbsp;&nbsp;&nbsp; 2.69%, 04/22/32, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 21694 | 19981265 |
| &nbsp;&nbsp;&nbsp; 2.83%, 10/24/51, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5819 | 3789772 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/22/30, (3-mo. CME Term SOFR <br> + 1.45%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 6348 | 6056509 |
| &nbsp;&nbsp;&nbsp; 2.97%, 02/04/33, (1-day SOFR + 1.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18915 | 17400611 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.97%, 07/21/52, (1-day SOFR + <br> 1.56%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10195 | 6854464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.19%, 07/23/30, (3-mo. CME Term SOFR <br> + 1.44%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 8754 | 8479731 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/21/27 | &nbsp;&nbsp;&nbsp; 12070 | 11940336 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 3.31%, 04/22/42, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $16010 | $12814176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.42%, 12/20/28, (3-mo. CME Term SOFR <br> +1.30%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 25532 | 25228144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.59%, 07/21/28, (3-mo. CME Term SOFR <br> +1.63%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9761 | 9684660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.71%, 04/24/28, (3-mo. CME Term SOFR <br> +1.77%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9974 | 9923647 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 01/20/28, (3-mo. CME Term SOFR <br> +1.84%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 12493 | 12455455 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/08/37, (5-year CMT + 2.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6945 | 6568342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/23/49, (3-mo. CME Term SOFR <br> + 1.45%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 6570 | 5351035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 03/05/29, (3-mo. CME Term SOFR <br> +1.33%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 11475 | 11451840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 02/07/30, (3-mo. CME Term SOFR <br> + 1.47%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10478 | 10430530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/40, (3-mo. CME Term SOFR <br> + 1.58%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 7049 | 6379767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 03/20/51, (3-mo. CME Term SOFR <br> + 3.41%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 24038 | 19818266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 04/24/38, (3-mo. CME Term SOFR <br> + 2.08%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9983 | 9440244 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.27%, 07/23/29, (3-mo. CME Term SOFR <br> +1.57%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10654 | 10711996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 03/15/50, (3-mo. CME Term SOFR <br> + 1.78%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 12301 | 10563793 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/27/28, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10116 | 10153632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 01/20/48, (3-mo. CME Term SOFR <br> + 2.25%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9846 | 8750480 |
| &nbsp;&nbsp;&nbsp; 4.57%, 04/27/33, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20000 | 20087849 |
| &nbsp;&nbsp;&nbsp; 4.62%, 05/09/29, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13345 | 13529483 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 | &nbsp;&nbsp;&nbsp; 2873 | 2770838 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/22/28, (1-day SOFR + 2.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12455 | 12630870 |
| &nbsp;&nbsp;&nbsp; 4.98%, 01/24/29, (1-day SOFR + 0.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12465 | 12703587 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/21/44 | &nbsp;&nbsp;&nbsp; 10235 | 10079259 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/22/33, (1-day SOFR + 2.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20270 | 20843439 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/24/31, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12000 | 12452074 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/25/29, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9100 | 9329999 |
| &nbsp;&nbsp;&nbsp; 5.29%, 04/25/34, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28120 | 29281668 |
| &nbsp;&nbsp;&nbsp; 5.43%, 08/15/35, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11040 | 11375653 |
| &nbsp;&nbsp;&nbsp; 5.46%, 05/09/36, (1-day SOFR + 1.64%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13365 | 14089704 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/23/35, (1-day SOFR + 1.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 22590 | 23790097 |
| &nbsp;&nbsp;&nbsp; 5.51%, 01/24/36, (1-day SOFR + 1.31%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14950 | 15760151 |
| &nbsp;&nbsp;&nbsp; 5.52%, 10/25/35, (1-day SOFR + 1.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16600 | 17152483 |
| &nbsp;&nbsp;&nbsp; 5.74%, 02/12/36, (1-day SOFR + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13330 | 14000340 |
| &nbsp;&nbsp;&nbsp; 5.82%, 09/15/29, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16185 | 16916065 |
| &nbsp;&nbsp;&nbsp; 5.87%, 09/15/34, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16410 | 17689292 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/07/42 | &nbsp;&nbsp;&nbsp; 7912 | 8541395 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/36 | &nbsp;&nbsp;&nbsp; 6418 | 7039132 |
| &nbsp;&nbsp;&nbsp; 6.11%, 01/29/37 | &nbsp;&nbsp;&nbsp; 6152 | 6693691 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/10/28, (1-day SOFR + 1.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9109 | 9470583 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 | &nbsp;&nbsp;&nbsp; 7924 | 9731773 |
| &nbsp;&nbsp;&nbsp; Series L, 4.18%, 11/25/27 | &nbsp;&nbsp;&nbsp; 8753 | 8765142 |
| &nbsp;&nbsp;&nbsp; Series L, 4.75%, 04/21/45<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3347 | 3053888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 2.65%, 03/11/32, (1-day SOFR + <br> 1.22%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 11431 | 10541102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 3.48%, 03/13/52, (1-day SOFR + <br> 1.65%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5870 | 4356976 |
| Bank of Montreal |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/08/27 | &nbsp;&nbsp;&nbsp; 6030 | 5935647 |
| &nbsp;&nbsp;&nbsp; 3.09%, 01/10/37, (5-year CMT + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4240 | 3815670 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.80%, 12/15/32, (5-year USD Swap + <br> 1.43%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $5496 | $5417030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 09/22/28, (1-day SOFR Index + <br> 0.75%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4865 | 4867545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.35%, 09/22/31, (1-day SOFR Index + <br> 1.80%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5135 | 5142922 |
| &nbsp;&nbsp;&nbsp; 4.64%, 09/10/30, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2975 | 3017702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/27/29, (1-day SOFR Index + <br> 0.67%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3600 | 3671211 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/01/28 | &nbsp;&nbsp;&nbsp; 6095 | 6251899 |
| &nbsp;&nbsp;&nbsp; 5.27%, 12/11/26 | &nbsp;&nbsp;&nbsp; 5725 | 5802662 |
| &nbsp;&nbsp;&nbsp; 5.37%, 06/04/27 | &nbsp;&nbsp;&nbsp; 3795 | 3874841 |
| &nbsp;&nbsp;&nbsp; 5.51%, 06/04/31 | &nbsp;&nbsp;&nbsp; 5790 | 6119474 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/25/28 | &nbsp;&nbsp;&nbsp; 4980 | 5200092 |
| &nbsp;&nbsp;&nbsp; Series H, 4.70%, 09/14/27 | &nbsp;&nbsp;&nbsp; 4710 | 4770976 |
| Bank of New York Mellon Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/14/28 | &nbsp;&nbsp;&nbsp; 2510 | 2377944 |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/28/31 | &nbsp;&nbsp;&nbsp; 3277 | 2906499 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/28/31 | &nbsp;&nbsp;&nbsp; 3315 | 2932248 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/26/27 | &nbsp;&nbsp;&nbsp; 4500 | 4410807 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/26/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2705 | 2469107 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/28 | &nbsp;&nbsp;&nbsp; 2699 | 2626092 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/16/27 | &nbsp;&nbsp;&nbsp; 5277 | 5235124 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/23/29 | &nbsp;&nbsp;&nbsp; 4244 | 4128781 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/29/28 | &nbsp;&nbsp;&nbsp; 4299 | 4265342 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.44%, 02/07/28, (3-mo. CME Term SOFR <br> +1.33%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5241 | 5207953 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/28/28 | &nbsp;&nbsp;&nbsp; 4995 | 5008954 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/26/29 | &nbsp;&nbsp;&nbsp; 2330 | 2331124 |
| &nbsp;&nbsp;&nbsp; 3.99%, 06/13/28, (1-day SOFR + 1.15%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3307 | 3310844 |
| &nbsp;&nbsp;&nbsp; 4.29%, 06/13/33, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3592 | 3559191 |
| &nbsp;&nbsp;&nbsp; 4.44%, 06/09/28, (1-day SOFR + 0.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2520 | 2537578 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/01/29, (1-day SOFR + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4165 | 4214059 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/26/30, (1-day SOFR + 1.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2085 | 2124340 |
| &nbsp;&nbsp;&nbsp; 4.71%, 02/01/34, (1-day SOFR + 1.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3970 | 4014012 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/20/29, (1-day SOFR + 1.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2470 | 2513123 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/21/28, (1-day SOFR + 0.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3365 | 3413980 |
| &nbsp;&nbsp;&nbsp; 4.94%, 02/11/31, (1-day SOFR + 0.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4185 | 4308293 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/26/34, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4845 | 4968377 |
| &nbsp;&nbsp;&nbsp; 4.98%, 03/14/30, (1-day SOFR + 1.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5070 | 5224083 |
| &nbsp;&nbsp;&nbsp; 5.06%, 07/22/32, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5370 | 5577416 |
| &nbsp;&nbsp;&nbsp; 5.19%, 03/14/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5010 | 5191484 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/20/35, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4075 | 4235573 |
| &nbsp;&nbsp;&nbsp; 5.32%, 06/06/36, (1-day SOFR + 1.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3580 | 3733387 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/21/39, (1-day SOFR + 1.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2490 | 2614092 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.80%, 10/25/28, (1-day SOFR Index + <br> 1.80%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5119 | 5290703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.83%, 10/25/33, (1-day SOFR Index + <br> 2.74%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 7335 | 7935369 |
| &nbsp;&nbsp;&nbsp; 6.32%, 10/25/29, (1-day SOFR + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4755 | 5055499 |
| &nbsp;&nbsp;&nbsp; 6.47%, 10/25/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5390 | 6048001 |
| &nbsp;&nbsp;&nbsp; Series J, 1.90%, 01/25/29 | &nbsp;&nbsp;&nbsp; 2723 | 2567000 |
| Bank of Nova Scotia (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/02/27 | &nbsp;&nbsp;&nbsp; 3990 | 3902541 |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/01/31 | &nbsp;&nbsp;&nbsp; 3866 | 3453227 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/02/32 | &nbsp;&nbsp;&nbsp; 4845 | 4336801 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/11/27 | &nbsp;&nbsp;&nbsp; 3720 | 3675885 |
| &nbsp;&nbsp;&nbsp; 4.04%, 09/15/28, (1-day SOFR + 0.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3645 | 3641182 |
| &nbsp;&nbsp;&nbsp; 4.34%, 09/15/31, (1-day SOFR + 1.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3035 | 3034154 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/28, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3460 | 3478711 |
| &nbsp;&nbsp;&nbsp; 4.59%, 05/04/37, (5-year CMT + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5697 | 5564625 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 4.74%, 11/10/32, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $2600 | $2638428 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/30 | &nbsp;&nbsp;&nbsp; 6360 | 6522869 |
| &nbsp;&nbsp;&nbsp; 4.93%, 02/14/29, (1-day SOFR + 0.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4770 | 4857386 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/14/31, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3890 | 4012325 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/12/28 | &nbsp;&nbsp;&nbsp; 3760 | 3877138 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/07/26 | &nbsp;&nbsp;&nbsp; 5495 | 5570043 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/04/27 | &nbsp;&nbsp;&nbsp; 4430 | 4526774 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/29 | &nbsp;&nbsp;&nbsp; 3850 | 4022614 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 4090 | 4374885 |
| BankUnited Inc., 5.13%, 06/11/30 | &nbsp;&nbsp;&nbsp; 1359 | 1363621 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/24/31, (1-year CMT + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3949 | 3655818 |
| &nbsp;&nbsp;&nbsp; 2.67%, 03/10/32, (1-year CMT + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4245 | 3874275 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/24/32, (1-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6213 | 5650803 |
| &nbsp;&nbsp;&nbsp; 3.33%, 11/24/42, (1-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6300 | 4914554 |
| &nbsp;&nbsp;&nbsp; 3.56%, 09/23/35, (5-year CMT + 2.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5005 | 4729091 |
| &nbsp;&nbsp;&nbsp; 3.81%, 03/10/42, (1-year CMT + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4058 | 3266803 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/10/28 | &nbsp;&nbsp;&nbsp; 7395 | 7409324 |
| &nbsp;&nbsp;&nbsp; 4.48%, 11/11/29, (1-day SOFR + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5790 | 5824053 |
| &nbsp;&nbsp;&nbsp; 4.84%, 05/09/28 | &nbsp;&nbsp;&nbsp; 9648 | 9705973 |
| &nbsp;&nbsp;&nbsp; 4.84%, 09/10/28, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1900 | 1921066 |
| &nbsp;&nbsp;&nbsp; 4.94%, 09/10/30, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6040 | 6159872 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/10/47 | &nbsp;&nbsp;&nbsp; 7735 | 7189104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/16/29, (3-mo. SOFR US + <br> 2.16%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 8340 | 8482794 |
| &nbsp;&nbsp;&nbsp; 5.09%, 02/25/29, (1-day SOFR + 0.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7350 | 7491182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 06/20/30, (3-mo. SOFR US + <br> 3.31%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 6793 | 6911933 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/17/45 | &nbsp;&nbsp;&nbsp; 7688 | 7458228 |
| &nbsp;&nbsp;&nbsp; 5.34%, 09/10/35, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9115 | 9318499 |
| &nbsp;&nbsp;&nbsp; 5.37%, 02/25/31, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10485 | 10853353 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/09/28, (1-year CMT + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8960 | 9142589 |
| &nbsp;&nbsp;&nbsp; 5.67%, 03/12/28, (1-day SOFR + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4730 | 4816223 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/12/30, (1-day SOFR + 1.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6965 | 7252779 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/09/33, (1-year CMT + 3.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4395 | 4640974 |
| &nbsp;&nbsp;&nbsp; 5.79%, 02/25/36, (1-day SOFR + 1.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9200 | 9717782 |
| &nbsp;&nbsp;&nbsp; 5.86%, 08/11/46, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5500 | 5698774 |
| &nbsp;&nbsp;&nbsp; 6.04%, 03/12/55, (1-day SOFR + 2.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1150 | 1223799 |
| &nbsp;&nbsp;&nbsp; 6.22%, 05/09/34, (1-day SOFR + 2.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8165 | 8836768 |
| &nbsp;&nbsp;&nbsp; 6.49%, 09/13/29, (1-day SOFR + 2.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3335 | 3527370 |
| &nbsp;&nbsp;&nbsp; 6.69%, 09/13/34, (1-day SOFR + 2.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6260 | 6960869 |
| &nbsp;&nbsp;&nbsp; 7.12%, 06/27/34, (1-day SOFR + 3.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6835 | 7679624 |
| &nbsp;&nbsp;&nbsp; 7.39%, 11/02/28, (1-year CMT + 3.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5646 | 5973413 |
| &nbsp;&nbsp;&nbsp; 7.44%, 11/02/33, (1-year CMT + 3.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8805 | 10142454 |
| Blackstone Reg Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/03/30 | &nbsp;&nbsp;&nbsp; 1975 | 1977039 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/36 | &nbsp;&nbsp;&nbsp; 1355 | 1350039 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/06/34 | &nbsp;&nbsp;&nbsp; 2035 | 2050799 |
| BPCE SA, 3.38%, 12/02/26 | &nbsp;&nbsp;&nbsp; 2433 | 2418280 |
| Canadian Imperial Bank of Commerce |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/07/27 | &nbsp;&nbsp;&nbsp; 4585 | 4557937 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/07/32 | &nbsp;&nbsp;&nbsp; 4385 | 4189930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 09/08/28, (1-day SOFR Index + <br> 0.60%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3170 | 3177990 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 09/08/31, (1-day SOFR Index + <br> 1.17%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5035 | 5081353 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/30, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3195 | 3244905 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/13/28, (1-day SOFR + 0.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3085 | 3110487 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/30/29, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4555 | 4626773 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/28/28 | &nbsp;&nbsp;&nbsp; 5575 | 5703413 |
| &nbsp;&nbsp;&nbsp; 5.24%, 06/28/27 | &nbsp;&nbsp;&nbsp; 3685 | 3758618 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/13/31, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $3585 | $3715125 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/08/29 | &nbsp;&nbsp;&nbsp; 4830 | 5009734 |
| &nbsp;&nbsp;&nbsp; 5.99%, 10/03/28 | &nbsp;&nbsp;&nbsp; 3755 | 3950887 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/03/33 | &nbsp;&nbsp;&nbsp; 4740 | 5182127 |
| Capital One NA |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/06/30 | &nbsp;&nbsp;&nbsp; 3228 | 3041614 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/13/28 | &nbsp;&nbsp;&nbsp; 4377 | 4444305 |
| Citibank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.58%, 05/29/27 | &nbsp;&nbsp;&nbsp; 11860 | 11974608 |
| &nbsp;&nbsp;&nbsp; 4.84%, 08/06/29 | &nbsp;&nbsp;&nbsp; 8950 | 9182349 |
| &nbsp;&nbsp;&nbsp; 4.91%, 05/29/30 | &nbsp;&nbsp;&nbsp; 8575 | 8844141 |
| &nbsp;&nbsp;&nbsp; 5.49%, 12/04/26 | &nbsp;&nbsp;&nbsp; 9050 | 9175401 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/30/34 | &nbsp;&nbsp;&nbsp; 6340 | 6753245 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/29/28 | &nbsp;&nbsp;&nbsp; 7220 | 7574508 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.52%, 11/03/32, (1-day SOFR + 1.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10710 | 9615572 |
| &nbsp;&nbsp;&nbsp; 2.56%, 05/01/32, (1-day SOFR + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 17630 | 16057307 |
| &nbsp;&nbsp;&nbsp; 2.57%, 06/03/31, (1-day SOFR + 2.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 19010 | 17651405 |
| &nbsp;&nbsp;&nbsp; 2.67%, 01/29/31, (1-day SOFR + 1.15%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11532 | 10804078 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/42, (1-day SOFR + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6955 | 5176631 |
| &nbsp;&nbsp;&nbsp; 2.98%, 11/05/30, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9587 | 9149290 |
| &nbsp;&nbsp;&nbsp; 3.06%, 01/25/33, (1-day SOFR + 1.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15610 | 14362079 |
| &nbsp;&nbsp;&nbsp; 3.07%, 02/24/28, (1-day SOFR + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11170 | 11028339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.52%, 10/27/28, (3-mo. CME Term SOFR <br> +1.41%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 11543 | 11418522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.67%, 07/24/28, (3-mo. CME Term SOFR <br> +1.65%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9980 | 9912596 |
| &nbsp;&nbsp;&nbsp; 3.79%, 03/17/33, (1-day SOFR + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12990 | 12431747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/24/39, (3-mo. CME Term SOFR <br> + 1.43%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6006 | 5355367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.89%, 01/10/28, (3-mo. CME Term SOFR <br> +1.83%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 12222 | 12189868 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.98%, 03/20/30, (3-mo. CME Term SOFR <br> + 1.60%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9419 | 9350193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/29, (3-mo. CME Term SOFR <br> +1.45%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9706 | 9698878 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/25/28 | &nbsp;&nbsp;&nbsp; 9279 | 9281036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 04/24/48, (3-mo. CME Term SOFR <br> + 2.10%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 6399 | 5457977 |
| &nbsp;&nbsp;&nbsp; 4.41%, 03/31/31, (1-day SOFR + 3.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15839 | 15869301 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/29/27 | &nbsp;&nbsp;&nbsp; 15752 | 15827912 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/11/31, (1-day SOFR + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14495 | 14585570 |
| &nbsp;&nbsp;&nbsp; 4.54%, 09/19/30, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12970 | 13098534 |
| &nbsp;&nbsp;&nbsp; 4.64%, 05/07/28, (1-day SOFR + 1.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10455 | 10532616 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/45 | &nbsp;&nbsp;&nbsp; 6425 | 5859164 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 | &nbsp;&nbsp;&nbsp; 10818 | 9726755 |
| &nbsp;&nbsp;&nbsp; 4.66%, 05/24/28, (1-day SOFR + 1.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5270 | 5313015 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/18/46 | &nbsp;&nbsp;&nbsp; 9728 | 8675221 |
| &nbsp;&nbsp;&nbsp; 4.79%, 03/04/29, (1-day SOFR + 0.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7995 | 8109167 |
| &nbsp;&nbsp;&nbsp; 4.91%, 05/24/33, (1-day SOFR + 2.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5980 | 6090031 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/07/31, (1-day SOFR + 1.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9365 | 9600127 |
| &nbsp;&nbsp;&nbsp; 5.17%, 02/13/30, (1-day SOFR + 1.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9025 | 9286575 |
| &nbsp;&nbsp;&nbsp; 5.17%, 09/11/36, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6285 | 6416063 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/06/44 | &nbsp;&nbsp;&nbsp; 5295 | 5157178 |
| &nbsp;&nbsp;&nbsp; 5.32%, 03/26/41, (1-day SOFR + 4.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7162 | 7256550 |
| &nbsp;&nbsp;&nbsp; 5.33%, 03/27/36, (1-day SOFR + 1.47%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15620 | 16129074 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/19/39, (5-year CMT + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2960 | 2990539 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/11/35, (1-day SOFR + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12010 | 12532562 |
| &nbsp;&nbsp;&nbsp; 5.59%, 11/19/34, (5-year CMT + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1720 | 1770629 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/04/56, (1-day SOFR + 1.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6849 | 6976162 |
| &nbsp;&nbsp;&nbsp; 5.83%, 02/13/35, (1-day SOFR + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9245 | 9660907 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/22/33 | &nbsp;&nbsp;&nbsp; $2912 | $3122561 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/42 | &nbsp;&nbsp;&nbsp; 6004 | 6380810 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/31/33 | &nbsp;&nbsp;&nbsp; 8080 | 8740326 |
| &nbsp;&nbsp;&nbsp; 6.02%, 01/24/36, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7340 | 7738980 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/25/36 | &nbsp;&nbsp;&nbsp; 3968 | 4256411 |
| &nbsp;&nbsp;&nbsp; 6.17%, 05/25/34, (1-day SOFR + 2.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9040 | 9665848 |
| &nbsp;&nbsp;&nbsp; 6.27%, 11/17/33, (1-day SOFR + 2.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12890 | 14123794 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/28 | &nbsp;&nbsp;&nbsp; 5297 | 5596308 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/32 | &nbsp;&nbsp;&nbsp; 6105 | 6795015 |
| &nbsp;&nbsp;&nbsp; 6.68%, 09/13/43 | &nbsp;&nbsp;&nbsp; 5644 | 6374379 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/15/39 | &nbsp;&nbsp;&nbsp; 9633 | 12461407 |
| &nbsp;&nbsp;&nbsp; Citizens Bank NA, 4.58%, 08/09/28, (1-day <br> SOFR + 2.00%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3518 | 3541235 |
| Citizens Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/06/30 | &nbsp;&nbsp;&nbsp; 1601 | 1481069 |
| &nbsp;&nbsp;&nbsp; 2.64%, 09/30/32 | &nbsp;&nbsp;&nbsp; 2692 | 2320773 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/30/30 | &nbsp;&nbsp;&nbsp; 4463 | 4253223 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/05/31, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3000 | 3076375 |
| &nbsp;&nbsp;&nbsp; 5.64%, 05/21/37, (5-year CMT + 2.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1780 | 1811729 |
| &nbsp;&nbsp;&nbsp; 5.72%, 07/23/32, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5795 | 6082238 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/23/30, (1-day SOFR + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 960 | 1000171 |
| &nbsp;&nbsp;&nbsp; 6.65%, 04/25/35, (1-day SOFR + 2.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3105 | 3419405 |
| &nbsp;&nbsp;&nbsp; Comerica Bank, 5.33%, 08/25/33, (1-day <br> SOFR + 2.61%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1895 | 1914097 |
| Comerica Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3731 | 3694601 |
| &nbsp;&nbsp;&nbsp; 5.98%, 01/30/30, (1-day SOFR + 2.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3880 | 4043681 |
| &nbsp;&nbsp;&nbsp; Commonwealth Bank of Australia, 4.15%, <br> 10/01/30<br>| &nbsp;&nbsp;&nbsp; 2605 | 2621067 |
| &nbsp;&nbsp;&nbsp; Commonwealth Bank of Australia/New York, <br> 4.42%, 03/14/28<br>| &nbsp;&nbsp;&nbsp; 3610 | 3658474 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/24/41 | &nbsp;&nbsp;&nbsp; 7521 | 7623839 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/04/45 | &nbsp;&nbsp;&nbsp; 5565 | 5338692 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/43 | &nbsp;&nbsp;&nbsp; 5800 | 5941391 |
| Cooperatieve Rabobank UA/NY |  |  |
| &nbsp;&nbsp;&nbsp; 3.96%, 10/17/28 | &nbsp;&nbsp;&nbsp; 2620 | 2627132 |
| &nbsp;&nbsp;&nbsp; 4.37%, 05/27/27 | &nbsp;&nbsp;&nbsp; 2730 | 2752965 |
| &nbsp;&nbsp;&nbsp; 4.49%, 10/17/29 | &nbsp;&nbsp;&nbsp; 4050 | 4137346 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/09/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1540 | 1579883 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/21/28 | &nbsp;&nbsp;&nbsp; 2620 | 2680766 |
| &nbsp;&nbsp;&nbsp; 5.04%, 03/05/27 | &nbsp;&nbsp;&nbsp; 3490 | 3542149 |
| Deutsche Bank AG/New York NY |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/07/28, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5755 | 5646037 |
| &nbsp;&nbsp;&nbsp; 3.04%, 05/28/32, (1-day SOFR + 1.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3124 | 2876357 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/18/31, (1-day SOFR + 3.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7827 | 7457984 |
| &nbsp;&nbsp;&nbsp; 3.73%, 01/14/32, (1-day SOFR + 2.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6225 | 5900366 |
| &nbsp;&nbsp;&nbsp; 3.74%, 01/07/33, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5875 | 5483009 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 12/01/32, (5-year USD ICE Swap + <br> 2.55%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4025 | 4030601 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/04/31, (1-day SOFR + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4560 | 4625422 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/11/30, (1-day SOFR + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5100 | 5188206 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/09/31, (1-day SOFR + 1.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4090 | 4201984 |
| &nbsp;&nbsp;&nbsp; 5.37%, 09/09/27 | &nbsp;&nbsp;&nbsp; 3739 | 3827854 |
| &nbsp;&nbsp;&nbsp; 5.37%, 01/10/29, (1-day SOFR + 1.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3370 | 3440453 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.40%, 09/11/35, (1-day SOFR + <br> 2.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5675 | 5811854 |
| &nbsp;&nbsp;&nbsp; 5.41%, 05/10/29 | &nbsp;&nbsp;&nbsp; 4075 | 4242489 |
| &nbsp;&nbsp;&nbsp; 5.71%, 02/08/28, (1-day SOFR + 1.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2945 | 2992763 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/08/31, (1-day SOFR + 5.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 910 | 945813 |
| &nbsp;&nbsp;&nbsp; 6.72%, 01/18/29, (1-day SOFR + 3.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5635 | 5905595 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/20/29, (1-day SOFR + 2.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $6640 | $7093901 |
| &nbsp;&nbsp;&nbsp; 7.08%, 02/10/34, (1-day SOFR + 3.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6350 | 6979332 |
| Fifth Third Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/05/27 | &nbsp;&nbsp;&nbsp; 4294 | 4204649 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/14/28 | &nbsp;&nbsp;&nbsp; 4675 | 4663773 |
| &nbsp;&nbsp;&nbsp; 4.06%, 04/25/28, (1-day SOFR + 1.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1938 | 1933753 |
| &nbsp;&nbsp;&nbsp; 4.34%, 04/25/33, (1-day SOFR + 1.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2481 | 2429314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.77%, 07/28/30, (1-day SOFR Index + <br> 2.13%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5385 | 5456844 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/06/30, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3710 | 3773634 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/29/32, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5690 | 5979840 |
| &nbsp;&nbsp;&nbsp; 6.34%, 07/27/29, (1-day SOFR + 2.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2600 | 2739786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.36%, 10/27/28, (1-day SOFR Index + <br> 2.19%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5155 | 5366987 |
| &nbsp;&nbsp;&nbsp; 8.25%, 03/01/38 | &nbsp;&nbsp;&nbsp; 5257 | 6511310 |
| Fifth Third Bank NA |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/27 | &nbsp;&nbsp;&nbsp; 3411 | 3344563 |
| &nbsp;&nbsp;&nbsp; 4.97%, 01/28/28, (1-day SOFR + 0.81%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2935 | 2962516 |
| &nbsp;&nbsp;&nbsp; First Citizens BancShares Inc., 5.60%, <br> 09/05/35, (5-year CMT + 1.85%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 9983 |
| First Citizens BancShares Inc./NC |  |  |
| &nbsp;&nbsp;&nbsp; 5.23%, 03/12/31, (1-day SOFR + 1.41%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 253633 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/12/40, (5-year CMT + 1.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 209041 |
| First Horizon Bank, 5.75%, 05/01/30 | &nbsp;&nbsp;&nbsp; 1636 | 1695909 |
| &nbsp;&nbsp;&nbsp; First-Citizens Bank & Trust Co., 6.13%, <br> 03/09/28<br>| &nbsp;&nbsp;&nbsp; 1940 | 2010476 |
| &nbsp;&nbsp;&nbsp; FNB Corp./PA, 5.72%, 12/11/30, (1-day SOFR <br> Index + 1.93%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 655 | 669395 |
| Goldman Sachs Capital I, 6.35%, 02/15/34 | &nbsp;&nbsp;&nbsp; 6323 | 6747641 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.99%, 01/27/32, (1-day SOFR + 1.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16555 | 14745818 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/21/32, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13667 | 12286068 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/07/30 | &nbsp;&nbsp;&nbsp; 11791 | 11082382 |
| &nbsp;&nbsp;&nbsp; 2.62%, 04/22/32, (1-day SOFR + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15920 | 14565832 |
| &nbsp;&nbsp;&nbsp; 2.64%, 02/24/28, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14100 | 13847195 |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/21/32, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13965 | 12645096 |
| &nbsp;&nbsp;&nbsp; 2.91%, 07/21/42, (1-day SOFR + 1.47%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7045 | 5249623 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/24/33, (1-day SOFR + 1.41%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 22015 | 20370745 |
| &nbsp;&nbsp;&nbsp; 3.21%, 04/22/42, (1-day SOFR + 1.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10303 | 8028998 |
| &nbsp;&nbsp;&nbsp; 3.44%, 02/24/43, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10210 | 8081837 |
| &nbsp;&nbsp;&nbsp; 3.62%, 03/15/28, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16638 | 16531572 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.69%, 06/05/28, (3-mo. CME Term SOFR <br> +1.77%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 11622 | 11546638 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 9467 | 9339643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.81%, 04/23/29, (3-mo. CME Term SOFR <br> +1.42%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 11659 | 11578370 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/26/27 | &nbsp;&nbsp;&nbsp; 10484 | 10465429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 10/31/38, (3-mo. CME Term SOFR <br> + 1.64%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 13356 | 12131885 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/21/29, (1-day SOFR + 0.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10925 | 10933479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.22%, 05/01/29, (3-mo. CME Term SOFR <br> +1.56%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 15256 | 15286303 |
| &nbsp;&nbsp;&nbsp; 4.37%, 10/21/31, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11055 | 11067878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 04/23/39, (3-mo. CME Term SOFR <br> + 1.69%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 8153 | 7653448 |
| &nbsp;&nbsp;&nbsp; 4.48%, 08/23/28, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11485 | 11559855 |
| &nbsp;&nbsp;&nbsp; 4.69%, 10/23/30, (1-day SOFR + 1.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7835 | 7962532 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 | &nbsp;&nbsp;&nbsp; 9774 | 8983493 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 | &nbsp;&nbsp;&nbsp; 8134 | 7647308 |
| &nbsp;&nbsp;&nbsp; 4.94%, 04/23/28, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4145 | 4191466 |
| &nbsp;&nbsp;&nbsp; 4.94%, 10/21/36, (1-day SOFR + 1.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11515 | 11564719 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.02%, 10/23/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $15855 | $16098315 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/23/30, (1-day SOFR + 1.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18950 | 19466167 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/45 | &nbsp;&nbsp;&nbsp; 9742 | 9275678 |
| &nbsp;&nbsp;&nbsp; 5.21%, 01/28/31, (1-day SOFR + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7365 | 7631587 |
| &nbsp;&nbsp;&nbsp; 5.22%, 04/23/31, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11060 | 11460866 |
| &nbsp;&nbsp;&nbsp; 5.33%, 07/23/35, (1-day SOFR + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13570 | 14086626 |
| &nbsp;&nbsp;&nbsp; 5.54%, 01/28/36, (1-day SOFR + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15670 | 16433521 |
| &nbsp;&nbsp;&nbsp; 5.56%, 11/19/45, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4980 | 5077632 |
| &nbsp;&nbsp;&nbsp; 5.73%, 04/25/30, (1-day SOFR + 0.27%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14326 | 15005652 |
| &nbsp;&nbsp;&nbsp; 5.73%, 01/28/56, (1-day SOFR + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15480 | 16096296 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/25/35, (1-day SOFR + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13590 | 14592368 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/15/27 | &nbsp;&nbsp;&nbsp; 4563 | 4659554 |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/15/33 | &nbsp;&nbsp;&nbsp; 9168 | 10103422 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 | &nbsp;&nbsp;&nbsp; 12221 | 13494657 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/01/36 | &nbsp;&nbsp;&nbsp; 4389 | 4841008 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/24/29, (1-day SOFR + 1.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12680 | 13478358 |
| &nbsp;&nbsp;&nbsp; 6.56%, 10/24/34, (1-day SOFR + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4015 | 4515557 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/37 | &nbsp;&nbsp;&nbsp; 23651 | 26625196 |
| HSBC Bank USA N.A |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/35 | &nbsp;&nbsp;&nbsp; 1915 | 2017263 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/01/34 | &nbsp;&nbsp;&nbsp; 2545 | 2717343 |
| HSBC Bank USA NA, 7.00%, 01/15/39 | &nbsp;&nbsp;&nbsp; 4605 | 5439348 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.01%, 09/22/28, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5490 | 5284453 |
| &nbsp;&nbsp;&nbsp; 2.21%, 08/17/29, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6670 | 6334918 |
| &nbsp;&nbsp;&nbsp; 2.36%, 08/18/31, (1-day SOFR + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6838 | 6241978 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/24/32, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13845 | 12684073 |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/04/31, (1-day SOFR + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7308 | 6845545 |
| &nbsp;&nbsp;&nbsp; 2.87%, 11/22/32, (1-day SOFR + 1.41%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8400 | 7646018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.97%, 05/22/30, (3-mo. CME Term SOFR <br> + 1.87%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 13955 | 13811897 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.04%, 03/13/28, (3-mo. CME Term SOFR <br> +1.81%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 13741 | 13719521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.58%, 06/19/29, (3-mo. CME Term SOFR <br> +1.80%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 14217 | 14349221 |
| &nbsp;&nbsp;&nbsp; 4.76%, 06/09/28, (1-day SOFR + 2.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11735 | 11832038 |
| &nbsp;&nbsp;&nbsp; 4.76%, 03/29/33, (1-day SOFR + 2.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7800 | 7779566 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/29, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7680 | 7794311 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/31/30 | &nbsp;&nbsp;&nbsp; 11540 | 11876336 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/19/28, (1-day SOFR + 1.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6180 | 6292137 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/03/31, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6475 | 6654041 |
| &nbsp;&nbsp;&nbsp; 5.21%, 08/11/28, (1-day SOFR + 2.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4870 | 4948844 |
| &nbsp;&nbsp;&nbsp; 5.24%, 05/13/31, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9805 | 10131032 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/44 | &nbsp;&nbsp;&nbsp; 7009 | 6898463 |
| &nbsp;&nbsp;&nbsp; 5.29%, 11/19/30, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8450 | 8740775 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/11/33, (1-day SOFR + 2.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10935 | 11401288 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/03/36, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9700 | 10076443 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/04/30, (1-day SOFR + 1.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7190 | 7463317 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/17/28, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7330 | 7473207 |
| &nbsp;&nbsp;&nbsp; 5.72%, 03/04/35, (1-day SOFR + 1.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6640 | 7045372 |
| &nbsp;&nbsp;&nbsp; 5.73%, 05/17/32, (1-day SOFR + 1.52%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7205 | 7615805 |
| &nbsp;&nbsp;&nbsp; 5.79%, 05/13/36, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9040 | 9601605 |
| &nbsp;&nbsp;&nbsp; 5.87%, 11/18/35, (1-day SOFR + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7640 | 8011586 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/14/42 | &nbsp;&nbsp;&nbsp; 4667 | 5104260 |
| &nbsp;&nbsp;&nbsp; 6.16%, 03/09/29, (1-day SOFR + 1.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9240 | 9627434 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/09/34, (1-day SOFR + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10200 | 11158821 |
| &nbsp;&nbsp;&nbsp; 6.33%, 03/09/44, (1-day SOFR + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12095 | 13348642 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/02/36 | &nbsp;&nbsp;&nbsp; 6257 | 6790625 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/37 | &nbsp;&nbsp;&nbsp; 11422 | 12507894 |
| &nbsp;&nbsp;&nbsp; 6.55%, 06/20/34, (1-day SOFR + 2.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5820 | 6326320 |
| &nbsp;&nbsp;&nbsp; 6.80%, 06/01/38 | &nbsp;&nbsp;&nbsp; 5480 | 6157510 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 7.39%, 11/03/28, (1-day SOFR + 3.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $10030 | $10615228 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/13/34, (1-day SOFR + 3.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7520 | 8609855 |
| &nbsp;&nbsp;&nbsp; 8.11%, 11/03/33, (1-day SOFR + 4.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9380 | 11046495 |
| HSBC Holdings PLC, |  |  |
| &nbsp;&nbsp;&nbsp; 4.62%, 11/06/31, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6200 | 6245303 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/36, (1-day SOFR + 1.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6200 | 6256539 |
| &nbsp;&nbsp;&nbsp; 5.74%, 09/10/36, (1-day SOFR + 1.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3400 | 3509799 |
| HSBC USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/03/28 | &nbsp;&nbsp;&nbsp; 3805 | 3866598 |
| &nbsp;&nbsp;&nbsp; 5.29%, 03/04/27 | &nbsp;&nbsp;&nbsp; 3065 | 3114111 |
| Huntington Bancshares Inc./Ohio |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 08/15/36, (5-year CMT + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3300 | 2856986 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/04/30 | &nbsp;&nbsp;&nbsp; 4022 | 3745829 |
| &nbsp;&nbsp;&nbsp; 4.44%, 08/04/28, (1-day SOFR + 1.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3470 | 3486492 |
| &nbsp;&nbsp;&nbsp; 5.02%, 05/17/33, (1-day SOFR + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2284 | 2309216 |
| &nbsp;&nbsp;&nbsp; 5.27%, 01/15/31, (1-day SOFR + 1.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2740 | 2829219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.71%, 02/02/35, (1-day SOFR Index + <br> 1.87%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5830 | 6131555 |
| &nbsp;&nbsp;&nbsp; 6.14%, 11/18/39, (5-year CMT + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2960 | 3080395 |
| &nbsp;&nbsp;&nbsp; 6.21%, 08/21/29, (1-day SOFR + 2.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4390 | 4611287 |
| Huntington National Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 05/17/28, (1-day SOFR Index + <br> 1.65%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3930 | 3952227 |
| &nbsp;&nbsp;&nbsp; 4.87%, 04/12/28, (1-day SOFR + 0.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3810 | 3835655 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/10/30 | &nbsp;&nbsp;&nbsp; 5130 | 5385160 |
| &nbsp;&nbsp;&nbsp; Industrial & Commercial Bank of China <br> Ltd./New York, 3.54%, 11/08/27<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2430 | 2412168 |
| ING Groep NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.73%, 04/01/32, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4593 | 4241861 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/29/27 | &nbsp;&nbsp;&nbsp; 7645 | 7634821 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/28/28, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6503 | 6493871 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/09/29 | &nbsp;&nbsp;&nbsp; 6630 | 6616739 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/28/33, (1-day SOFR + 2.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4055 | 3995385 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/02/28 | &nbsp;&nbsp;&nbsp; 5616 | 5692132 |
| &nbsp;&nbsp;&nbsp; 4.86%, 03/25/29, (1-day SOFR + 1.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3510 | 3563522 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 03/25/31, (1-day SOFR Index + <br> 1.23%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4410 | 4532567 |
| &nbsp;&nbsp;&nbsp; 5.34%, 03/19/30, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5925 | 6137379 |
| &nbsp;&nbsp;&nbsp; 5.53%, 03/25/36, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2865 | 2998655 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/19/35, (1-day SOFR + 1.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7165 | 7499402 |
| &nbsp;&nbsp;&nbsp; 6.11%, 09/11/34, (1-day SOFR + 2.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6050 | 6578750 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.76%, 11/19/31, (3-mo. CME Term SOFR + <br> 1.11%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 7675 | 6834340 |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/04/32, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13955 | 12444051 |
| &nbsp;&nbsp;&nbsp; 2.07%, 06/01/29, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10496 | 10008460 |
| &nbsp;&nbsp;&nbsp; 2.18%, 06/01/28, (1-day SOFR + 1.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9075 | 8835155 |
| &nbsp;&nbsp;&nbsp; 2.52%, 04/22/31, (1-day SOFR + 2.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13916 | 12994756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 11/19/41, (3-mo. CME Term SOFR + <br> 1.51%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 11275 | 8234569 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/08/32, (1-day SOFR + 1.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15280 | 13823134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.58%, 04/22/32, (3-mo. CME Term SOFR <br> + 1.25%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 13054 | 11991504 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.74%, 10/15/30, (3-mo. CME Term SOFR <br> + 1.51%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 20501 | 19482506 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/24/28, (1-day SOFR + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7579 | 7477030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.96%, 05/13/31, (3-mo. CME Term SOFR <br> +2.52%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9811 | 9260902 |
| &nbsp;&nbsp;&nbsp; 2.96%, 01/25/33, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15770 | 14543643 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/22/41, (3-mo. CME Term SOFR + <br> 2.46%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 8968 | 7146064 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 3.11%, 04/22/51, (1-day SOFR + 2.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $12370 | $8596510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 04/22/42, (3-mo. CME Term SOFR <br> + 1.46%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9039 | 7106351 |
| &nbsp;&nbsp;&nbsp; 3.33%, 04/22/52, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14950 | 10823579 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.51%, 01/23/29, (3-mo. CME Term SOFR <br> +1.21%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 8593 | 8501587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.54%, 05/01/28, (3-mo. CME Term SOFR <br> +1.64%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 11070 | 10993779 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | &nbsp;&nbsp;&nbsp; 7541 | 7494306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.70%, 05/06/30, (3-mo. CME Term SOFR <br> + 1.42%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 15876 | 15659234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.78%, 02/01/28, (3-mo. CME Term SOFR <br> +1.60%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9271 | 9242247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/24/38, (3-mo. CME Term SOFR <br> + 1.62%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 12391 | 11275584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/23/49, (3-mo. CME Term SOFR <br> + 1.48%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9878 | 8031119 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 11/15/48, (3-mo. CME Term SOFR + <br> 1.64%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 18925 | 15566134 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.01%, 04/23/29, (3-mo. CME Term SOFR <br> +1.38%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9804 | 9793600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 07/24/48, (3-mo. CME Term SOFR <br> + 1.72%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 8661 | 7229428 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/26 | &nbsp;&nbsp;&nbsp; 7041 | 7049494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.20%, 07/23/29, (3-mo. CME Term SOFR <br> +1.52%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 12147 | 12184513 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/27 | &nbsp;&nbsp;&nbsp; 7273 | 7324238 |
| &nbsp;&nbsp;&nbsp; 4.26%, 10/22/31, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8000 | 8010559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 02/22/48, (3-mo. CME Term SOFR <br> + 1.84%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 12169 | 10532554 |
| &nbsp;&nbsp;&nbsp; 4.32%, 04/26/28, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15413 | 15477001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 12/05/29, (3-mo. CME Term SOFR <br> + 1.59%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 11016 | 11137090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.49%, 03/24/31, (3-mo. CME Term SOFR <br> + 3.79%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 13600 | 13777772 |
| &nbsp;&nbsp;&nbsp; 4.51%, 10/22/28, (1-day SOFR + 0.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6545 | 6604952 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/14/30, (1-day SOFR + 1.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7426 | 7526778 |
| &nbsp;&nbsp;&nbsp; 4.59%, 04/26/33, (1-day SOFR + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5840 | 5891868 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/22/30, (1-day SOFR + 1.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11485 | 11672976 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/22/36, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10985 | 11049499 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/25/28, (1-day SOFR + 1.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12040 | 12197211 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/44 | &nbsp;&nbsp;&nbsp; 6601 | 6347472 |
| &nbsp;&nbsp;&nbsp; 4.91%, 07/25/33, (1-day SOFR + 2.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15020 | 15426847 |
| &nbsp;&nbsp;&nbsp; 4.92%, 01/24/29, (1-day SOFR + 0.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10475 | 10671093 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/22/35, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9850 | 10037007 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 | &nbsp;&nbsp;&nbsp; 8491 | 8147382 |
| &nbsp;&nbsp;&nbsp; 4.98%, 07/22/28, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9845 | 9991795 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/22/30, (1-day SOFR + 1.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10325 | 10621467 |
| &nbsp;&nbsp;&nbsp; 5.01%, 01/23/30, (1-day SOFR + 1.31%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11315 | 11620068 |
| &nbsp;&nbsp;&nbsp; 5.04%, 01/23/28, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9895 | 9999490 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/22/31, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10255 | 10631134 |
| &nbsp;&nbsp;&nbsp; 5.14%, 01/24/31, (1-day SOFR + 1.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14945 | 15505477 |
| &nbsp;&nbsp;&nbsp; 5.29%, 07/22/35, (1-day SOFR + 1.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10600 | 11054352 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/24/29, (1-day SOFR + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14700 | 15151462 |
| &nbsp;&nbsp;&nbsp; 5.34%, 01/23/35, (1-day SOFR + 1.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8835 | 9246038 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 17570 | 18442198 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/06/42 | &nbsp;&nbsp;&nbsp; 7849 | 8074645 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/36, (1-day SOFR + 1.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9270 | 9790252 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/40 | &nbsp;&nbsp;&nbsp; 7319 | 7733969 |
| &nbsp;&nbsp;&nbsp; 5.53%, 11/29/45, (1-day SOFR + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8100 | 8362238 |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/28, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10940 | 11159396 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.57%, 04/22/36, (1-day SOFR + 1.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $13609 | $14466133 |
| &nbsp;&nbsp;&nbsp; 5.58%, 04/22/30, (1-day SOFR + 1.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11710 | 12246581 |
| &nbsp;&nbsp;&nbsp; 5.58%, 07/23/36, (1-day SOFR + 1.64%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4330 | 4531769 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | &nbsp;&nbsp;&nbsp; 7295 | 7699099 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/43 | &nbsp;&nbsp;&nbsp; 6658 | 6933773 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/33, (1-day SOFR + 2.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16755 | 17888379 |
| &nbsp;&nbsp;&nbsp; 5.77%, 04/22/35, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15305 | 16472111 |
| &nbsp;&nbsp;&nbsp; 6.09%, 10/23/29, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8140 | 8590093 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/23/34, (1-day SOFR + 1.81%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13395 | 14843414 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 | &nbsp;&nbsp;&nbsp; 12551 | 14382450 |
| &nbsp;&nbsp;&nbsp; 8.00%, 04/29/27 | &nbsp;&nbsp;&nbsp; 10881 | 11492169 |
| &nbsp;&nbsp;&nbsp; 8.75%, 09/01/30 | &nbsp;&nbsp;&nbsp; 4334 | 5110340 |
| JPMorgan Chase Bank N.A., 5.11%, 12/08/26 | &nbsp;&nbsp;&nbsp; 10165 | 10276163 |
| KeyBank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/13/29 | &nbsp;&nbsp;&nbsp; 1958 | 1927263 |
| &nbsp;&nbsp;&nbsp; 4.39%, 12/14/27 | &nbsp;&nbsp;&nbsp; 1710 | 1719620 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4418 | 4554172 |
| &nbsp;&nbsp;&nbsp; 6.95%, 02/01/28 | &nbsp;&nbsp;&nbsp; 810 | 853192 |
| KeyBank NA, 5.00%, 01/26/33 | &nbsp;&nbsp;&nbsp; 4943 | 5003873 |
| KeyBank NA/Cleveland OH, 4.90%, 08/08/32 | &nbsp;&nbsp;&nbsp; 3320 | 3308379 |
| KeyCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/06/27 | &nbsp;&nbsp;&nbsp; 3989 | 3889012 |
| &nbsp;&nbsp;&nbsp; 2.55%, 10/01/29 | &nbsp;&nbsp;&nbsp; 3831 | 3614151 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/30/28 | &nbsp;&nbsp;&nbsp; 3251 | 3251337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.79%, 06/01/33, (1-day SOFR Index + <br> 2.06%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3148 | 3149913 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.12%, 04/04/31, (1-day SOFR Index + <br> 1.22%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 370 | 380447 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.40%, 03/06/35, (1-day SOFR Index + <br> 2.42%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4320 | 4707439 |
| Korea Development Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/19/31 | &nbsp;&nbsp;&nbsp; 3620 | 3243834 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/25/31 | &nbsp;&nbsp;&nbsp; 4344 | 3915274 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/24/27 | &nbsp;&nbsp;&nbsp; 1555 | 1525880 |
| Kreditanstalt fuer Wiederaufbau |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 04/18/36<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 10782 | 7042925 |
| &nbsp;&nbsp;&nbsp; 0.00%, 06/29/37<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 14383 | 8889827 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/30/30 | &nbsp;&nbsp;&nbsp; 5599 | 4888986 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/14/29 | &nbsp;&nbsp;&nbsp; 10451 | 9778173 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/03/28 | &nbsp;&nbsp;&nbsp; 12102 | 11929517 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/27 | &nbsp;&nbsp;&nbsp; 4666 | 4627339 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/27/27 | &nbsp;&nbsp;&nbsp; 3140 | 3137000 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/09/28 | &nbsp;&nbsp;&nbsp; 230 | 229979 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 6320 | 6351014 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 24955 | 25092132 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 8788 | 8863739 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/28/27 | &nbsp;&nbsp;&nbsp; 889 | 894946 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | &nbsp;&nbsp;&nbsp; 8816 | 8937432 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/15/33 | &nbsp;&nbsp;&nbsp; 17592 | 17860850 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/01/27 | &nbsp;&nbsp;&nbsp; 7582 | 7651434 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/28/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8441 | 8697179 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/18/30 | &nbsp;&nbsp;&nbsp; 9863 | 10258625 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/29/30 | &nbsp;&nbsp;&nbsp; 5994 | 6288552 |
| &nbsp;&nbsp;&nbsp; Series GLOB, 3.88%, 05/15/28 | &nbsp;&nbsp;&nbsp; 655 | 660616 |
| Landwirtschaftliche Rentenbank |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 09/03/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7918 | 6967687 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/08/30 | &nbsp;&nbsp;&nbsp; 250 | 249822 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2540 | 2551945 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/14/28 | &nbsp;&nbsp;&nbsp; 953 | 960613 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/28/30 | &nbsp;&nbsp;&nbsp; 4055 | 4137684 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/17/29 | &nbsp;&nbsp;&nbsp; 2710 | 2798913 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/24/33 | &nbsp;&nbsp;&nbsp; $2324 | $2490119 |
| &nbsp;&nbsp;&nbsp; Series 37, 2.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; 1128 | 1104571 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.37%, 12/14/46, (5-year CMT + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6500 | 4886220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.57%, 11/07/28, (3-mo. SOFR US + <br> 1.47%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 7467 | 7390958 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/11/27 | &nbsp;&nbsp;&nbsp; 6089 | 6072630 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/18/28, (1-year CMT + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5020 | 4995131 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/09/48 | &nbsp;&nbsp;&nbsp; 7189 | 5991005 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/28 | &nbsp;&nbsp;&nbsp; 4973 | 5007015 |
| &nbsp;&nbsp;&nbsp; 4.43%, 11/04/31, (1-year CMT + 0.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5220 | 5235537 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/16/28 | &nbsp;&nbsp;&nbsp; 7673 | 7762034 |
| &nbsp;&nbsp;&nbsp; 4.82%, 06/13/29, (1-year CMT + 0.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4000 | 4063946 |
| &nbsp;&nbsp;&nbsp; 4.94%, 11/04/36, (1-year CMT + 0.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4400 | 4389270 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/11/33, (1-year CMT + 2.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3035 | 3098751 |
| &nbsp;&nbsp;&nbsp; 5.09%, 11/26/28, (1-year CMT + 0.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5630 | 5730887 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/45 | &nbsp;&nbsp;&nbsp; 4089 | 3911589 |
| &nbsp;&nbsp;&nbsp; 5.46%, 01/05/28, (1-year CMT + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7200 | 7300365 |
| &nbsp;&nbsp;&nbsp; 5.59%, 11/26/35, (1-year CMT + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5580 | 5852490 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/05/35, (1-year CMT + 1.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10380 | 10985842 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/05/30, (1-year CMT + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4710 | 4938450 |
| &nbsp;&nbsp;&nbsp; 5.87%, 03/06/29, (1-year CMT + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2715 | 2817431 |
| &nbsp;&nbsp;&nbsp; 6.07%, 06/13/36, (1-year CMT + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 500 | 528742 |
| &nbsp;&nbsp;&nbsp; 7.95%, 11/15/33, (1-year CMT + 3.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4675 | 5467570 |
| M&T Bank Corp. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.55%, 08/16/28, (1-day SOFR Index + <br> 1.78%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 2885 | 2897380 |
| &nbsp;&nbsp;&nbsp; 4.83%, 01/16/29, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1870 | 1895879 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/27/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4845 | 4889003 |
| &nbsp;&nbsp;&nbsp; 5.18%, 07/08/31, (1-day SOFR + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2900 | 2973475 |
| &nbsp;&nbsp;&nbsp; 5.39%, 01/16/36, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3285 | 3349149 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/30/35, (5-year CMT + 1.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1085 | 1093784 |
| &nbsp;&nbsp;&nbsp; 6.08%, 03/13/32, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4880 | 5192348 |
| &nbsp;&nbsp;&nbsp; 7.41%, 10/30/29, (1-day SOFR + 2.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3615 | 3919421 |
| Manufacturers & Traders Trust Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/17/27 | &nbsp;&nbsp;&nbsp; 3315 | 3270166 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/27/28 | &nbsp;&nbsp;&nbsp; 6040 | 6124902 |
| &nbsp;&nbsp;&nbsp; 4.76%, 07/06/28, (1-day SOFR + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3130 | 3157260 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 07/17/30 | &nbsp;&nbsp;&nbsp; 5685 | 5170876 |
| &nbsp;&nbsp;&nbsp; 2.31%, 07/20/32, (1-year CMT + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8434 | 7547712 |
| &nbsp;&nbsp;&nbsp; 2.34%, 01/19/28, (1-year CMT + 0.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6395 | 6269286 |
| &nbsp;&nbsp;&nbsp; 2.49%, 10/13/32, (1-year CMT + 0.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3814 | 3431108 |
| &nbsp;&nbsp;&nbsp; 2.56%, 02/25/30 | &nbsp;&nbsp;&nbsp; 5260 | 4924948 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/19/33, (1-year CMT + 1.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4660 | 4241328 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/18/29 | &nbsp;&nbsp;&nbsp; 7659 | 7416412 |
| &nbsp;&nbsp;&nbsp; 3.29%, 07/25/27 | &nbsp;&nbsp;&nbsp; 4347 | 4306809 |
| &nbsp;&nbsp;&nbsp; 3.68%, 02/22/27 | &nbsp;&nbsp;&nbsp; 4359 | 4347756 |
| &nbsp;&nbsp;&nbsp; 3.74%, 03/07/29 | &nbsp;&nbsp;&nbsp; 6529 | 6472642 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/18/39 | &nbsp;&nbsp;&nbsp; 7550 | 6669482 |
| &nbsp;&nbsp;&nbsp; 3.96%, 03/02/28 | &nbsp;&nbsp;&nbsp; 5568 | 5574626 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/11/28 | &nbsp;&nbsp;&nbsp; 4486 | 4501355 |
| &nbsp;&nbsp;&nbsp; 4.08%, 04/19/28, (1-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4155 | 4154114 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/07/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3101 | 2927621 |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/26/38<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2897 | 2782948 |
| &nbsp;&nbsp;&nbsp; 4.32%, 04/19/33, (1-year CMT + 1.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3505 | 3462188 |
| &nbsp;&nbsp;&nbsp; 4.53%, 09/12/31, (1-year CMT + 0.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5340 | 5384718 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/20/28, (1-year CMT + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5990 | 6077936 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/33, (1-year CMT + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6535 | 6755598 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/24/31, (1-year CMT + 1.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2500 | 2588175 |
| &nbsp;&nbsp;&nbsp; 5.19%, 09/12/36, (1-year CMT + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4600 | 4726309 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/16/31, (1-year CMT + 0.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $4760 | $4924492 |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/19/29, (1-year CMT + 1.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2985 | 3064646 |
| &nbsp;&nbsp;&nbsp; 5.26%, 04/17/30, (1-year CMT + 0.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4240 | 4383777 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/13/28, (1-year CMT + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5050 | 5162645 |
| &nbsp;&nbsp;&nbsp; 5.41%, 04/19/34, (1-year CMT + 1.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3395 | 3571961 |
| &nbsp;&nbsp;&nbsp; 5.42%, 02/22/29, (1-year CMT + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4890 | 5032703 |
| &nbsp;&nbsp;&nbsp; 5.43%, 04/17/35, (1-year CMT + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7300 | 7642667 |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/22/34, (1-year CMT + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3920 | 4122520 |
| &nbsp;&nbsp;&nbsp; 5.47%, 09/13/33, (1-year CMT + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3270 | 3442611 |
| &nbsp;&nbsp;&nbsp; 5.48%, 02/22/31, (1-year CMT + 1.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2635 | 2755171 |
| &nbsp;&nbsp;&nbsp; 5.57%, 01/16/36, (1-year CMT + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5550 | 5865684 |
| &nbsp;&nbsp;&nbsp; 5.62%, 04/24/36, (1-year CMT + 1.27%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6390 | 6763709 |
| Mizuho Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1.98%, 09/08/31, (3-mo. CME Term SOFR <br> + 1.53%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4210 | 3783117 |
| &nbsp;&nbsp;&nbsp; 2.17%, 05/22/32, (1-year CMT + 0.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2718 | 2417968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.20%, 07/10/31, (3-mo. CME Term SOFR <br> + 1.77%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4705 | 4286110 |
| &nbsp;&nbsp;&nbsp; 2.26%, 07/09/32, (1-year CMT + 0.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3030 | 2699967 |
| &nbsp;&nbsp;&nbsp; 2.56%, 09/13/31 | &nbsp;&nbsp;&nbsp; 4275 | 3832619 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.59%, 05/25/31, (3-mo. CME Term SOFR <br> +1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2468 | 2293313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.87%, 09/13/30, (3-mo. CME Term SOFR <br> +1.57%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 2660 | 2530915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.15%, 07/16/30, (3-mo. CME Term SOFR <br> + 1.39%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3642 | 3509073 |
| &nbsp;&nbsp;&nbsp; 3.17%, 09/11/27 | &nbsp;&nbsp;&nbsp; 4893 | 4830184 |
| &nbsp;&nbsp;&nbsp; 3.26%, 05/22/30, (1-year CMT + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2550 | 2473581 |
| &nbsp;&nbsp;&nbsp; 3.66%, 02/28/27 | &nbsp;&nbsp;&nbsp; 2407 | 2398154 |
| &nbsp;&nbsp;&nbsp; 4.02%, 03/05/28 | &nbsp;&nbsp;&nbsp; 6155 | 6171350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.25%, 09/11/29, (3-mo. CME Term SOFR <br> +1.53%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4720 | 4735823 |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/08/31, (1-year CMT + 0.92%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5375 | 5455605 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/13/31, (1-year CMT + 0.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2010 | 2072761 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/08/36, (1-year CMT + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6730 | 6978730 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/26/30, (1-year CMT + 1.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3630 | 3762394 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/10/30, (1-year CMT + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2610 | 2708553 |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/13/28, (1-year CMT + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4610 | 4718913 |
| &nbsp;&nbsp;&nbsp; 5.42%, 05/13/36, (1-year CMT + 0.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2800 | 2916993 |
| &nbsp;&nbsp;&nbsp; 5.58%, 05/26/35, (1-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3280 | 3453482 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/10/35, (1-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3140 | 3308183 |
| &nbsp;&nbsp;&nbsp; 5.67%, 05/27/29, (1-year CMT + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3420 | 3545434 |
| &nbsp;&nbsp;&nbsp; 5.67%, 09/13/33, (1-year CMT + 2.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3115 | 3313524 |
| &nbsp;&nbsp;&nbsp; 5.74%, 05/27/31, (1-year CMT + 1.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3520 | 3717251 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/27/34, (1-year CMT + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4035 | 4298035 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/06/34, (1-year CMT + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4630 | 4936683 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/06/29, (1-year CMT + 1.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6685 | 6959681 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 1.79%, 02/13/32, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10190 | 8975549 |
| &nbsp;&nbsp;&nbsp; 1.93%, 04/28/32, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14550 | 12810048 |
| &nbsp;&nbsp;&nbsp; 2.24%, 07/21/32, (1-day SOFR + 1.18%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25332 | 22599026 |
| &nbsp;&nbsp;&nbsp; 2.48%, 01/21/28, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10685 | 10492535 |
| &nbsp;&nbsp;&nbsp; 2.48%, 09/16/36, (1-day SOFR + 1.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14993 | 13208582 |
| &nbsp;&nbsp;&nbsp; 2.51%, 10/20/32, (1-day SOFR + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12378 | 11151399 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/22/31, (1-day SOFR + 1.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20302 | 19082612 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/25/52, (1-day SOFR + 1.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10249 | 6635617 |
| &nbsp;&nbsp;&nbsp; 2.94%, 01/21/33, (1-day SOFR + 1.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14158 | 12993647 |
| &nbsp;&nbsp;&nbsp; 3.22%, 04/22/42, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8661 | 6835126 |
| &nbsp;&nbsp;&nbsp; 3.59%, 07/22/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18292 | 18124575 |
| &nbsp;&nbsp;&nbsp; 3.62%, 04/01/31, (1-day SOFR + 3.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8454 | 8234691 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/20/27 | &nbsp;&nbsp;&nbsp; 14065 | 14019685 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.77%, 01/24/29, (3-mo. CME Term SOFR <br> +1.40%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $10864 | $10791257 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/23/27 | &nbsp;&nbsp;&nbsp; 10370 | 10368764 |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/22/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11370 | 10344654 |
| &nbsp;&nbsp;&nbsp; 4.21%, 04/20/28, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10325 | 10340799 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/27/45 | &nbsp;&nbsp;&nbsp; 11884 | 10464401 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/22/47 | &nbsp;&nbsp;&nbsp; 11170 | 9830392 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.43%, 01/23/30, (3-mo. CME Term SOFR <br> + 1.89%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9663 | 9738295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/22/39, (3-mo. CME Term SOFR <br> + 1.69%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5997 | 5678487 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/18/30, (1-day SOFR + 1.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16155 | 16398438 |
| &nbsp;&nbsp;&nbsp; 4.89%, 07/20/33, (1-day SOFR + 2.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7595 | 7777068 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/12/29, (1-day SOFR + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5105 | 5207461 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/19/30, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7745 | 7955952 |
| &nbsp;&nbsp;&nbsp; 5.12%, 02/01/29, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13045 | 13325094 |
| &nbsp;&nbsp;&nbsp; 5.16%, 04/20/29, (1-day SOFR + 1.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8880 | 9090637 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/16/30, (1-day SOFR + 1.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8015 | 8246900 |
| &nbsp;&nbsp;&nbsp; 5.19%, 04/17/31, (1-day SOFR + 1.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10415 | 10787172 |
| &nbsp;&nbsp;&nbsp; 5.23%, 01/15/31, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12615 | 13048073 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/21/34, (1-day SOFR + 1.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 16945 | 17592447 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/20/37, (1-day SOFR + 2.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8710 | 8924256 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/19/35, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15645 | 16256083 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/21/34, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9765 | 10244049 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/20/29, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9100 | 9406825 |
| &nbsp;&nbsp;&nbsp; 5.47%, 01/18/35, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18195 | 19060660 |
| &nbsp;&nbsp;&nbsp; 5.52%, 11/19/55, (1-day SOFR + 1.71%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12020 | 12158076 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/18/36, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12525 | 13225695 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/24/51, (1-day SOFR + 4.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9890 | 10089825 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/13/28, (1-day SOFR +1.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9170 | 9360437 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/18/30, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13480 | 14092432 |
| &nbsp;&nbsp;&nbsp; 5.66%, 04/17/36, (1-day SOFR + 1.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12255 | 13011932 |
| &nbsp;&nbsp;&nbsp; 5.83%, 04/19/35, (1-day SOFR + 1.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14865 | 15947700 |
| &nbsp;&nbsp;&nbsp; 5.94%, 02/07/39, (5-year CMT + 1.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9760 | 10294396 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/19/38, (5-year CMT + 2.43%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6140 | 6493490 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/18/28, (1-day SOFR + 2.24%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6893 | 7163296 |
| &nbsp;&nbsp;&nbsp; 6.34%, 10/18/33, (1-day SOFR + 2.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7450 | 8230951 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/24/42 | &nbsp;&nbsp;&nbsp; 9503 | 10740241 |
| &nbsp;&nbsp;&nbsp; 6.41%, 11/01/29, (1-day SOFR + 1.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5465 | 5805784 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/01/34, (1-day SOFR + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8550 | 9614398 |
| &nbsp;&nbsp;&nbsp; 7.25%, 04/01/32 | &nbsp;&nbsp;&nbsp; 6524 | 7568421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.13%, 10/18/29, (1-day SOFR + <br> 0.91%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4550 | 4549492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.36%, 10/22/31, (1-day SOFR + <br> 1.07%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 11025 | 11033870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series I, 4.89%, 10/22/36, (1-day SOFR + <br> 1.31%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9005 | 9036775 |
| Morgan Stanley Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/14/28, (1-day SOFR + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7220 | 7284060 |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/14/28, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4235 | 4294497 |
| &nbsp;&nbsp;&nbsp; 5.02%, 01/12/29, (1-day SOFR + 0.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 11960 | 12190005 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/26/28, (1-day SOFR + 0.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10170 | 10376974 |
| Morgan Stanley Private Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/17/28, (1-day SOFR +0.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9470 | 9488430 |
| &nbsp;&nbsp;&nbsp; 4.47%, 07/06/28, (1-day SOFR + 0.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9265 | 9321440 |
| &nbsp;&nbsp;&nbsp; 4.47%, 11/19/31, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12250 | 12318875 |
| &nbsp;&nbsp;&nbsp; 4.73%, 07/18/31, (1-day SOFR + 1.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12245 | 12457201 |
| National Australia Bank Ltd./New York |  |  |
| &nbsp;&nbsp;&nbsp; 3.91%, 06/09/27 | &nbsp;&nbsp;&nbsp; 1395 | 1397092 |
| &nbsp;&nbsp;&nbsp; 4.31%, 06/13/28 | &nbsp;&nbsp;&nbsp; 4015 | 4061867 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/26/27 | &nbsp;&nbsp;&nbsp; 3715 | 3760615 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 4.53%, 06/13/30 | &nbsp;&nbsp;&nbsp; $3905 | $3989837 |
| &nbsp;&nbsp;&nbsp; 4.79%, 01/10/29 | &nbsp;&nbsp;&nbsp; 4800 | 4923606 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/13/28 | &nbsp;&nbsp;&nbsp; 3620 | 3711617 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/14/30 | &nbsp;&nbsp;&nbsp; 3020 | 3126812 |
| &nbsp;&nbsp;&nbsp; 4.94%, 01/12/28 | &nbsp;&nbsp;&nbsp; 5330 | 5451073 |
| &nbsp;&nbsp;&nbsp; 5.09%, 06/11/27 | &nbsp;&nbsp;&nbsp; 4050 | 4126675 |
| National Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/10/29 | &nbsp;&nbsp;&nbsp; 4325 | 4376358 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/28, (1-day SOFR + 0.80%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3735 | 3773167 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/18/28 | &nbsp;&nbsp;&nbsp; 4500 | 4701568 |
| NatWest Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 11/28/35, (5-year CMT + 2.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4523 | 4172392 |
| &nbsp;&nbsp;&nbsp; 3.07%, 05/22/28, (1-year CMT + 2.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6132 | 6042818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.45%, 05/08/30, (3-mo. SOFR US + <br> 2.13%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5064 | 5091801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 05/18/29, (3-mo. SOFR US + <br> 2.01%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 7790 | 7922032 |
| &nbsp;&nbsp;&nbsp; 4.96%, 08/15/30, (1-year CMT + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6380 | 6524136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 01/27/30, (3-mo. SOFR US + <br> 2.17%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 6260 | 6409933 |
| &nbsp;&nbsp;&nbsp; 5.12%, 05/23/31, (1-year CMT + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8900 | 9158823 |
| &nbsp;&nbsp;&nbsp; 5.52%, 09/30/28, (1-year CMT + 2.27%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4730 | 4846910 |
| &nbsp;&nbsp;&nbsp; 5.58%, 03/01/28, (1-year CMT + 1.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3350 | 3409036 |
| &nbsp;&nbsp;&nbsp; 5.78%, 03/01/35, (1-year CMT + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6720 | 7149338 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/13/29, (1-year CMT + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3860 | 4024414 |
| &nbsp;&nbsp;&nbsp; 6.02%, 03/02/34, (1-year CMT + 2.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4510 | 4867812 |
| &nbsp;&nbsp;&nbsp; 6.48%, 06/01/34, (5-year CMT + 2.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3740 | 3930950 |
| Northern Trust Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/01/30 | &nbsp;&nbsp;&nbsp; 6261 | 5737971 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/03/29 | &nbsp;&nbsp;&nbsp; 4067 | 3966715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.38%, 05/08/32, (3-mo. SOFR US + <br> 1.39%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3756 | 3695549 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/03/28 | &nbsp;&nbsp;&nbsp; 2520 | 2511493 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/27 | &nbsp;&nbsp;&nbsp; 12730 | 12755522 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/19/30 | &nbsp;&nbsp;&nbsp; 1140 | 1145077 |
| &nbsp;&nbsp;&nbsp; 5.12%, 11/19/40, (5-year CMT + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1375 | 1383014 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/02/32 | &nbsp;&nbsp;&nbsp; 3831 | 4195164 |
| Oesterreichische Kontrollbank AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/09/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1981 | 1981173 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/05/29 | &nbsp;&nbsp;&nbsp; 2980 | 2991625 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/10/30 | &nbsp;&nbsp;&nbsp; 980 | 983456 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/28/28 | &nbsp;&nbsp;&nbsp; 1406 | 1420364 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/18/29 | &nbsp;&nbsp;&nbsp; 4725 | 4798964 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/28 | &nbsp;&nbsp;&nbsp; 2511 | 2548007 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/30 | &nbsp;&nbsp;&nbsp; 5455 | 5631974 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/21/27 | &nbsp;&nbsp;&nbsp; 5345 | 5428019 |
| PNC Bank N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/22/29 | &nbsp;&nbsp;&nbsp; 4567 | 4324011 |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/25/27 | &nbsp;&nbsp;&nbsp; 5458 | 5379614 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/22/28 | &nbsp;&nbsp;&nbsp; 4269 | 4222643 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/26/28 | &nbsp;&nbsp;&nbsp; 7073 | 7074174 |
| &nbsp;&nbsp;&nbsp; 4.43%, 07/21/28, (1-day SOFR + 0.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4850 | 4879426 |
| PNC Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.31%, 04/23/32, (1-day SOFR + 0.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5638 | 5087677 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/22/30 | &nbsp;&nbsp;&nbsp; 10525 | 9921288 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/19/27 | &nbsp;&nbsp;&nbsp; 4422 | 4373841 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/23/29 | &nbsp;&nbsp;&nbsp; 8710 | 8581224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.63%, 06/06/33, (1-day SOFR Index + <br> 1.85%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4932 | 4903718 |
| &nbsp;&nbsp;&nbsp; 4.81%, 10/21/32, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6470 | 6605124 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/13/31, (1-day SOFR + 1.33%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6400 | 6558148 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 5.07%, 01/24/34, (1-day SOFR + 1.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $7400 | $7597031 |
| &nbsp;&nbsp;&nbsp; 5.22%, 01/29/31, (1-day SOFR + 1.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4535 | 4699816 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/21/28, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4810 | 4875227 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/02/28, (1-day SOFR + 1.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5050 | 5174629 |
| &nbsp;&nbsp;&nbsp; 5.37%, 07/21/36, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4775 | 4949006 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/23/35, (1-day SOFR + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4320 | 4498825 |
| &nbsp;&nbsp;&nbsp; 5.49%, 05/14/30, (1-day SOFR + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7925 | 8260584 |
| &nbsp;&nbsp;&nbsp; 5.58%, 06/12/29, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6160 | 6385484 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/29/36, (1-day SOFR + 1.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5645 | 5930716 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/22/35, (1-day SOFR + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4170 | 4412853 |
| &nbsp;&nbsp;&nbsp; 5.94%, 08/18/34, (1-day SOFR + 1.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4355 | 4700024 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.04%, 10/28/33, (1-day SOFR Index + <br> 2.14%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 6220 | 6733802 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/20/34, (1-day SOFR + 2.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10045 | 11413694 |
| &nbsp;&nbsp;&nbsp; Regions Bank/Birmingham AL, 6.45%, <br> 06/26/37<br>| &nbsp;&nbsp;&nbsp; 2865 | 3128605 |
| Regions Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/12/28 | &nbsp;&nbsp;&nbsp; 2760 | 2599292 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/06/35, (1-day SOFR +2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1550 | 1600867 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/06/30, (1-day SOFR +1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3265 | 3400670 |
| &nbsp;&nbsp;&nbsp; 7.38%, 12/10/37 | &nbsp;&nbsp;&nbsp; 2623 | 3036909 |
| Royal Bank of Canada |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/21/27 | &nbsp;&nbsp;&nbsp; 3515 | 3446326 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/03/31 | &nbsp;&nbsp;&nbsp; 8695 | 7839196 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/04/27 | &nbsp;&nbsp;&nbsp; 5594 | 5577477 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/04/32 | &nbsp;&nbsp;&nbsp; 4390 | 4278417 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/03/28, (1-day SOFR + 0.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4400 | 4393083 |
| &nbsp;&nbsp;&nbsp; 4.24%, 08/03/27 | &nbsp;&nbsp;&nbsp; 6874 | 6917134 |
| &nbsp;&nbsp;&nbsp; 4.31%, 11/03/31, (1-day SOFR + 0.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4580 | 4576734 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/06/29, (1-day SOFR + 0.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5945 | 6009533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.52%, 10/18/28, (1-day SOFR Index + <br> 0.86%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3230 | 3259366 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 10/18/30, (1-day SOFR Index + <br> 1.80%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9585 | 9729788 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/06/31, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4650 | 4722969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.72%, 03/27/28, (1-day SOFR Index + <br> 0.81%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5320 | 5367826 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/19/27 | &nbsp;&nbsp;&nbsp; 6890 | 6966240 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/12/28 | &nbsp;&nbsp;&nbsp; 4330 | 4420091 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; 4930 | 5074782 |
| &nbsp;&nbsp;&nbsp; 4.97%, 01/24/29, (1-day SOFR + 0.83%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7180 | 7308122 |
| &nbsp;&nbsp;&nbsp; 4.97%, 08/02/30, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6575 | 6740982 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 05/02/31, (1-day SOFR Index + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5015 | 5146971 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/33 | &nbsp;&nbsp;&nbsp; 8130 | 8406884 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/02/33 | &nbsp;&nbsp;&nbsp; 4615 | 4770454 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/04/31, (1-day SOFR + 1.03%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8355 | 8625247 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/34 | &nbsp;&nbsp;&nbsp; 6110 | 6418364 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/28 | &nbsp;&nbsp;&nbsp; 5100 | 5264622 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/27 | &nbsp;&nbsp;&nbsp; 6855 | 7122513 |
| Santander Holdings USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 01/06/28, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4685 | 4590525 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/13/27 | &nbsp;&nbsp;&nbsp; 5213 | 5228074 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/06/30, (1-day SOFR + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1600 | 1637108 |
| &nbsp;&nbsp;&nbsp; 5.47%, 03/20/29, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3275 | 3342133 |
| &nbsp;&nbsp;&nbsp; 5.74%, 03/20/31, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3615 | 3743507 |
| &nbsp;&nbsp;&nbsp; 6.17%, 01/09/30, (1-day SOFR + 2.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2995 | 3128265 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.34%, 05/31/35, (1-day SOFR + <br> 2.14%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2925 | 3140051 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/09/29, (1-day SOFR + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5300 | 5523945 |
| &nbsp;&nbsp;&nbsp; 6.57%, 06/12/29, (1-day SOFR + 2.70%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2960 | 3096563 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 7.66%, 11/09/31, (1-day SOFR + 3.28%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $3185 | $3574701 |
| Santander U.K. Group Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.47%, 01/11/28, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4808 | 4714805 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/32, (1-day SOFR + 1.48%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2755 | 2535570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.82%, 11/03/28, (3-mo. SOFR US + <br> 1.66%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5031 | 4991517 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.32%, 09/22/29, (1-day SOFR Index + <br> 1.70%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 2220 | 2222785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 09/11/30, (1-day SOFR Index + <br> 1.55%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4320 | 4382307 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.14%, 09/22/36, (1-day SOFR Index + <br> 1.58%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3600 | 3594291 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.69%, 04/15/31, (1-day SOFR Index + <br> 1.52%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5575 | 5835559 |
| &nbsp;&nbsp;&nbsp; 6.53%, 01/10/29, (1-day SOFR + 2.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3465 | 3624072 |
| &nbsp;&nbsp;&nbsp; Standard Chartered Bank/New York, 4.85%, <br> 12/03/27<br>| &nbsp;&nbsp;&nbsp; 385 | 392944 |
| &nbsp;&nbsp;&nbsp; State Street Bank & Trust Co., 4.78%, <br> 11/23/29<br>| &nbsp;&nbsp;&nbsp; 3905 | 4025939 |
| State Street Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/07/28, (1-day SOFR + 0.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3820 | 3740961 |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/03/31 | &nbsp;&nbsp;&nbsp; 4540 | 4086026 |
| &nbsp;&nbsp;&nbsp; 2.40%, 01/24/30 | &nbsp;&nbsp;&nbsp; 4858 | 4590367 |
| &nbsp;&nbsp;&nbsp; 2.62%, 02/07/33, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3170 | 2872557 |
| &nbsp;&nbsp;&nbsp; 3.03%, 11/01/34, (1-day SOFR + 1.49%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2665 | 2517330 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/30/31, (1-day SOFR + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2961 | 2851840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.14%, 12/03/29, (3-mo. CME Term SOFR <br> +1.29%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3258 | 3275095 |
| &nbsp;&nbsp;&nbsp; 4.16%, 08/04/33, (1-day SOFR + 1.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3560 | 3500793 |
| &nbsp;&nbsp;&nbsp; 4.33%, 10/22/27 | &nbsp;&nbsp;&nbsp; 6315 | 6379234 |
| &nbsp;&nbsp;&nbsp; 4.42%, 05/13/33, (1-day SOFR + 1.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2915 | 2916612 |
| &nbsp;&nbsp;&nbsp; 4.53%, 02/20/29, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4680 | 4737406 |
| &nbsp;&nbsp;&nbsp; 4.54%, 02/28/28 | &nbsp;&nbsp;&nbsp; 3910 | 3969896 |
| &nbsp;&nbsp;&nbsp; 4.54%, 04/24/28, (1-day SOFR + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3080 | 3105302 |
| &nbsp;&nbsp;&nbsp; 4.68%, 10/22/32, (1-day SOFR + 1.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3880 | 3961507 |
| &nbsp;&nbsp;&nbsp; 4.73%, 02/28/30 | &nbsp;&nbsp;&nbsp; 2790 | 2861647 |
| &nbsp;&nbsp;&nbsp; 4.78%, 10/23/36, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3735 | 3745645 |
| &nbsp;&nbsp;&nbsp; 4.82%, 01/26/34, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3185 | 3242905 |
| &nbsp;&nbsp;&nbsp; 4.83%, 04/24/30 | &nbsp;&nbsp;&nbsp; 4440 | 4578875 |
| &nbsp;&nbsp;&nbsp; 4.99%, 03/18/27 | &nbsp;&nbsp;&nbsp; 5890 | 5969338 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/28/36, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3800 | 3915741 |
| &nbsp;&nbsp;&nbsp; 5.16%, 05/18/34, (1-day SOFR + 1.89%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4790 | 4984028 |
| &nbsp;&nbsp;&nbsp; 5.68%, 11/21/29, (1-day SOFR + 1.48%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5135 | 5385348 |
| &nbsp;&nbsp;&nbsp; 5.82%, 11/04/28, (1-day SOFR + 1.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2755 | 2849129 |
| &nbsp;&nbsp;&nbsp; 6.12%, 11/21/34, (1-day SOFR + 1.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2300 | 2503243 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.71%, 01/12/31 | &nbsp;&nbsp;&nbsp; 2665 | 2345482 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/17/28 | &nbsp;&nbsp;&nbsp; 9375 | 8852790 |
| &nbsp;&nbsp;&nbsp; 2.13%, 07/08/30 | &nbsp;&nbsp;&nbsp; 6465 | 5897851 |
| &nbsp;&nbsp;&nbsp; 2.14%, 09/23/30 | &nbsp;&nbsp;&nbsp; 4136 | 3744349 |
| &nbsp;&nbsp;&nbsp; 2.17%, 01/14/27 | &nbsp;&nbsp;&nbsp; 2559 | 2508945 |
| &nbsp;&nbsp;&nbsp; 2.22%, 09/17/31 | &nbsp;&nbsp;&nbsp; 4525 | 4033922 |
| &nbsp;&nbsp;&nbsp; 2.30%, 01/12/41 | &nbsp;&nbsp;&nbsp; 2620 | 1862905 |
| &nbsp;&nbsp;&nbsp; 2.47%, 01/14/29 | &nbsp;&nbsp;&nbsp; 2225 | 2124233 |
| &nbsp;&nbsp;&nbsp; 2.72%, 09/27/29 | &nbsp;&nbsp;&nbsp; 2491 | 2367376 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/30 | &nbsp;&nbsp;&nbsp; 6100 | 5763809 |
| &nbsp;&nbsp;&nbsp; 2.93%, 09/17/41 | &nbsp;&nbsp;&nbsp; 4140 | 3087766 |
| &nbsp;&nbsp;&nbsp; 3.04%, 07/16/29 | &nbsp;&nbsp;&nbsp; 11245 | 10819398 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/14/42 | &nbsp;&nbsp;&nbsp; 2715 | 2114630 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/18/27 | &nbsp;&nbsp;&nbsp; 3769 | 3728061 |
| &nbsp;&nbsp;&nbsp; 3.36%, 07/12/27 | &nbsp;&nbsp;&nbsp; 3786 | 3752479 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 3.45%, 01/11/27 | &nbsp;&nbsp;&nbsp; $4502 | $4475967 |
| &nbsp;&nbsp;&nbsp; 3.54%, 01/17/28 | &nbsp;&nbsp;&nbsp; 4101 | 4068369 |
| &nbsp;&nbsp;&nbsp; 3.94%, 07/19/28 | &nbsp;&nbsp;&nbsp; 3814 | 3816220 |
| &nbsp;&nbsp;&nbsp; 4.31%, 10/16/28 | &nbsp;&nbsp;&nbsp; 3232 | 3260795 |
| &nbsp;&nbsp;&nbsp; 4.66%, 07/08/31, (1-day SOFR + 1.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2900 | 2943830 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/08/33, (1-day SOFR + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1660 | 1700758 |
| &nbsp;&nbsp;&nbsp; 5.24%, 04/15/30 | &nbsp;&nbsp;&nbsp; 2510 | 2610446 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/08/36, (1-day SOFR + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2970 | 3065410 |
| &nbsp;&nbsp;&nbsp; 5.32%, 07/09/29 | &nbsp;&nbsp;&nbsp; 3575 | 3714585 |
| &nbsp;&nbsp;&nbsp; 5.42%, 07/09/31 | &nbsp;&nbsp;&nbsp; 5040 | 5297581 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/32 | &nbsp;&nbsp;&nbsp; 3130 | 3292317 |
| &nbsp;&nbsp;&nbsp; 5.52%, 01/13/28 | &nbsp;&nbsp;&nbsp; 8570 | 8839859 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/09/34 | &nbsp;&nbsp;&nbsp; 5850 | 6204422 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/35 | &nbsp;&nbsp;&nbsp; 4120 | 4402649 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/13/30 | &nbsp;&nbsp;&nbsp; 6340 | 6694316 |
| &nbsp;&nbsp;&nbsp; 5.72%, 09/14/28 | &nbsp;&nbsp;&nbsp; 5165 | 5389363 |
| &nbsp;&nbsp;&nbsp; 5.77%, 01/13/33 | &nbsp;&nbsp;&nbsp; 7955 | 8526148 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/13/33 | &nbsp;&nbsp;&nbsp; 3105 | 3332663 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/13/28 | &nbsp;&nbsp;&nbsp; 3140 | 3278863 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/08/46, (1-day SOFR + 1.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10308 |
| &nbsp;&nbsp;&nbsp; 5.81%, 09/14/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4120 | 4438501 |
| &nbsp;&nbsp;&nbsp; 5.84%, 07/09/44 | &nbsp;&nbsp;&nbsp; 3035 | 3185150 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/13/30 | &nbsp;&nbsp;&nbsp; 3010 | 3216603 |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/13/43 | &nbsp;&nbsp;&nbsp; 2180 | 2398127 |
| Synchrony Bank, 5.63%, 08/23/27 | &nbsp;&nbsp;&nbsp; 3232 | 3297359 |
| Synovus Bank, 5.63%, 02/15/28 | &nbsp;&nbsp;&nbsp; 1965 | 2004824 |
| &nbsp;&nbsp;&nbsp; Synovus Financial Corp., 6.17%, 11/01/30, <br> (1-day SOFR + 2.35%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 605 | 628239 |
| Toronto-Dominion Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/12/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4680 | 4581139 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/10/31 | &nbsp;&nbsp;&nbsp; 5293 | 4739748 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/12/32 | &nbsp;&nbsp;&nbsp; 3640 | 3260470 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/10/27 | &nbsp;&nbsp;&nbsp; 5775 | 5693297 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/10/32 | &nbsp;&nbsp;&nbsp; 7470 | 6985890 |
| &nbsp;&nbsp;&nbsp; 4.11%, 06/08/27 | &nbsp;&nbsp;&nbsp; 8195 | 8209709 |
| &nbsp;&nbsp;&nbsp; 4.11%, 10/13/28 | &nbsp;&nbsp;&nbsp; 3700 | 3709446 |
| &nbsp;&nbsp;&nbsp; 4.46%, 06/08/32 | &nbsp;&nbsp;&nbsp; 8470 | 8492255 |
| &nbsp;&nbsp;&nbsp; 4.57%, 12/17/26 | &nbsp;&nbsp;&nbsp; 5430 | 5463992 |
| &nbsp;&nbsp;&nbsp; 4.57%, 06/02/28 | &nbsp;&nbsp;&nbsp; 5050 | 5116289 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/15/27 | &nbsp;&nbsp;&nbsp; 8170 | 8274400 |
| &nbsp;&nbsp;&nbsp; 4.78%, 12/17/29 | &nbsp;&nbsp;&nbsp; 4660 | 4776349 |
| &nbsp;&nbsp;&nbsp; 4.81%, 06/03/30 | &nbsp;&nbsp;&nbsp; 6920 | 7081715 |
| &nbsp;&nbsp;&nbsp; 4.86%, 01/31/28 | &nbsp;&nbsp;&nbsp; 5075 | 5163194 |
| &nbsp;&nbsp;&nbsp; 4.93%, 10/15/35 | &nbsp;&nbsp;&nbsp; 3450 | 3489281 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/05/27 | &nbsp;&nbsp;&nbsp; 4490 | 4549115 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/05/29 | &nbsp;&nbsp;&nbsp; 6750 | 6938893 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/10/34, (5-year CMT + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3000 | 3047921 |
| &nbsp;&nbsp;&nbsp; 5.16%, 01/10/28 | &nbsp;&nbsp;&nbsp; 6470 | 6618363 |
| &nbsp;&nbsp;&nbsp; 5.26%, 12/11/26 | &nbsp;&nbsp;&nbsp; 2900 | 2937879 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/30/32 | &nbsp;&nbsp;&nbsp; 4025 | 4223029 |
| &nbsp;&nbsp;&nbsp; 5.52%, 07/17/28 | &nbsp;&nbsp;&nbsp; 6335 | 6570359 |
| Truist Bank |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/11/30 | &nbsp;&nbsp;&nbsp; 7080 | 6506881 |
| &nbsp;&nbsp;&nbsp; 4.14%, 10/23/29, (1-day SOFR + 0.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4300 | 4294463 |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/28, (1-day SOFR + 0.77%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4470 | 4490076 |
| Truist Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/03/27 | &nbsp;&nbsp;&nbsp; 4172 | 3983965 |
| &nbsp;&nbsp;&nbsp; 1.89%, 06/07/29, (1-day SOFR + 0.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5830 | 5518920 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/05/30 | &nbsp;&nbsp;&nbsp; 4720 | 4286659 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/29 | &nbsp;&nbsp;&nbsp; 4416 | 4369538 |
| &nbsp;&nbsp;&nbsp; 4.12%, 06/06/28, (1-day SOFR + 1.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2685 | 2688689 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 4.87%, 01/26/29, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $4940 | $5014222 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/28/33, (1-day SOFR + 2.24%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4580 | 4590266 |
| &nbsp;&nbsp;&nbsp; 4.96%, 10/23/36, (1-day SOFR + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4735 | 4713376 |
| &nbsp;&nbsp;&nbsp; 5.07%, 05/20/31, (1-day SOFR + 1.31%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6420 | 6610316 |
| &nbsp;&nbsp;&nbsp; 5.12%, 01/26/34, (1-day SOFR + 1.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8540 | 8717125 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/05/32, (1-day SOFR + 1.57%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3675 | 3795803 |
| &nbsp;&nbsp;&nbsp; 5.44%, 01/24/30, (1-day SOFR + 1.62%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3765 | 3909306 |
| &nbsp;&nbsp;&nbsp; 5.71%, 01/24/35, (1-day SOFR + 1.92%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9475 | 10014612 |
| &nbsp;&nbsp;&nbsp; 5.87%, 06/08/34, (1-day SOFR + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10930 | 11651675 |
| &nbsp;&nbsp;&nbsp; 6.12%, 10/28/33, (1-day SOFR + 2.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3908 | 4226682 |
| &nbsp;&nbsp;&nbsp; 7.16%, 10/30/29, (1-day SOFR + 2.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5565 | 6023478 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 07/22/30 | &nbsp;&nbsp;&nbsp; 8018 | 7104991 |
| &nbsp;&nbsp;&nbsp; 2.22%, 01/27/28, (1-day SOFR + 0.73%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5870 | 5744974 |
| &nbsp;&nbsp;&nbsp; 2.49%, 11/03/36, (5-year CMT + 0.95%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6915 | 6033135 |
| &nbsp;&nbsp;&nbsp; 2.68%, 01/27/33, (1-day SOFR + 1.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5183 | 4680977 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/29 | &nbsp;&nbsp;&nbsp; 6029 | 5813978 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/26/28 | &nbsp;&nbsp;&nbsp; 6139 | 6146988 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/22/28, (1-day SOFR + 1.66%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8360 | 8423192 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/01/29, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6685 | 6765950 |
| &nbsp;&nbsp;&nbsp; 4.84%, 02/01/34, (1-day SOFR + 1.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7285 | 7378611 |
| &nbsp;&nbsp;&nbsp; 4.97%, 07/22/33, (1-day SOFR + 2.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7185 | 7248552 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/12/31, (1-day SOFR + 1.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4200 | 4325883 |
| &nbsp;&nbsp;&nbsp; 5.08%, 05/15/31, (1-day SOFR + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1455 | 1502157 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/23/30, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7315 | 7548904 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/23/30, (1-day SOFR + 1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4110 | 4260516 |
| &nbsp;&nbsp;&nbsp; 5.42%, 02/12/36, (1-day SOFR + 1.41%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3280 | 3430619 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/23/35, (1-day SOFR + 1.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10070 | 10698850 |
| &nbsp;&nbsp;&nbsp; 5.78%, 06/12/29, (1-day SOFR + 2.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6255 | 6508540 |
| &nbsp;&nbsp;&nbsp; 5.84%, 06/12/34, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5530 | 5935297 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/21/33, (1-day SOFR + 2.09%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8190 | 8780596 |
| &nbsp;&nbsp;&nbsp; Series X, 3.15%, 04/27/27 | &nbsp;&nbsp;&nbsp; 3517 | 3483182 |
| &nbsp;&nbsp;&nbsp; U.S. Bank NA/Cincinnati OH, 4.73%, 05/15/28, <br> (1-day SOFR + 0.91%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 2790 | 2815251 |
| UBS AG/London |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/26/48 | &nbsp;&nbsp;&nbsp; 4865 | 4325457 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/28 | &nbsp;&nbsp;&nbsp; 5980 | 6249193 |
| &nbsp;&nbsp;&nbsp; UBS AG/Stamford CT, 4.86%, 01/10/28, (1-day <br> SOFR + 0.72%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 2300 | 2319947 |
| UBS Group AG, 4.88%, 05/15/45 | &nbsp;&nbsp;&nbsp; 10027 | 9385733 |
| Wachovia Corp., 5.50%, 08/01/35 | &nbsp;&nbsp;&nbsp; 5675 | 5903935 |
| Webster Financial Corp., 4.10%, 03/25/29 | &nbsp;&nbsp;&nbsp; 1435 | 1417729 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.39%, 06/02/28, (1-day SOFR + 2.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14591 | 14235996 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.57%, 02/11/31, (3-mo. CME Term SOFR + <br> 1.26%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 15433 | 14455828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.88%, 10/30/30, (3-mo. CME Term SOFR <br> + 1.43%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 16042 | 15293539 |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/30/41, (1-day SOFR + 2.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 17645 | 13933471 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/02/33, (1-day SOFR + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 17030 | 16004019 |
| &nbsp;&nbsp;&nbsp; 3.53%, 03/24/28, (1-day SOFR + 1.51%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15275 | 15162887 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.58%, 05/22/28, (3-mo. CME Term SOFR <br> +1.57%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 14579 | 14469498 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/45 | &nbsp;&nbsp;&nbsp; 10530 | 8703149 |
| &nbsp;&nbsp;&nbsp; 4.08%, 09/15/29, (1-day SOFR + 0.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12475 | 12473860 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/24/29 | &nbsp;&nbsp;&nbsp; 14937 | 14982443 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/22/27 | &nbsp;&nbsp;&nbsp; 12721 | 12775541 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/14/46 | &nbsp;&nbsp;&nbsp; 9532 | 8108801 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.48%, 04/04/31, (3-mo. CME Term SOFR <br> + 4.03%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 9832 | 9934452 |
| &nbsp;&nbsp;&nbsp; 4.61%, 04/25/53, (1-day SOFR + 2.13%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15605 | 13752837 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 4.65%, 11/04/44 | &nbsp;&nbsp;&nbsp; $9453 | $8411991 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/46 | &nbsp;&nbsp;&nbsp; 9190 | 8201167 |
| &nbsp;&nbsp;&nbsp; 4.81%, 07/25/28, (1-day SOFR + 1.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8955 | 9052505 |
| &nbsp;&nbsp;&nbsp; 4.89%, 09/15/36, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12345 | 12456945 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/25/33, (1-day SOFR + 2.10%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14505 | 14831781 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/17/45 | &nbsp;&nbsp;&nbsp; 9363 | 8531121 |
| &nbsp;&nbsp;&nbsp; 4.97%, 04/23/29, (1-day SOFR + 1.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 13300 | 13565665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 04/04/51, (3-mo. CME Term SOFR <br> + 4.50%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 25376 | 23805126 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/23/31, (1-day SOFR + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 18780 | 19450199 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/23/30, (1-day SOFR + 1.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 12405 | 12798873 |
| &nbsp;&nbsp;&nbsp; 5.21%, 12/03/35, (1-day SOFR + 1.38%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14315 | 14780594 |
| &nbsp;&nbsp;&nbsp; 5.24%, 01/24/31, (1-day SOFR + 1.11%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8070 | 8383696 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/07/35 | &nbsp;&nbsp;&nbsp; 4670 | 4970614 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/02/43 | &nbsp;&nbsp;&nbsp; 9088 | 8945745 |
| &nbsp;&nbsp;&nbsp; 5.39%, 04/24/34, (1-day SOFR + 2.02%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14440 | 15135615 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/23/35, (1-day SOFR + 1.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15535 | 16344530 |
| &nbsp;&nbsp;&nbsp; 5.56%, 07/25/34, (1-day SOFR + 1.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 22249 | 23531887 |
| &nbsp;&nbsp;&nbsp; 5.57%, 07/25/29, (1-day SOFR + 1.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 14160 | 14679676 |
| &nbsp;&nbsp;&nbsp; 5.61%, 04/23/36, (1-day SOFR + 1.74%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10900 | 11548208 |
| &nbsp;&nbsp;&nbsp; 5.61%, 01/15/44 | &nbsp;&nbsp;&nbsp; 11060 | 11141266 |
| &nbsp;&nbsp;&nbsp; 5.71%, 04/22/28, (1-day SOFR + 0.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15725 | 16062884 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/86 | &nbsp;&nbsp;&nbsp; 2871 | 3002189 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/23/29, (1-day SOFR + 1.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 9030 | 9563271 |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/23/34, (1-day SOFR + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15170 | 16962663 |
| &nbsp;&nbsp;&nbsp; Series B, 7.95%, 11/15/29 | &nbsp;&nbsp;&nbsp; 2589 | 2904118 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series W, 4.90%, 01/24/28, (1-day SOFR + <br> 0.78%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10660 | 10752909 |
| Wells Fargo Bank NA |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/11/26 | &nbsp;&nbsp;&nbsp; 9955 | 10084016 |
| &nbsp;&nbsp;&nbsp; 5.85%, 02/01/37 | &nbsp;&nbsp;&nbsp; 5389 | 5732871 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/26/36 | &nbsp;&nbsp;&nbsp; 2872 | 3085076 |
| &nbsp;&nbsp;&nbsp; 6.60%, 01/15/38 | &nbsp;&nbsp;&nbsp; 6461 | 7319893 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/20/28 | &nbsp;&nbsp;&nbsp; 5660 | 5367188 |
| &nbsp;&nbsp;&nbsp; 2.15%, 06/03/31 | &nbsp;&nbsp;&nbsp; 5690 | 5172111 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/16/30 | &nbsp;&nbsp;&nbsp; 3364 | 3199512 |
| &nbsp;&nbsp;&nbsp; 2.67%, 11/15/35, (5-year CMT + 1.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7329 | 6638028 |
| &nbsp;&nbsp;&nbsp; 2.96%, 11/16/40 | &nbsp;&nbsp;&nbsp; 5198 | 4021977 |
| &nbsp;&nbsp;&nbsp; 3.02%, 11/18/36, (5-year CMT + 1.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6120 | 5537363 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/18/41 | &nbsp;&nbsp;&nbsp; 5374 | 4114427 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/08/27 | &nbsp;&nbsp;&nbsp; 5145 | 5117757 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/25/28 | &nbsp;&nbsp;&nbsp; 4655 | 4616241 |
| &nbsp;&nbsp;&nbsp; 4.04%, 08/26/27 | &nbsp;&nbsp;&nbsp; 2346 | 2356797 |
| &nbsp;&nbsp;&nbsp; 4.11%, 07/24/34, (5-year CMT + 2.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5418 | 5337186 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/01/30 | &nbsp;&nbsp;&nbsp; 4270 | 4330688 |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/39 | &nbsp;&nbsp;&nbsp; 4431 | 4151538 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/16/29 | &nbsp;&nbsp;&nbsp; 3440 | 3568680 |
| &nbsp;&nbsp;&nbsp; 5.41%, 08/10/33, (1-year CMT + 2.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3150 | 3268902 |
| &nbsp;&nbsp;&nbsp; 5.46%, 11/18/27 | &nbsp;&nbsp;&nbsp; 6037 | 6227871 |
| &nbsp;&nbsp;&nbsp; 5.54%, 11/17/28 | &nbsp;&nbsp;&nbsp; 5115 | 5359916 |
| &nbsp;&nbsp;&nbsp; 5.62%, 11/20/35, (1-year CMT + 1.20%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6575 | 6829917 |
| &nbsp;&nbsp;&nbsp; 6.82%, 11/17/33 | &nbsp;&nbsp;&nbsp; 3545 | 3988741 |
| Wintrust Financial Corp., 4.85%, 06/06/29 | &nbsp;&nbsp;&nbsp; 1032 | 1027713 |
| Zions Bancorp N.A. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/29/29 | &nbsp;&nbsp;&nbsp; 2191 | 2042721 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/18/28, (1-day SOFR + 1.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1250 | 1247941 |
| &nbsp;&nbsp;&nbsp; Zions Bancorp NA, 6.82%, 11/19/35, (1-day <br> SOFR + 2.83%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1260 | 1341589 |
|  |  | 7087062024 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages — 0.5%** | **Beverages — 0.5%** | **Beverages — 0.5%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch <br> Companies LLC/Anheuser-Busch InBev <br> Worldwide Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | &nbsp;&nbsp;&nbsp; $23778 | $23790149 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | &nbsp;&nbsp;&nbsp; 39671 | 37348681 |
| Anheuser-Busch InBev Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/43 | &nbsp;&nbsp;&nbsp; 160 | 136197 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/44 | &nbsp;&nbsp;&nbsp; 3093 | 2827003 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | &nbsp;&nbsp;&nbsp; 3556 | 3546409 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | &nbsp;&nbsp;&nbsp; 6424 | 6024067 |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 8751 | 8570777 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/38 | &nbsp;&nbsp;&nbsp; 3648 | 3510601 |
| &nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 | &nbsp;&nbsp;&nbsp; 8210 | 7187805 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 990 | 904990 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/48 | &nbsp;&nbsp;&nbsp; 1250 | 1130728 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/23/29 | &nbsp;&nbsp;&nbsp; 9384 | 9598972 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 | &nbsp;&nbsp;&nbsp; 2555 | 2285864 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/23/31 | &nbsp;&nbsp;&nbsp; 4724 | 4909434 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/42 | &nbsp;&nbsp;&nbsp; 6785 | 6588407 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/34 | &nbsp;&nbsp;&nbsp; 4518 | 4697329 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 | &nbsp;&nbsp;&nbsp; 9315 | 9760553 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 | &nbsp;&nbsp;&nbsp; 16980 | 17266964 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 | &nbsp;&nbsp;&nbsp; 8736 | 9114053 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/35 | &nbsp;&nbsp;&nbsp; 1690 | 1863245 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/15/39 | &nbsp;&nbsp;&nbsp; 2605 | 3361720 |
| &nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 | &nbsp;&nbsp;&nbsp; 6141 | 7985694 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 | &nbsp;&nbsp;&nbsp; 1674 | 1521938 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/45 | &nbsp;&nbsp;&nbsp; 3070 | 2700504 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/33 | &nbsp;&nbsp;&nbsp; 3010 | 3061896 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 6834 | 6441883 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5020 | 4409256 |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/01/27 | &nbsp;&nbsp;&nbsp; 5302 | 5130470 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/05/28 | &nbsp;&nbsp;&nbsp; 4542 | 4335277 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 6889 | 6243944 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/05/31 | &nbsp;&nbsp;&nbsp; 4496 | 4086938 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | &nbsp;&nbsp;&nbsp; 5913 | 5572792 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/05/32 | &nbsp;&nbsp;&nbsp; 9475 | 8600518 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/40 | &nbsp;&nbsp;&nbsp; 5348 | 4031495 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/51 | &nbsp;&nbsp;&nbsp; 7265 | 4458976 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 | &nbsp;&nbsp;&nbsp; 7404 | 4693190 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60 | &nbsp;&nbsp;&nbsp; 5676 | 3422683 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/05/41 | &nbsp;&nbsp;&nbsp; 3800 | 2949987 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/25/27 | &nbsp;&nbsp;&nbsp; 4482 | 4434025 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/51 | &nbsp;&nbsp;&nbsp; 6345 | 4334101 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/25/27 | &nbsp;&nbsp;&nbsp; 6737 | 6714207 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/25/30 | &nbsp;&nbsp;&nbsp; 6563 | 6448009 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/25/50 | &nbsp;&nbsp;&nbsp; 3616 | 3098204 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/14/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3325 | 3416428 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/34 | &nbsp;&nbsp;&nbsp; 4265 | 4475929 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/14/55 | &nbsp;&nbsp;&nbsp; 4555 | 4494306 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/13/54 | &nbsp;&nbsp;&nbsp; 4405 | 4395886 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 | &nbsp;&nbsp;&nbsp; 6835 | 6806366 |
| Coca-Cola Consolidated Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/29 | &nbsp;&nbsp;&nbsp; 3940 | 4084652 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 | &nbsp;&nbsp;&nbsp; 2455 | 2586113 |
| Coca-Cola Femsa SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/01/32 | &nbsp;&nbsp;&nbsp; 4098 | 3451555 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/22/30 | &nbsp;&nbsp;&nbsp; 6088 | 5756611 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/06/35 | &nbsp;&nbsp;&nbsp; $1160 | $1177698 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/26/43 | &nbsp;&nbsp;&nbsp; 2412 | 2374571 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/01/31 | &nbsp;&nbsp;&nbsp; 1560 | 1383528 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3475 | 3271127 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/29 | &nbsp;&nbsp;&nbsp; 4522 | 4361662 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/09/27 | &nbsp;&nbsp;&nbsp; 3190 | 3163903 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/28 | &nbsp;&nbsp;&nbsp; 3275 | 3242643 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/06/26 | &nbsp;&nbsp;&nbsp; 3625 | 3613736 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/50 | &nbsp;&nbsp;&nbsp; 2895 | 2147035 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/48 | &nbsp;&nbsp;&nbsp; 3011 | 2396232 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/09/27 | &nbsp;&nbsp;&nbsp; 3285 | 3298845 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/09/47 | &nbsp;&nbsp;&nbsp; 2355 | 1983236 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/28 | &nbsp;&nbsp;&nbsp; 2917 | 2960445 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/09/32 | &nbsp;&nbsp;&nbsp; 1175 | 1186341 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2070 | 2106666 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/01/30 | &nbsp;&nbsp;&nbsp; 1665 | 1695433 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3915 | 3944307 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1910 | 1894226 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/48 | &nbsp;&nbsp;&nbsp; 2480 | 2327204 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/29/30 | &nbsp;&nbsp;&nbsp; 6106 | 5585410 |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/29/32 | &nbsp;&nbsp;&nbsp; 4003 | 3490637 |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/24/29 | &nbsp;&nbsp;&nbsp; 3865 | 3638844 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/18/28 | &nbsp;&nbsp;&nbsp; 3589 | 3585931 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/29/43 | &nbsp;&nbsp;&nbsp; 2532 | 2110738 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/24/27 | &nbsp;&nbsp;&nbsp; 5085 | 5210381 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/24/33 | &nbsp;&nbsp;&nbsp; 3797 | 4026367 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/05/33 | &nbsp;&nbsp;&nbsp; 3710 | 3968607 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/30/36 | &nbsp;&nbsp;&nbsp; 3370 | 3673563 |
| Diageo Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/11/42 | &nbsp;&nbsp;&nbsp; 2082 | 1814909 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/15/30 | &nbsp;&nbsp;&nbsp; 1530 | 1589987 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/35 | &nbsp;&nbsp;&nbsp; 860 | 916818 |
| &nbsp;&nbsp;&nbsp; 7.45%, 04/15/35 | &nbsp;&nbsp;&nbsp; 3590 | 4346235 |
| Fomento Economico Mexicano SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/16/50 | &nbsp;&nbsp;&nbsp; 675 | 499920 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/10/43 | &nbsp;&nbsp;&nbsp; 900 | 796698 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2738 | 2440145 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 3304 | 3136056 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/51 | &nbsp;&nbsp;&nbsp; 2480 | 1675234 |
| &nbsp;&nbsp;&nbsp; 3.43%, 06/15/27 | &nbsp;&nbsp;&nbsp; 4158 | 4114089 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 | &nbsp;&nbsp;&nbsp; 3560 | 2621963 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/15/29 | &nbsp;&nbsp;&nbsp; 5935 | 5863942 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/32 | &nbsp;&nbsp;&nbsp; 3865 | 3721162 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/28 | &nbsp;&nbsp;&nbsp; 4515 | 4528686 |
| &nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 | &nbsp;&nbsp;&nbsp; 2007 | 1660383 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 | &nbsp;&nbsp;&nbsp; 2770 | 2355971 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/52 | &nbsp;&nbsp;&nbsp; 4630 | 3802484 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/25/28 | &nbsp;&nbsp;&nbsp; 3510 | 3537042 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | &nbsp;&nbsp;&nbsp; 2145 | 2154735 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3075 | 3138807 |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/25/48 | &nbsp;&nbsp;&nbsp; 2030 | 1828102 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/27 | &nbsp;&nbsp;&nbsp; 2185 | 2207163 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/35 | &nbsp;&nbsp;&nbsp; 2545 | 2560145 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/34 | &nbsp;&nbsp;&nbsp; 2190 | 2234276 |
| &nbsp;&nbsp;&nbsp; Series 10, 5.20%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2815 | 2888690 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 | &nbsp;&nbsp;&nbsp; 8382 | 6863345 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/42 | &nbsp;&nbsp;&nbsp; 5322 | 4961773 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 02/25/31 | &nbsp;&nbsp;&nbsp; $4220 | $3703169 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/01/30 | &nbsp;&nbsp;&nbsp; 7648 | 6939410 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/21/31 | &nbsp;&nbsp;&nbsp; 5685 | 5055244 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/19/27 | &nbsp;&nbsp;&nbsp; 3498 | 3448218 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/29/29 | &nbsp;&nbsp;&nbsp; 5398 | 5163728 |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/21/41 | &nbsp;&nbsp;&nbsp; 3450 | 2533185 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/19/30 | &nbsp;&nbsp;&nbsp; 7228 | 6877484 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/21/51 | &nbsp;&nbsp;&nbsp; 4440 | 2854135 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 | &nbsp;&nbsp;&nbsp; 4277 | 2883681 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/27 | &nbsp;&nbsp;&nbsp; 7236 | 7147128 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 | &nbsp;&nbsp;&nbsp; 2250 | 1661185 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/06/46 | &nbsp;&nbsp;&nbsp; 3949 | 3040970 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/19/40 | &nbsp;&nbsp;&nbsp; 1965 | 1677168 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/18/28 | &nbsp;&nbsp;&nbsp; 5055 | 5041086 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/13/42 | &nbsp;&nbsp;&nbsp; 1635 | 1350419 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 | &nbsp;&nbsp;&nbsp; 3969 | 3060705 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | &nbsp;&nbsp;&nbsp; 1095 | 849338 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/18/32 | &nbsp;&nbsp;&nbsp; 6120 | 6044799 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/05/42 | &nbsp;&nbsp;&nbsp; 2290 | 2002815 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 | &nbsp;&nbsp;&nbsp; 2535 | 2115809 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/29 | &nbsp;&nbsp;&nbsp; 3320 | 3341232 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/18/52 | &nbsp;&nbsp;&nbsp; 2355 | 1966929 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/44 | &nbsp;&nbsp;&nbsp; 1480 | 1303849 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/23/30 | &nbsp;&nbsp;&nbsp; 2020 | 2047593 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/07/27 | &nbsp;&nbsp;&nbsp; 1740 | 1752646 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/07/28 | &nbsp;&nbsp;&nbsp; 2100 | 2131766 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/28 | &nbsp;&nbsp;&nbsp; 3840 | 3903728 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4020 | 4103536 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 | &nbsp;&nbsp;&nbsp; 4385 | 3942342 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/17/29 | &nbsp;&nbsp;&nbsp; 4495 | 4593337 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/07/30 | &nbsp;&nbsp;&nbsp; 2030 | 2080764 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/32 | &nbsp;&nbsp;&nbsp; 2700 | 2767543 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/53 | &nbsp;&nbsp;&nbsp; 2095 | 1885615 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/17/34 | &nbsp;&nbsp;&nbsp; 3690 | 3789534 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/01/40 | &nbsp;&nbsp;&nbsp; 1860 | 1834388 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 2066833 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/23/35 | &nbsp;&nbsp;&nbsp; 4150 | 4281840 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/54 | &nbsp;&nbsp;&nbsp; 3415 | 3383358 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 1990 | 2108026 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 3645 | 3987471 |
| Pepsico Singapore Financing I Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/16/29 | &nbsp;&nbsp;&nbsp; 2010 | 2050249 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/16/27 | &nbsp;&nbsp;&nbsp; 2310 | 2332297 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/16/34 | &nbsp;&nbsp;&nbsp; 2530 | 2560534 |
|  |  | 608310943 |
| **Biotechnology — 0.3%** | **Biotechnology — 0.3%** | **Biotechnology — 0.3%** |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 08/15/28 | &nbsp;&nbsp;&nbsp; 6238 | 5866732 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/32 | &nbsp;&nbsp;&nbsp; 5520 | 4819899 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/21/27 | &nbsp;&nbsp;&nbsp; 5067 | 4957800 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/25/31 | &nbsp;&nbsp;&nbsp; 6006 | 5451855 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/21/30 | &nbsp;&nbsp;&nbsp; 5262 | 4903510 |
| &nbsp;&nbsp;&nbsp; 2.77%, 09/01/53 | &nbsp;&nbsp;&nbsp; 4045 | 2457080 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/41 | &nbsp;&nbsp;&nbsp; 3465 | 2565275 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/22/29 | &nbsp;&nbsp;&nbsp; 2985 | 2891052 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | &nbsp;&nbsp;&nbsp; 4317 | 2866533 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 | &nbsp;&nbsp;&nbsp; 4942 | 3948251 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/02/27 | &nbsp;&nbsp;&nbsp; 5777 | 5697844 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/22/32 | &nbsp;&nbsp;&nbsp; 3691 | 3490023 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 | &nbsp;&nbsp;&nbsp; 7445 | 5415475 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/18/29 | &nbsp;&nbsp;&nbsp; $6280 | $6272665 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/33 | &nbsp;&nbsp;&nbsp; 4250 | 4174168 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 | &nbsp;&nbsp;&nbsp; 3559 | 2872762 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 | &nbsp;&nbsp;&nbsp; 10209 | 8892125 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 | &nbsp;&nbsp;&nbsp; 4731 | 3788114 |
| &nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 | &nbsp;&nbsp;&nbsp; 6429 | 5597825 |
| &nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 | &nbsp;&nbsp;&nbsp; 13850 | 12127748 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/53 | &nbsp;&nbsp;&nbsp; 4965 | 4472036 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/41 | &nbsp;&nbsp;&nbsp; 3292 | 3152503 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/02/28 | &nbsp;&nbsp;&nbsp; 17355 | 17758931 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 | &nbsp;&nbsp;&nbsp; 3765 | 3690958 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/30 | &nbsp;&nbsp;&nbsp; 13070 | 13579212 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/02/33 | &nbsp;&nbsp;&nbsp; 16860 | 17578712 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/43 | &nbsp;&nbsp;&nbsp; 12460 | 12710662 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/42 | &nbsp;&nbsp;&nbsp; 2290 | 2352803 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 | &nbsp;&nbsp;&nbsp; 17275 | 17355704 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/40 | &nbsp;&nbsp;&nbsp; 1250 | 1314746 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 | &nbsp;&nbsp;&nbsp; 11385 | 11424510 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/01/37 | &nbsp;&nbsp;&nbsp; 2665 | 2987971 |
| &nbsp;&nbsp;&nbsp; 6.40%, 02/01/39 | &nbsp;&nbsp;&nbsp; 3065 | 3417057 |
| Baxalta Inc., 5.25%, 06/23/45 | &nbsp;&nbsp;&nbsp; 2588 | 2506618 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/01/30 | &nbsp;&nbsp;&nbsp; 8040 | 7394699 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 | &nbsp;&nbsp;&nbsp; 6966 | 4610665 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 | &nbsp;&nbsp;&nbsp; 3361 | 2249015 |
| &nbsp;&nbsp;&nbsp; 5.05%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1285 | 1329093 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/45 | &nbsp;&nbsp;&nbsp; 5352 | 5022182 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/35 | &nbsp;&nbsp;&nbsp; 1975 | 2100491 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/15/55 | &nbsp;&nbsp;&nbsp; 3015 | 3235457 |
| Bio-Rad Laboratories Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 2931 | 2900027 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/32 | &nbsp;&nbsp;&nbsp; 4200 | 3963254 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/01/27 | &nbsp;&nbsp;&nbsp; 4717 | 4504632 |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/01/30 | &nbsp;&nbsp;&nbsp; 5928 | 5309749 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 | &nbsp;&nbsp;&nbsp; 4626 | 3455795 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/50 | &nbsp;&nbsp;&nbsp; 7425 | 4819180 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/27 | &nbsp;&nbsp;&nbsp; 7429 | 7350669 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 | &nbsp;&nbsp;&nbsp; 4383 | 4124773 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 | &nbsp;&nbsp;&nbsp; 8290 | 7007645 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 6800 | 6124454 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/35 | &nbsp;&nbsp;&nbsp; 5293 | 5282210 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 | &nbsp;&nbsp;&nbsp; 10583 | 9776460 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | &nbsp;&nbsp;&nbsp; 3160 | 3256533 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 | &nbsp;&nbsp;&nbsp; 5931 | 5558724 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/35 | &nbsp;&nbsp;&nbsp; 4450 | 4604747 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2965 | 3128088 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/54 | &nbsp;&nbsp;&nbsp; 4110 | 4149732 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/53 | &nbsp;&nbsp;&nbsp; 4870 | 4954678 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/64 | &nbsp;&nbsp;&nbsp; 3255 | 3304699 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 | &nbsp;&nbsp;&nbsp; 4447 | 4666330 |
| Illumina Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/23/31 | &nbsp;&nbsp;&nbsp; 1055 | 955121 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/12/30 | &nbsp;&nbsp;&nbsp; 1650 | 1659017 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/13/27 | &nbsp;&nbsp;&nbsp; 3790 | 3891758 |
| Regeneron Pharmaceuticals Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | &nbsp;&nbsp;&nbsp; 7002 | 6250394 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/50 | &nbsp;&nbsp;&nbsp; 3373 | 2117236 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/02/27 | &nbsp;&nbsp;&nbsp; 4776 | 4586337 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/02/31 | &nbsp;&nbsp;&nbsp; 2989 | 2624507 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Biotechnology (continued)** | **Biotechnology (continued)** | **Biotechnology (continued)** |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/02/30 | &nbsp;&nbsp;&nbsp; $4349 | $3944564 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 | &nbsp;&nbsp;&nbsp; 4762 | 3734956 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 | &nbsp;&nbsp;&nbsp; 3250 | 2189240 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/02/50 | &nbsp;&nbsp;&nbsp; 4497 | 3161671 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/25/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1890 | 1884586 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/02/29 | &nbsp;&nbsp;&nbsp; 3210 | 3299328 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/25/35 | &nbsp;&nbsp;&nbsp; 2050 | 2073397 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/02/34 | &nbsp;&nbsp;&nbsp; 2535 | 2606866 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/02/54 | &nbsp;&nbsp;&nbsp; 2385 | 2383459 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/55 | &nbsp;&nbsp;&nbsp; 2635 | 2659724 |
|  |  | 387565301 |
| **Building Materials — 0.2%** | **Building Materials — 0.2%** | **Building Materials — 0.2%** |
| Amrize Finance U.S. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/07/27<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1020 | 1026452 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/07/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1540 | 1559347 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/07/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1140 | 1169957 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/07/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1380 | 1430794 |
| Carlisle Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/32 | &nbsp;&nbsp;&nbsp; 2490 | 2173185 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/01/30 | &nbsp;&nbsp;&nbsp; 4119 | 3887856 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/27 | &nbsp;&nbsp;&nbsp; 3035 | 3019377 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/35 | &nbsp;&nbsp;&nbsp; 1010 | 1032375 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/40 | &nbsp;&nbsp;&nbsp; 1165 | 1183714 |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.49%, 02/15/27 | &nbsp;&nbsp;&nbsp; 3528 | 3463749 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 3770 | 3491383 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/15/30 | &nbsp;&nbsp;&nbsp; 9518 | 8969462 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/05/40 | &nbsp;&nbsp;&nbsp; 7465 | 6093377 |
| &nbsp;&nbsp;&nbsp; 3.58%, 04/05/50 | &nbsp;&nbsp;&nbsp; 6378 | 4783125 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/34 | &nbsp;&nbsp;&nbsp; 2902 | 3133546 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/54 | &nbsp;&nbsp;&nbsp; 2199 | 2411111 |
| CRH America Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/09/31 | &nbsp;&nbsp;&nbsp; 3785 | 3791659 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/36 | &nbsp;&nbsp;&nbsp; 3505 | 3541155 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/21/34 | &nbsp;&nbsp;&nbsp; 1650 | 1719664 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/09/35 | &nbsp;&nbsp;&nbsp; 3430 | 3597339 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/09/56 | &nbsp;&nbsp;&nbsp; 3195 | 3203909 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/09/55 | &nbsp;&nbsp;&nbsp; 1080 | 1126260 |
| CRH SMW Finance DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/09/30 | &nbsp;&nbsp;&nbsp; 2780 | 2866727 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/21/29 | &nbsp;&nbsp;&nbsp; 2300 | 2375650 |
| Eagle Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/31 | &nbsp;&nbsp;&nbsp; 2700 | 2454187 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/36 | &nbsp;&nbsp;&nbsp; 1325 | 1311467 |
| Fortune Brands Innovations Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/29 | &nbsp;&nbsp;&nbsp; 3977 | 3830635 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/25/32 | &nbsp;&nbsp;&nbsp; 2255 | 2164460 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/25/52 | &nbsp;&nbsp;&nbsp; 2917 | 2387246 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/33 | &nbsp;&nbsp;&nbsp; 2584 | 2742020 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/47 | &nbsp;&nbsp;&nbsp; 2687 | 2351628 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/02/44 | &nbsp;&nbsp;&nbsp; 2685 | 2412045 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/02/64<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 2307 | 2026837 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 1249 | 1369929 |
| &nbsp;&nbsp;&nbsp; Johnson Controls International PLC/Tyco Fire <br> & Security Finance SCA<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/15/30 | &nbsp;&nbsp;&nbsp; 3445 | 3082591 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/16/31 | &nbsp;&nbsp;&nbsp; 2655 | 2341877 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/32 | &nbsp;&nbsp;&nbsp; 2990 | 3062487 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/19/29 | &nbsp;&nbsp;&nbsp; 3235 | 3374341 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Building Materials (continued)** | **Building Materials (continued)** | **Building Materials (continued)** |
| Lennox International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/01/27 | &nbsp;&nbsp;&nbsp; $1993 | $1917545 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 2670 | 2764510 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 07/15/31 | &nbsp;&nbsp;&nbsp; 2280 | 2060150 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 | &nbsp;&nbsp;&nbsp; 5170 | 3543629 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | &nbsp;&nbsp;&nbsp; 2383 | 2366644 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/27 | &nbsp;&nbsp;&nbsp; 3614 | 3578848 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 | &nbsp;&nbsp;&nbsp; 4115 | 3461264 |
| &nbsp;&nbsp;&nbsp; 5.15%, 12/01/34 | &nbsp;&nbsp;&nbsp; 1880 | 1930776 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/54 | &nbsp;&nbsp;&nbsp; 2240 | 2224622 |
| &nbsp;&nbsp;&nbsp; Series CB, 2.50%, 03/15/30 | &nbsp;&nbsp;&nbsp; 3516 | 3279789 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 3477 | 3279902 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/30 | &nbsp;&nbsp;&nbsp; 2324 | 2084774 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | &nbsp;&nbsp;&nbsp; 2640 | 2342748 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/51 | &nbsp;&nbsp;&nbsp; 2021 | 1351591 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; 2338 | 2314728 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2265 | 1952773 |
| Mohawk Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1700 | 1648690 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/18/28 | &nbsp;&nbsp;&nbsp; 1825 | 1902214 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; 1040 | 1008282 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/01/30 | &nbsp;&nbsp;&nbsp; 2115 | 2077280 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 3413 | 3388452 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/47 | &nbsp;&nbsp;&nbsp; 4926 | 4057221 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 | &nbsp;&nbsp;&nbsp; 3134 | 2602459 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/27 | &nbsp;&nbsp;&nbsp; 1920 | 1959164 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3580 | 3779361 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1235 | 1267123 |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/36 | &nbsp;&nbsp;&nbsp; 1605 | 1843419 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/21/29 | &nbsp;&nbsp;&nbsp; 4760 | 4727963 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/21/49 | &nbsp;&nbsp;&nbsp; 1925 | 1683443 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/44 | &nbsp;&nbsp;&nbsp; 1493 | 1372449 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/13/34 | &nbsp;&nbsp;&nbsp; 2735 | 2826132 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/03/33 | &nbsp;&nbsp;&nbsp; 1665 | 1741764 |
| Trane Technologies Holdco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/21/28 | &nbsp;&nbsp;&nbsp; 3983 | 3965796 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 | &nbsp;&nbsp;&nbsp; 1838 | 1573256 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/43 | &nbsp;&nbsp;&nbsp; 2372 | 2509301 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 4265 | 4140277 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/27 | &nbsp;&nbsp;&nbsp; 2660 | 2656729 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 3489 | 3056367 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 | &nbsp;&nbsp;&nbsp; 2538 | 2270505 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/29 | &nbsp;&nbsp;&nbsp; 2175 | 2236661 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/34 | &nbsp;&nbsp;&nbsp; 3490 | 3635897 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/54 | &nbsp;&nbsp;&nbsp; 3535 | 3606313 |
|  |  | 213953734 |
| **Chemicals — 0.3%** | **Chemicals — 0.3%** | **Chemicals — 0.3%** |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/15/27 | &nbsp;&nbsp;&nbsp; 6677 | 6494351 |
| &nbsp;&nbsp;&nbsp; 2.05%, 05/15/30 | &nbsp;&nbsp;&nbsp; 3997 | 3677406 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 | &nbsp;&nbsp;&nbsp; 4211 | 3199110 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/50 | &nbsp;&nbsp;&nbsp; 5432 | 3548279 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/11/28 | &nbsp;&nbsp;&nbsp; 2480 | 2506146 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | &nbsp;&nbsp;&nbsp; 5280 | 5385172 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/08/31 | &nbsp;&nbsp;&nbsp; 3525 | 3622184 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/03/33 | &nbsp;&nbsp;&nbsp; 3625 | 3717631 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | &nbsp;&nbsp;&nbsp; $4660 | $4766000 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/11/32 | &nbsp;&nbsp;&nbsp; 1600 | 1654693 |
| Albemarle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/27 | &nbsp;&nbsp;&nbsp; 4395 | 4408044 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2740 | 2751868 |
| &nbsp;&nbsp;&nbsp; 5.45%, 12/01/44 | &nbsp;&nbsp;&nbsp; 2040 | 1879086 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/52 | &nbsp;&nbsp;&nbsp; 2230 | 2020661 |
| Cabot Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 1870 | 1854510 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/30/32 | &nbsp;&nbsp;&nbsp; 2390 | 2437309 |
| CF Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/43 | &nbsp;&nbsp;&nbsp; 4120 | 3739331 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 3956 | 3993582 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/26/35 | &nbsp;&nbsp;&nbsp; 3300 | 3324587 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/44 | &nbsp;&nbsp;&nbsp; 3162 | 3011337 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 11/15/30 | &nbsp;&nbsp;&nbsp; 2511 | 2225810 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 | &nbsp;&nbsp;&nbsp; 3521 | 2338494 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/34 | &nbsp;&nbsp;&nbsp; 2634 | 2429920 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 | &nbsp;&nbsp;&nbsp; 6676 | 5393933 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 | &nbsp;&nbsp;&nbsp; 3685 | 3004405 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/30/28 | &nbsp;&nbsp;&nbsp; 4487 | 4551399 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | &nbsp;&nbsp;&nbsp; 3495 | 3486732 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/49 | &nbsp;&nbsp;&nbsp; 3685 | 2968428 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1785 | 1785680 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 | &nbsp;&nbsp;&nbsp; 4141 | 3796331 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2145 | 2137078 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/30/48 | &nbsp;&nbsp;&nbsp; 4248 | 3814551 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54 | &nbsp;&nbsp;&nbsp; 2045 | 1824886 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2435 | 2448090 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/55 | &nbsp;&nbsp;&nbsp; 2345 | 2193518 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/15/33 | &nbsp;&nbsp;&nbsp; 1695 | 1813042 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3000 | 3153341 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/01/29 | &nbsp;&nbsp;&nbsp; 4081 | 4521920 |
| &nbsp;&nbsp;&nbsp; 9.40%, 05/15/39 | &nbsp;&nbsp;&nbsp; 2577 | 3365224 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.73%, 11/15/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 4690 | 4752880 |
| &nbsp;&nbsp;&nbsp; 5.32%, 11/15/38 | &nbsp;&nbsp;&nbsp; 4789 | 4887117 |
| &nbsp;&nbsp;&nbsp; 5.42%, 11/15/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1867 | 1779789 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | &nbsp;&nbsp;&nbsp; 2056 | 2070872 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 | &nbsp;&nbsp;&nbsp; 4503 | 3854235 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2747 | 2453262 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/29 | &nbsp;&nbsp;&nbsp; 3205 | 3269845 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/20/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2580 | 2667804 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/08/33 | &nbsp;&nbsp;&nbsp; 2435 | 2557225 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/30/31 | &nbsp;&nbsp;&nbsp; 2920 | 2537678 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/27 | &nbsp;&nbsp;&nbsp; 3607 | 3516976 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/01/32 | &nbsp;&nbsp;&nbsp; 3390 | 3000204 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/15/50 | &nbsp;&nbsp;&nbsp; 2708 | 1521224 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/15/51 | &nbsp;&nbsp;&nbsp; 5125 | 3228738 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/18/55 | &nbsp;&nbsp;&nbsp; 5154 | 3170482 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/27 | &nbsp;&nbsp;&nbsp; 2975 | 2943927 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | &nbsp;&nbsp;&nbsp; 1530 | 1253993 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/28 | &nbsp;&nbsp;&nbsp; 1975 | 1994734 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/24/30 | &nbsp;&nbsp;&nbsp; 3558 | 3658961 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/35 | &nbsp;&nbsp;&nbsp; 2235 | 2296625 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 3540 | 3638129 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/08/41 | &nbsp;&nbsp;&nbsp; 805 | 834672 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| EIDP Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 07/15/30 | &nbsp;&nbsp;&nbsp; $4102 | $3803544 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1840 | 1849668 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 2370 | 2441477 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/29 | &nbsp;&nbsp;&nbsp; 3336 | 3022671 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 | &nbsp;&nbsp;&nbsp; 2495 | 1634276 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/18/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2695 | 2466622 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2465 | 1990672 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/47 | &nbsp;&nbsp;&nbsp; 2719 | 2218023 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/28 | &nbsp;&nbsp;&nbsp; 1885 | 1893999 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/26/48 | &nbsp;&nbsp;&nbsp; 3027 | 2703291 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/10/30 | &nbsp;&nbsp;&nbsp; 5812 | 5097685 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/10/50 | &nbsp;&nbsp;&nbsp; 3135 | 1715063 |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/07/42 | &nbsp;&nbsp;&nbsp; 2742 | 2225400 |
| Lubrizol Corp. (The), 6.50%, 10/01/34 | &nbsp;&nbsp;&nbsp; 1952 | 2220535 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 | &nbsp;&nbsp;&nbsp; 4520 | 3800609 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | &nbsp;&nbsp;&nbsp; 3244 | 2853375 |
| &nbsp;&nbsp;&nbsp; LYB International Finance II BV, 3.50%, <br> 03/02/27<br>| &nbsp;&nbsp;&nbsp; 2460 | 2445909 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/01/30 | &nbsp;&nbsp;&nbsp; 3092 | 2757286 |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/01/40 | &nbsp;&nbsp;&nbsp; 4458 | 3289777 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/51 | &nbsp;&nbsp;&nbsp; 4836 | 3177989 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 | &nbsp;&nbsp;&nbsp; 3300 | 2098426 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 | &nbsp;&nbsp;&nbsp; 4418 | 3241724 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 | &nbsp;&nbsp;&nbsp; 4742 | 3453720 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/31 | &nbsp;&nbsp;&nbsp; 435 | 436651 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34 | &nbsp;&nbsp;&nbsp; 3565 | 3557635 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33 | &nbsp;&nbsp;&nbsp; 3200 | 3254482 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/36 | &nbsp;&nbsp;&nbsp; 650 | 653126 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 955 | 988515 |
| &nbsp;&nbsp;&nbsp; LyondellBasell Industries NV, 4.63%, <br> 02/26/55<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4057 | 3123422 |
| Mosaic Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/27 | &nbsp;&nbsp;&nbsp; 1490 | 1489449 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 | &nbsp;&nbsp;&nbsp; 450 | 451481 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 | &nbsp;&nbsp;&nbsp; 480 | 481845 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/41 | &nbsp;&nbsp;&nbsp; 2000 | 1820269 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/28 | &nbsp;&nbsp;&nbsp; 1520 | 1570674 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/33 | &nbsp;&nbsp;&nbsp; 1817 | 1882604 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 | &nbsp;&nbsp;&nbsp; 1203 | 1170365 |
| NewMarket Corp., 2.70%, 03/18/31 | &nbsp;&nbsp;&nbsp; 2181 | 1996205 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/13/30 | &nbsp;&nbsp;&nbsp; 2439 | 2311054 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/13/50 | &nbsp;&nbsp;&nbsp; 2755 | 2138320 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/26<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3114 | 3110778 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2280 | 2127888 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/29 | &nbsp;&nbsp;&nbsp; 4685 | 4683070 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/12/27 | &nbsp;&nbsp;&nbsp; 1725 | 1734952 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | &nbsp;&nbsp;&nbsp; 3347 | 3407686 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 | &nbsp;&nbsp;&nbsp; 2989 | 2742848 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 3044 | 2784707 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/21/27 | &nbsp;&nbsp;&nbsp; 2520 | 2562043 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/12/32 | &nbsp;&nbsp;&nbsp; 2575 | 2660203 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 | &nbsp;&nbsp;&nbsp; 2667 | 2541288 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/21/34 | &nbsp;&nbsp;&nbsp; 2150 | 2230032 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/01/40 | &nbsp;&nbsp;&nbsp; 1921 | 1954269 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/27/53 | &nbsp;&nbsp;&nbsp; $2380 | $2425428 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/36 | &nbsp;&nbsp;&nbsp; 2909 | 3087291 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/41 | &nbsp;&nbsp;&nbsp; 685 | 724756 |
| PPG Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2277 | 2121306 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/29 | &nbsp;&nbsp;&nbsp; 2075 | 1980341 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/28 | &nbsp;&nbsp;&nbsp; 4811 | 4797407 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2150 | 2154904 |
| Rohm & Haas Co., 7.85%, 07/15/29 | &nbsp;&nbsp;&nbsp; 170 | 189702 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/32 | &nbsp;&nbsp;&nbsp; 2000 | 1822557 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3260 | 3243674 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/48 | &nbsp;&nbsp;&nbsp; 1426 | 1192613 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/29 | &nbsp;&nbsp;&nbsp; 2829 | 2868465 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/45 | &nbsp;&nbsp;&nbsp; 2320 | 2236417 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2947 | 2593528 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/30 | &nbsp;&nbsp;&nbsp; 2703 | 2496982 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/52 | &nbsp;&nbsp;&nbsp; 2380 | 1496740 |
| &nbsp;&nbsp;&nbsp; 2.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 4677 | 4484526 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/15/50 | &nbsp;&nbsp;&nbsp; 2515 | 1748939 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/27 | &nbsp;&nbsp;&nbsp; 8785 | 8708623 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 | &nbsp;&nbsp;&nbsp; 2725 | 2084262 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/42 | &nbsp;&nbsp;&nbsp; 1420 | 1186062 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/28 | &nbsp;&nbsp;&nbsp; 2860 | 2879247 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2170 | 2191744 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 | &nbsp;&nbsp;&nbsp; 5678 | 4927047 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 | &nbsp;&nbsp;&nbsp; 830 | 838638 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/01/45 | &nbsp;&nbsp;&nbsp; 1892 | 1647363 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/31 | &nbsp;&nbsp;&nbsp; 1630 | 1671979 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/35 | &nbsp;&nbsp;&nbsp; 2150 | 2203617 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/41 | &nbsp;&nbsp;&nbsp; 2103 | 1443158 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/51 | &nbsp;&nbsp;&nbsp; 2840 | 1751643 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2245 | 2140482 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/61 | &nbsp;&nbsp;&nbsp; 2504 | 1503851 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/47 | &nbsp;&nbsp;&nbsp; 2505 | 1957541 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/46 | &nbsp;&nbsp;&nbsp; 3190 | 2750976 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/15/35 | &nbsp;&nbsp;&nbsp; 1265 | 1272607 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/55 | &nbsp;&nbsp;&nbsp; 1650 | 1653712 |
|  |  | 393879171 |
| **Commercial Services — 0.3%** | **Commercial Services — 0.3%** | **Commercial Services — 0.3%** |
| &nbsp;&nbsp;&nbsp; American University (The), Series 2019, <br> 3.67%, 04/01/49<br>| &nbsp;&nbsp;&nbsp; 2830 | 2195348 |
| Automatic Data Processing Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/01/30 | &nbsp;&nbsp;&nbsp; 6822 | 6041249 |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/28 | &nbsp;&nbsp;&nbsp; 5685 | 5415770 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/34 | &nbsp;&nbsp;&nbsp; 3505 | 3512073 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/08/32 | &nbsp;&nbsp;&nbsp; 4025 | 4135720 |
| Block Financial LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/28 | &nbsp;&nbsp;&nbsp; 2778 | 2646266 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/30 | &nbsp;&nbsp;&nbsp; 3213 | 3111296 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/15/32 | &nbsp;&nbsp;&nbsp; 1030 | 1044418 |
| Brown University, Series A, 2.92%, 09/01/50 | &nbsp;&nbsp;&nbsp; 2835 | 1921801 |
| &nbsp;&nbsp;&nbsp; California Endowment (The), Series 2021, <br> 2.50%, 04/01/51<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3548 | 2150802 |
| California Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/2119 | &nbsp;&nbsp;&nbsp; 1094 | 715078 |
| &nbsp;&nbsp;&nbsp; 4.32%, 08/01/45 | &nbsp;&nbsp;&nbsp; 1602 | 1424503 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/2111 | &nbsp;&nbsp;&nbsp; 1769 | 1486042 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp;&nbsp; Case Western Reserve University, 5.41%, <br> 06/01/2122<br>| &nbsp;&nbsp;&nbsp; $1453 | $1377689 |
| Cintas Corp. No. 2 |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/27 | &nbsp;&nbsp;&nbsp; 6097 | 6078820 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/32 | &nbsp;&nbsp;&nbsp; 2515 | 2478588 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/28 | &nbsp;&nbsp;&nbsp; 1675 | 1684200 |
| &nbsp;&nbsp;&nbsp; Claremont Mckenna College, 3.78%, <br> 01/01/2122<br>| &nbsp;&nbsp;&nbsp; 830 | 559884 |
| Cornell University |  |  |
| &nbsp;&nbsp;&nbsp; 4.84%, 06/15/34 | &nbsp;&nbsp;&nbsp; 2070 | 2130546 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.17%, 06/15/30 | &nbsp;&nbsp;&nbsp; 1960 | 1975499 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.73%, 06/15/35 | &nbsp;&nbsp;&nbsp; 2050 | 2081365 |
| Duke University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 10/01/44 | &nbsp;&nbsp;&nbsp; 2001 | 1490016 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.76%, 10/01/50 | &nbsp;&nbsp;&nbsp; 1778 | 1170044 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.83%, 10/01/55 | &nbsp;&nbsp;&nbsp; 2710 | 1743852 |
| Emory University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.14%, 09/01/30 | &nbsp;&nbsp;&nbsp; 358 | 329149 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.97%, 09/01/50 | &nbsp;&nbsp;&nbsp; 2073 | 1407566 |
| Equifax Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 09/15/31 | &nbsp;&nbsp;&nbsp; 5415 | 4825473 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/30 | &nbsp;&nbsp;&nbsp; 3296 | 3121523 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/29 | &nbsp;&nbsp;&nbsp; 3690 | 3750174 |
| &nbsp;&nbsp;&nbsp; 5.10%, 12/15/27 | &nbsp;&nbsp;&nbsp; 4310 | 4385651 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/28 | &nbsp;&nbsp;&nbsp; 3540 | 3609696 |
| Ford Foundation (The) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.42%, 06/01/50 | &nbsp;&nbsp;&nbsp; 2760 | 1705683 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.82%, 06/01/70<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3167 | 1864399 |
| George Washington University (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 09/15/45 | &nbsp;&nbsp;&nbsp; 1735 | 1627581 |
| &nbsp;&nbsp;&nbsp; Series 2014, 4.30%, 09/15/44 | &nbsp;&nbsp;&nbsp; 1595 | 1393295 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.13%, 09/15/48 | &nbsp;&nbsp;&nbsp; 3766 | 3135137 |
| Georgetown University (The) |  |  |
| &nbsp;&nbsp;&nbsp; 5.12%, 04/01/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 280 | 266701 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.94%, 04/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1814 | 1201054 |
| &nbsp;&nbsp;&nbsp; Series A, 5.22%, 10/01/2118 | &nbsp;&nbsp;&nbsp; 1286 | 1166204 |
| &nbsp;&nbsp;&nbsp; Series B, 4.32%, 04/01/49 | &nbsp;&nbsp;&nbsp; 2413 | 2047403 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 01/15/27 | &nbsp;&nbsp;&nbsp; 4647 | 4539277 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/30 | &nbsp;&nbsp;&nbsp; 4389 | 4067613 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/15/31 | &nbsp;&nbsp;&nbsp; 4039 | 3617806 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/29 | &nbsp;&nbsp;&nbsp; 6072 | 5777947 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/49 | &nbsp;&nbsp;&nbsp; 3909 | 2930839 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/28 | &nbsp;&nbsp;&nbsp; 3000 | 3003948 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/28 | &nbsp;&nbsp;&nbsp; 4400 | 4415407 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/30 | &nbsp;&nbsp;&nbsp; 3760 | 3772055 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/27 | &nbsp;&nbsp;&nbsp; 2869 | 2896401 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/32 | &nbsp;&nbsp;&nbsp; 3175 | 3186904 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/29 | &nbsp;&nbsp;&nbsp; 2620 | 2681897 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/32 | &nbsp;&nbsp;&nbsp; 3650 | 3715001 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/15/35 | &nbsp;&nbsp;&nbsp; 4400 | 4395623 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3705 | 3558416 |
| GXO Logistics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/31 | &nbsp;&nbsp;&nbsp; 2852 | 2552031 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/29 | &nbsp;&nbsp;&nbsp; 3460 | 3635885 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/06/34 | &nbsp;&nbsp;&nbsp; 2680 | 2885132 |
| Howard University, 5.21%, 10/01/52 | &nbsp;&nbsp;&nbsp; 978 | 855286 |
| J Paul Getty Trust (The), 4.91%, 04/01/35 | &nbsp;&nbsp;&nbsp; 2100 | 2165075 |
| Johns Hopkins University |  |  |
| &nbsp;&nbsp;&nbsp; 4.71%, 07/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1450 | 1488896 |
| &nbsp;&nbsp;&nbsp; Series 2013, 4.08%, 07/01/53 | &nbsp;&nbsp;&nbsp; 2283 | 1886391 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp;&nbsp; Series A, 2.81%, 01/01/60 | &nbsp;&nbsp;&nbsp; $1785 | $1061833 |
| Leland Stanford Junior University (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.29%, 06/01/27 | &nbsp;&nbsp;&nbsp; 1380 | 1331811 |
| &nbsp;&nbsp;&nbsp; 2.41%, 06/01/50 | &nbsp;&nbsp;&nbsp; 2355 | 1448520 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/01/48 | &nbsp;&nbsp;&nbsp; 3541 | 2849276 |
| &nbsp;&nbsp;&nbsp; 4.68%, 03/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2100 | 2137927 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.15%, 08/01/30 | &nbsp;&nbsp;&nbsp; 2100 | 2117794 |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/01/52 | &nbsp;&nbsp;&nbsp; 2608 | 1807848 |
| &nbsp;&nbsp;&nbsp; 3.89%, 07/01/2116 | &nbsp;&nbsp;&nbsp; 708 | 507779 |
| &nbsp;&nbsp;&nbsp; 3.96%, 07/01/38 | &nbsp;&nbsp;&nbsp; 819 | 765562 |
| &nbsp;&nbsp;&nbsp; 4.68%, 07/01/2114 | &nbsp;&nbsp;&nbsp; 2478 | 2124041 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/01/2111 | &nbsp;&nbsp;&nbsp; 3170 | 3225623 |
| &nbsp;&nbsp;&nbsp; 5.62%, 06/01/55 | &nbsp;&nbsp;&nbsp; 2430 | 2565931 |
| &nbsp;&nbsp;&nbsp; Series F, 2.99%, 07/01/50 | &nbsp;&nbsp;&nbsp; 2636 | 1830675 |
| &nbsp;&nbsp;&nbsp; Series G, 2.29%, 07/01/51 | &nbsp;&nbsp;&nbsp; 2284 | 1333954 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/19/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3652 | 3244634 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/19/41 | &nbsp;&nbsp;&nbsp; 3095 | 2252231 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/29/61 | &nbsp;&nbsp;&nbsp; 2345 | 1486901 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 3634 | 3580726 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | &nbsp;&nbsp;&nbsp; 1593 | 1101544 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/25/52 | &nbsp;&nbsp;&nbsp; 2100 | 1590923 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 3056 | 3074084 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/08/32 | &nbsp;&nbsp;&nbsp; 2885 | 2855033 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 | &nbsp;&nbsp;&nbsp; 2055 | 1862199 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/05/34 | &nbsp;&nbsp;&nbsp; 2555 | 2623319 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/44 | &nbsp;&nbsp;&nbsp; 2961 | 2863033 |
| &nbsp;&nbsp;&nbsp; Northeastern University, Series 2020, 2.89%, <br> 10/01/50<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1541 | 1060999 |
| Northwestern University |  |  |
| &nbsp;&nbsp;&nbsp; 4.64%, 12/01/44 | &nbsp;&nbsp;&nbsp; 2040 | 1972178 |
| &nbsp;&nbsp;&nbsp; 4.94%, 12/01/35 | &nbsp;&nbsp;&nbsp; 2175 | 2247198 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.66%, 12/01/57<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1729 | 1284052 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.64%, 12/01/50 | &nbsp;&nbsp;&nbsp; 2694 | 1728459 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | &nbsp;&nbsp;&nbsp; 5804 | 5377428 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/01/29 | &nbsp;&nbsp;&nbsp; 6469 | 6197707 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50 | &nbsp;&nbsp;&nbsp; 5257 | 3658021 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/27 | &nbsp;&nbsp;&nbsp; 2600 | 2601827 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/32 | &nbsp;&nbsp;&nbsp; 4985 | 4996317 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/06/28 | &nbsp;&nbsp;&nbsp; 1020 | 1032834 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/52 | &nbsp;&nbsp;&nbsp; 5290 | 4915330 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/35 | &nbsp;&nbsp;&nbsp; 1895 | 1938159 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/34 | &nbsp;&nbsp;&nbsp; 4410 | 4549509 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/62 | &nbsp;&nbsp;&nbsp; 3150 | 2947901 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/54 | &nbsp;&nbsp;&nbsp; 1330 | 1314252 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp; 2.52%, 10/15/50 | &nbsp;&nbsp;&nbsp; 3294 | 2042268 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/15/46 | &nbsp;&nbsp;&nbsp; 2150 | 1606663 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/15/56 | &nbsp;&nbsp;&nbsp; 2006 | 1419029 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/52 | &nbsp;&nbsp;&nbsp; 1420 | 1120210 |
| &nbsp;&nbsp;&nbsp; 4.61%, 02/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 203948 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | &nbsp;&nbsp;&nbsp; 895 | 900467 |
| &nbsp;&nbsp;&nbsp; 4.89%, 03/15/30 | &nbsp;&nbsp;&nbsp; 525 | 543848 |
| Quanta Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/32 | &nbsp;&nbsp;&nbsp; 2286 | 2023349 |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | &nbsp;&nbsp;&nbsp; 3935 | 3697619 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/41 | &nbsp;&nbsp;&nbsp; 3050 | 2285730 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/09/28 | &nbsp;&nbsp;&nbsp; 1625 | 1634069 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1625 | 1630780 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/09/27 | &nbsp;&nbsp;&nbsp; $2050 | $2071720 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/09/35 | &nbsp;&nbsp;&nbsp; 1625 | 1647036 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/09/34 | &nbsp;&nbsp;&nbsp; 2050 | 2121867 |
| RELX Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/22/30 | &nbsp;&nbsp;&nbsp; 4709 | 4480073 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/29 | &nbsp;&nbsp;&nbsp; 5912 | 5901563 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/27/30 | &nbsp;&nbsp;&nbsp; 2130 | 2176460 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | &nbsp;&nbsp;&nbsp; 2240 | 2288555 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/27/35 | &nbsp;&nbsp;&nbsp; 770 | 800390 |
| &nbsp;&nbsp;&nbsp; Rockefeller Foundation (The), Series 2020, <br> 2.49%, 10/01/50<br>| &nbsp;&nbsp;&nbsp; 5409 | 3362127 |
| Rollins Inc., 5.25%, 02/24/35 | &nbsp;&nbsp;&nbsp; 740 | 758001 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/30 | &nbsp;&nbsp;&nbsp; 4018 | 3539031 |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 | &nbsp;&nbsp;&nbsp; 3105 | 1613580 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/01/27 | &nbsp;&nbsp;&nbsp; 5275 | 5182963 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 2847 | 2685798 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/01/29 | &nbsp;&nbsp;&nbsp; 5765 | 5536986 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/32 | &nbsp;&nbsp;&nbsp; 3921 | 3631222 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/22/27 | &nbsp;&nbsp;&nbsp; 4526 | 4479369 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | &nbsp;&nbsp;&nbsp; 4018 | 2884546 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/52 | &nbsp;&nbsp;&nbsp; 5580 | 4306287 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 | &nbsp;&nbsp;&nbsp; 1369 | 1049078 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/29 | &nbsp;&nbsp;&nbsp; 4580 | 4607613 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/28 | &nbsp;&nbsp;&nbsp; 3850 | 3925145 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/33 | &nbsp;&nbsp;&nbsp; 2917 | 3083208 |
| Thomas Jefferson University, 3.85%, 11/01/57 | &nbsp;&nbsp;&nbsp; 1469 | 1055192 |
| TR Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/35 | &nbsp;&nbsp;&nbsp; 2782 | 2910977 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/23/43 | &nbsp;&nbsp;&nbsp; 1836 | 1861022 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/40 | &nbsp;&nbsp;&nbsp; 2779 | 2927912 |
| &nbsp;&nbsp;&nbsp; Triton Container International Ltd./TAL <br> International Container Corp., 3.25%, <br> 03/15/32<br>| &nbsp;&nbsp;&nbsp; 2934 | 2650260 |
| Trustees of Boston College, 3.13%, 07/01/52 | &nbsp;&nbsp;&nbsp; 1803 | 1270636 |
| &nbsp;&nbsp;&nbsp; Trustees of Columbia University in the City of <br> New York (The), Series 2024, 4.36%, <br> 10/01/35<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 650 | 642620 |
| &nbsp;&nbsp;&nbsp; Trustees of Dartmouth College, 4.27%, <br> 06/01/30<br>| &nbsp;&nbsp;&nbsp; 875 | 886095 |
| Trustees of Princeton University (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/52 | &nbsp;&nbsp;&nbsp; 1580 | 1354942 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/01/30 | &nbsp;&nbsp;&nbsp; 290 | 298347 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/39 | &nbsp;&nbsp;&nbsp; 2490 | 2722034 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.52%, 07/01/50 | &nbsp;&nbsp;&nbsp; 2647 | 1675226 |
| &nbsp;&nbsp;&nbsp; Trustees of the University of Pennsylvania <br> (The)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.61%, 02/15/2119 | &nbsp;&nbsp;&nbsp; 2318 | 1517341 |
| &nbsp;&nbsp;&nbsp; 4.67%, 09/01/2112 | &nbsp;&nbsp;&nbsp; 390 | 329750 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 10/01/50 | &nbsp;&nbsp;&nbsp; 1863 | 1125583 |
| UL Solutions Inc., 6.50%, 10/20/28 | &nbsp;&nbsp;&nbsp; 1150 | 1214142 |
| University of Chicago (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 320 | 220813 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/53 | &nbsp;&nbsp;&nbsp; 2064 | 1655183 |
| &nbsp;&nbsp;&nbsp; Series 20B, 2.76%, 04/01/45 | &nbsp;&nbsp;&nbsp; 1477 | 1183354 |
| &nbsp;&nbsp;&nbsp; Series C, 2.55%, 04/01/50 | &nbsp;&nbsp;&nbsp; 1846 | 1216001 |
| University of Miami, 4.06%, 04/01/52 | &nbsp;&nbsp;&nbsp; 2257 | 1848779 |
| University of Notre Dame du Lac |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015, 3.44%, 02/15/45 | &nbsp;&nbsp;&nbsp; 1850 | 1463625 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.39%, 02/15/48 | &nbsp;&nbsp;&nbsp; 2154 | 1646294 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| University of Southern California |  |  |
| &nbsp;&nbsp;&nbsp; 2.81%, 10/01/50 | &nbsp;&nbsp;&nbsp; $1370 | $889694 |
| &nbsp;&nbsp;&nbsp; 3.03%, 10/01/39 | &nbsp;&nbsp;&nbsp; 3714 | 3118853 |
| &nbsp;&nbsp;&nbsp; 4.98%, 10/01/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1645 | 1560748 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/2111 | &nbsp;&nbsp;&nbsp; 1128 | 1089386 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.84%, 10/01/47 | &nbsp;&nbsp;&nbsp; 2173 | 1776370 |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.95%, 10/01/51 | &nbsp;&nbsp;&nbsp; 2885 | 1935697 |
| &nbsp;&nbsp;&nbsp; Series A, 3.23%, 10/01/2120 | &nbsp;&nbsp;&nbsp; 979 | 584291 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 | &nbsp;&nbsp;&nbsp; 2591 | 1898885 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | &nbsp;&nbsp;&nbsp; 4663 | 4663858 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/30 | &nbsp;&nbsp;&nbsp; 1390 | 1401964 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/36 | &nbsp;&nbsp;&nbsp; 2440 | 2473821 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/05/34 | &nbsp;&nbsp;&nbsp; 2690 | 2772577 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2200 | 2250680 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 | &nbsp;&nbsp;&nbsp; 2050 | 2032182 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 | &nbsp;&nbsp;&nbsp; 3340 | 3553713 |
| Washington University (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.52%, 04/15/54 | &nbsp;&nbsp;&nbsp; 2816 | 2094408 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/2122 | &nbsp;&nbsp;&nbsp; 1599 | 1243880 |
| William Marsh Rice University |  |  |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/15/45 | &nbsp;&nbsp;&nbsp; 1545 | 1250409 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/15/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1695 | 1325063 |
| Yale University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 1.48%, 04/15/30 | &nbsp;&nbsp;&nbsp; 1479 | 1335765 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 04/15/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1988 | 1223168 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.70%, 04/15/32 | &nbsp;&nbsp;&nbsp; 425 | 438274 |
|  |  | 427731172 |
| **Computers — 0.5%** | **Computers — 0.5%** | **Computers — 0.5%** |
| Accenture Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/04/27 | &nbsp;&nbsp;&nbsp; 4210 | 4222820 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/04/29 | &nbsp;&nbsp;&nbsp; 5505 | 5518118 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/04/31 | &nbsp;&nbsp;&nbsp; 5845 | 5860907 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/04/34 | &nbsp;&nbsp;&nbsp; 5275 | 5236158 |
| Amdocs Ltd., 2.54%, 06/15/30 | &nbsp;&nbsp;&nbsp; 3621 | 3322784 |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 02/08/28 | &nbsp;&nbsp;&nbsp; 8597 | 8152847 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/20/30 | &nbsp;&nbsp;&nbsp; 8442 | 7510919 |
| &nbsp;&nbsp;&nbsp; 1.40%, 08/05/28 | &nbsp;&nbsp;&nbsp; 10605 | 10001250 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/11/30 | &nbsp;&nbsp;&nbsp; 8863 | 8075302 |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/08/31 | &nbsp;&nbsp;&nbsp; 9770 | 8739777 |
| &nbsp;&nbsp;&nbsp; 1.70%, 08/05/31 | &nbsp;&nbsp;&nbsp; 5748 | 5117598 |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/11/29 | &nbsp;&nbsp;&nbsp; 7285 | 6884572 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 | &nbsp;&nbsp;&nbsp; 4990 | 3626628 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 | &nbsp;&nbsp;&nbsp; 4751 | 2903266 |
| &nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 | &nbsp;&nbsp;&nbsp; 11962 | 6926721 |
| &nbsp;&nbsp;&nbsp; 2.65%, 05/11/50 | &nbsp;&nbsp;&nbsp; 10196 | 6571805 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 | &nbsp;&nbsp;&nbsp; 10890 | 6955702 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 | &nbsp;&nbsp;&nbsp; 8904 | 5698783 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 | &nbsp;&nbsp;&nbsp; 6733 | 4085620 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/05/61 | &nbsp;&nbsp;&nbsp; 5585 | 3403748 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/12/27 | &nbsp;&nbsp;&nbsp; 10446 | 10310863 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 | &nbsp;&nbsp;&nbsp; 7293 | 5025686 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/27 | &nbsp;&nbsp;&nbsp; 2860 | 2831377 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/13/27 | &nbsp;&nbsp;&nbsp; 7677 | 7599712 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/11/27 | &nbsp;&nbsp;&nbsp; 9472 | 9413317 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/29 | &nbsp;&nbsp;&nbsp; 4500 | 4428438 |
| &nbsp;&nbsp;&nbsp; 3.35%, 02/09/27 | &nbsp;&nbsp;&nbsp; 5770 | 5747717 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/08/32 | &nbsp;&nbsp;&nbsp; 7655 | 7370152 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/09/45 | &nbsp;&nbsp;&nbsp; 8616 | 6859734 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 | &nbsp;&nbsp;&nbsp; 6049 | 4889953 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 | &nbsp;&nbsp;&nbsp; $6682 | $5411561 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 | &nbsp;&nbsp;&nbsp; 12998 | 11162503 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 | &nbsp;&nbsp;&nbsp; 10389 | 8602965 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 | &nbsp;&nbsp;&nbsp; 8150 | 6624313 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/28 | &nbsp;&nbsp;&nbsp; 4520 | 4556169 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/28 | &nbsp;&nbsp;&nbsp; 4950 | 4988343 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 | &nbsp;&nbsp;&nbsp; 5305 | 4287593 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/10/30 | &nbsp;&nbsp;&nbsp; 2910 | 2952199 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/12/30 | &nbsp;&nbsp;&nbsp; 4690 | 4759862 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 | &nbsp;&nbsp;&nbsp; 4846 | 4249198 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/10/33 | &nbsp;&nbsp;&nbsp; 4805 | 4897891 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 | &nbsp;&nbsp;&nbsp; 8464 | 7687555 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/44 | &nbsp;&nbsp;&nbsp; 3672 | 3428689 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/12/32 | &nbsp;&nbsp;&nbsp; 4450 | 4567434 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/23/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7443 | 7602462 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 | &nbsp;&nbsp;&nbsp; 15169 | 14223932 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/12/35 | &nbsp;&nbsp;&nbsp; 4450 | 4592188 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/10/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4365 | 4224580 |
| Booz Allen Hamilton Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/04/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1737 | 1827622 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1500 | 1560845 |
| CGI Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/14/31 | &nbsp;&nbsp;&nbsp; 3153 | 2805059 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 2430 | 2471399 |
| Dell Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 2165 | 2350639 |
| &nbsp;&nbsp;&nbsp; 7.10%, 04/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3565 | 3795210 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/41 | &nbsp;&nbsp;&nbsp; 5510 | 4244027 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/51 | &nbsp;&nbsp;&nbsp; 4409 | 3073607 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/29 | &nbsp;&nbsp;&nbsp; 5315 | 5309108 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/01/30 | &nbsp;&nbsp;&nbsp; 3130 | 3131995 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 | &nbsp;&nbsp;&nbsp; 4305 | 4302376 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | &nbsp;&nbsp;&nbsp; 1455 | 1474861 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/06/32 | &nbsp;&nbsp;&nbsp; 5015 | 5027287 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/35 | &nbsp;&nbsp;&nbsp; 3985 | 3948209 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/30 | &nbsp;&nbsp;&nbsp; 2350 | 2410802 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/36 | &nbsp;&nbsp;&nbsp; 4250 | 4247394 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/28 | &nbsp;&nbsp;&nbsp; 2480 | 2537303 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/29 | &nbsp;&nbsp;&nbsp; 7595 | 7842682 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/32 | &nbsp;&nbsp;&nbsp; 3990 | 4124885 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | &nbsp;&nbsp;&nbsp; 3900 | 4026489 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/35 | &nbsp;&nbsp;&nbsp; 4390 | 4555497 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/33 | &nbsp;&nbsp;&nbsp; 3420 | 3618612 |
| &nbsp;&nbsp;&nbsp; 6.10%, 07/15/27 | &nbsp;&nbsp;&nbsp; 3300 | 3392148 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 | &nbsp;&nbsp;&nbsp; 3323 | 3558772 |
| &nbsp;&nbsp;&nbsp; 8.10%, 07/15/36 | &nbsp;&nbsp;&nbsp; 4672 | 5693444 |
| &nbsp;&nbsp;&nbsp; 8.35%, 07/15/46 | &nbsp;&nbsp;&nbsp; 2545 | 3275662 |
| DXC Technology Co., 2.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 3797 | 3568321 |
| Fortinet Inc., 2.20%, 03/15/31 | &nbsp;&nbsp;&nbsp; 3699 | 3321178 |
| &nbsp;&nbsp;&nbsp; Genpact Luxembourg SARL/Genpact <br> USA Inc., 6.00%, 06/04/29<br>| &nbsp;&nbsp;&nbsp; 1790 | 1869640 |
| &nbsp;&nbsp;&nbsp; Genpact UK Finco PLC/Genpact USA Inc., <br> 4.95%, 11/18/30<br>| &nbsp;&nbsp;&nbsp; 1150 | 1158246 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/27 | &nbsp;&nbsp;&nbsp; 4240 | 4237313 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/28 | &nbsp;&nbsp;&nbsp; 3610 | 3610721 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/25/27 | &nbsp;&nbsp;&nbsp; 6340 | 6371228 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/30 | &nbsp;&nbsp;&nbsp; 4610 | 4596892 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | &nbsp;&nbsp;&nbsp; 7880 | 7939268 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/31 | &nbsp;&nbsp;&nbsp; 4800 | 4857683 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | &nbsp;&nbsp;&nbsp; $5660 | $5635016 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/28 | &nbsp;&nbsp;&nbsp; 3325 | 3416303 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/54 | &nbsp;&nbsp;&nbsp; 5480 | 5123267 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/35 | &nbsp;&nbsp;&nbsp; 4945 | 5352160 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/15/45 | &nbsp;&nbsp;&nbsp; 8532 | 8820844 |
| HP Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/17/31 | &nbsp;&nbsp;&nbsp; 5210 | 4714196 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/17/27 | &nbsp;&nbsp;&nbsp; 5394 | 5302721 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/17/30 | &nbsp;&nbsp;&nbsp; 565 | 541592 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29 | &nbsp;&nbsp;&nbsp; 5240 | 5189129 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 | &nbsp;&nbsp;&nbsp; 3165 | 3089237 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 5055 | 5121125 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/25/30 | &nbsp;&nbsp;&nbsp; 1640 | 1705793 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/33 | &nbsp;&nbsp;&nbsp; 5450 | 5656127 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/41<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6237 | 6397598 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/25/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2430 | 2585829 |
| IBM International Capital Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/27 | &nbsp;&nbsp;&nbsp; 3165 | 3187635 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/05/29 | &nbsp;&nbsp;&nbsp; 5100 | 5188677 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/05/31 | &nbsp;&nbsp;&nbsp; 3585 | 3667079 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/05/34 | &nbsp;&nbsp;&nbsp; 4590 | 4675938 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/05/44 | &nbsp;&nbsp;&nbsp; 3320 | 3265227 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/05/54 | &nbsp;&nbsp;&nbsp; 6710 | 6401189 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/15/27 | &nbsp;&nbsp;&nbsp; 6184 | 5997707 |
| &nbsp;&nbsp;&nbsp; 1.95%, 05/15/30 | &nbsp;&nbsp;&nbsp; 6860 | 6257870 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/09/27 | &nbsp;&nbsp;&nbsp; 3725 | 3650713 |
| &nbsp;&nbsp;&nbsp; 2.72%, 02/09/32 | &nbsp;&nbsp;&nbsp; 2285 | 2083324 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/40 | &nbsp;&nbsp;&nbsp; 2818 | 2148089 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/15/50 | &nbsp;&nbsp;&nbsp; 3589 | 2345786 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/27/27 | &nbsp;&nbsp;&nbsp; 3198 | 3176419 |
| &nbsp;&nbsp;&nbsp; 3.43%, 02/09/52 | &nbsp;&nbsp;&nbsp; 4440 | 3128822 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/29 | &nbsp;&nbsp;&nbsp; 13065 | 12843606 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/42 | &nbsp;&nbsp;&nbsp; 4001 | 3418772 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/27/27 | &nbsp;&nbsp;&nbsp; 4158 | 4182663 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/39 | &nbsp;&nbsp;&nbsp; 9274 | 8385707 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/49 | &nbsp;&nbsp;&nbsp; 12705 | 10501949 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/27/32 | &nbsp;&nbsp;&nbsp; 3745 | 3758895 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/28 | &nbsp;&nbsp;&nbsp; 4820 | 4876994 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/10/28 | &nbsp;&nbsp;&nbsp; 3290 | 3340483 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/46 | &nbsp;&nbsp;&nbsp; 3684 | 3309745 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/06/33 | &nbsp;&nbsp;&nbsp; 3667 | 3753688 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/10/30 | &nbsp;&nbsp;&nbsp; 3000 | 3081663 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/27/52 | &nbsp;&nbsp;&nbsp; 4050 | 3656492 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/10/32 | &nbsp;&nbsp;&nbsp; 3380 | 3496285 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/06/53 | &nbsp;&nbsp;&nbsp; 3285 | 3060596 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3390 | 3509955 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/30/39 | &nbsp;&nbsp;&nbsp; 4125 | 4333464 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/55 | &nbsp;&nbsp;&nbsp; 3890 | 3932697 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/29/32 | &nbsp;&nbsp;&nbsp; 3674 | 3999630 |
| &nbsp;&nbsp;&nbsp; 6.22%, 08/01/27 | &nbsp;&nbsp;&nbsp; 2772 | 2875216 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/28 | &nbsp;&nbsp;&nbsp; 1980 | 2080699 |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/96<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2049 | 2465747 |
| Kyndryl Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/15/28 | &nbsp;&nbsp;&nbsp; 2962 | 2833764 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/15/31 | &nbsp;&nbsp;&nbsp; 3740 | 3406094 |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/15/41 | &nbsp;&nbsp;&nbsp; 3325 | 2642752 |
| &nbsp;&nbsp;&nbsp; 6.35%, 02/20/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1185 | 1253321 |
| Leidos Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/15/31 | &nbsp;&nbsp;&nbsp; 4138 | 3725361 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1553 | 1553651 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | &nbsp;&nbsp;&nbsp; $180 | $190913 |
| NetApp Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/22/27 | &nbsp;&nbsp;&nbsp; 2421 | 2360306 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | &nbsp;&nbsp;&nbsp; 3049 | 2843337 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/32 | &nbsp;&nbsp;&nbsp; 2280 | 2384894 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/17/35 | &nbsp;&nbsp;&nbsp; 2130 | 2240233 |
| Teledyne FLIR LLC, 2.50%, 08/01/30 | &nbsp;&nbsp;&nbsp; 2691 | 2494585 |
| Western Digital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/29 | &nbsp;&nbsp;&nbsp; 2009 | 1910390 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/32 | &nbsp;&nbsp;&nbsp; 2713 | 2485237 |
|  |  | 679263331 |
| **Cosmetics & Personal Care — 0.2%** | **Cosmetics & Personal Care — 0.2%** | **Cosmetics & Personal Care — 0.2%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/27 | &nbsp;&nbsp;&nbsp; 3110 | 3082180 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/32 | &nbsp;&nbsp;&nbsp; 3100 | 2938550 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 | &nbsp;&nbsp;&nbsp; 1465 | 1179421 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 3518 | 3029449 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 3780 | 3827690 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/28 | &nbsp;&nbsp;&nbsp; 1744 | 1776199 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/01/33 | &nbsp;&nbsp;&nbsp; 1974 | 2027852 |
| Conopco Inc., Series E, 7.25%, 12/15/26 | &nbsp;&nbsp;&nbsp; 1727 | 1784197 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 03/15/31 | &nbsp;&nbsp;&nbsp; 3995 | 3565936 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/01/29 | &nbsp;&nbsp;&nbsp; 4168 | 3905807 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/15/30 | &nbsp;&nbsp;&nbsp; 4124 | 3869156 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | &nbsp;&nbsp;&nbsp; 1417 | 953289 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3682 | 3645157 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 | &nbsp;&nbsp;&nbsp; 2715 | 2208836 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/28 | &nbsp;&nbsp;&nbsp; 4665 | 4713762 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | &nbsp;&nbsp;&nbsp; 1308 | 1114075 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/15/33 | &nbsp;&nbsp;&nbsp; 3100 | 3124349 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/14/34 | &nbsp;&nbsp;&nbsp; 2705 | 2763483 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/53 | &nbsp;&nbsp;&nbsp; 3315 | 3108811 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 1892 | 2067455 |
| Haleon U.S. Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/24/27 | &nbsp;&nbsp;&nbsp; 9995 | 9908399 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/24/29 | &nbsp;&nbsp;&nbsp; 6390 | 6235760 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 | &nbsp;&nbsp;&nbsp; 6940 | 6623567 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/24/52 | &nbsp;&nbsp;&nbsp; 5200 | 4167947 |
| Kenvue Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/22/32 | &nbsp;&nbsp;&nbsp; 2910 | 2979270 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/22/33 | &nbsp;&nbsp;&nbsp; 5990 | 6141870 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/22/30 | &nbsp;&nbsp;&nbsp; 5460 | 5626815 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/28 | &nbsp;&nbsp;&nbsp; 4525 | 4629532 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7325 | 6804554 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/22/43 | &nbsp;&nbsp;&nbsp; 3500 | 3391726 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/22/63 | &nbsp;&nbsp;&nbsp; 3770 | 3488987 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 10/29/30 | &nbsp;&nbsp;&nbsp; 7185 | 6338237 |
| &nbsp;&nbsp;&nbsp; 1.90%, 02/01/27 | &nbsp;&nbsp;&nbsp; 3050 | 2988420 |
| &nbsp;&nbsp;&nbsp; 1.95%, 04/23/31 | &nbsp;&nbsp;&nbsp; 3292 | 2980401 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32 | &nbsp;&nbsp;&nbsp; 2110 | 1937065 |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/25/27 | &nbsp;&nbsp;&nbsp; 4427 | 4377966 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/11/27 | &nbsp;&nbsp;&nbsp; 5521 | 5451393 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/25/30 | &nbsp;&nbsp;&nbsp; 8025 | 7745433 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/25/47 | &nbsp;&nbsp;&nbsp; 2845 | 2216008 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/25/40 | &nbsp;&nbsp;&nbsp; 1965 | 1713234 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/25/50 | &nbsp;&nbsp;&nbsp; 1972 | 1535653 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/26/28 | &nbsp;&nbsp;&nbsp; 3955 | 3981406 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/30 | &nbsp;&nbsp;&nbsp; 3270 | 3292772 |
| &nbsp;&nbsp;&nbsp; 4.05%, 01/26/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4610 | 4632720 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** | **Cosmetics & Personal Care (continued)** |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/03/32 | &nbsp;&nbsp;&nbsp; $2200 | $2198375 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/24/29 | &nbsp;&nbsp;&nbsp; 2845 | 2889736 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/29/29 | &nbsp;&nbsp;&nbsp; 3900 | 3977666 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2200 | 2193934 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/29/34 | &nbsp;&nbsp;&nbsp; 3380 | 3451726 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/24/34 | &nbsp;&nbsp;&nbsp; 2580 | 2631617 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/35 | &nbsp;&nbsp;&nbsp; 2805 | 2868281 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/05/37 | &nbsp;&nbsp;&nbsp; 3060 | 3347549 |
| &nbsp;&nbsp;&nbsp; 5.80%, 08/15/34 | &nbsp;&nbsp;&nbsp; 2000 | 2205406 |
| Unilever Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/14/30 | &nbsp;&nbsp;&nbsp; 3121 | 2776313 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/12/31 | &nbsp;&nbsp;&nbsp; 4695 | 4151951 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/06/29 | &nbsp;&nbsp;&nbsp; 5420 | 5095143 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/05/27 | &nbsp;&nbsp;&nbsp; 7970 | 7880277 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/22/28 | &nbsp;&nbsp;&nbsp; 7214 | 7167291 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/12/27 | &nbsp;&nbsp;&nbsp; 3350 | 3376005 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/12/34 | &nbsp;&nbsp;&nbsp; 3180 | 3221330 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/08/28 | &nbsp;&nbsp;&nbsp; 2650 | 2724471 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/33 | &nbsp;&nbsp;&nbsp; 3011 | 3138496 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/32 | &nbsp;&nbsp;&nbsp; 5525 | 6067213 |
| &nbsp;&nbsp;&nbsp; Series 30Y, 2.63%, 08/12/51 | &nbsp;&nbsp;&nbsp; 3030 | 1905249 |
|  |  | 237142818 |
| **Distribution & Wholesale — 0.0%** | **Distribution & Wholesale — 0.0%** | **Distribution & Wholesale — 0.0%** |
| LKQ Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/28 | &nbsp;&nbsp;&nbsp; 250 | 258633 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 315 | 336874 |
| WW Grainger Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 2411 | 1949519 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/47 | &nbsp;&nbsp;&nbsp; 1270 | 1081500 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/34 | &nbsp;&nbsp;&nbsp; 2165 | 2161795 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 | &nbsp;&nbsp;&nbsp; 4845 | 4440761 |
|  |  | 10229082 |
| **Diversified Financial Services — 0.8%** | **Diversified Financial Services — 0.8%** | **Diversified Financial Services — 0.8%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global <br> Aviation Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/29/28 | &nbsp;&nbsp;&nbsp; 16388 | 15867636 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/30/32 | &nbsp;&nbsp;&nbsp; 17724 | 16434348 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/29/33 | &nbsp;&nbsp;&nbsp; 7297 | 6617825 |
| &nbsp;&nbsp;&nbsp; 3.65%, 07/21/27 | &nbsp;&nbsp;&nbsp; 6545 | 6494235 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/29/41<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4938 | 4069654 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/23/28 | &nbsp;&nbsp;&nbsp; 3182 | 3162865 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/30 | &nbsp;&nbsp;&nbsp; 3905 | 3903306 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/27 | &nbsp;&nbsp;&nbsp; 4476 | 4508742 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/10/29 | &nbsp;&nbsp;&nbsp; 4530 | 4583377 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/28 | &nbsp;&nbsp;&nbsp; 2790 | 2836096 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/10/34 | &nbsp;&nbsp;&nbsp; 5415 | 5412509 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/35 | &nbsp;&nbsp;&nbsp; 2010 | 1998984 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/19/29 | &nbsp;&nbsp;&nbsp; 3585 | 3673443 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/19/34 | &nbsp;&nbsp;&nbsp; 3745 | 3849348 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | &nbsp;&nbsp;&nbsp; 3145 | 3264223 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/06/28 | &nbsp;&nbsp;&nbsp; 5010 | 5191652 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/15/27 | &nbsp;&nbsp;&nbsp; 4040 | 4118790 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/30/30 | &nbsp;&nbsp;&nbsp; 3915 | 4205595 |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/15/27 | &nbsp;&nbsp;&nbsp; 3270 | 3363804 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/31/56, (5-year CMT + 2.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154384 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/10/55, (5-year CMT + 2.72%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3180 | 3336436 |
| Affiliated Managers Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2711 | 2593970 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/20/34 | &nbsp;&nbsp;&nbsp; 1730 | 1776736 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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)** |
| Air Lease Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/28 | &nbsp;&nbsp;&nbsp; $2240 | $2106378 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/15/27 | &nbsp;&nbsp;&nbsp; 2975 | 2906951 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/32 | &nbsp;&nbsp;&nbsp; 4523 | 4062546 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; 2876 | 2691976 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/30 | &nbsp;&nbsp;&nbsp; 2948 | 2739186 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/29 | &nbsp;&nbsp;&nbsp; 2096 | 2002324 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | &nbsp;&nbsp;&nbsp; 4878 | 4833557 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/01/27 | &nbsp;&nbsp;&nbsp; 2504 | 2469531 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/28 | &nbsp;&nbsp;&nbsp; 2354 | 2366172 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | &nbsp;&nbsp;&nbsp; 2000 | 2031881 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/31 | &nbsp;&nbsp;&nbsp; 1590 | 1621710 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/28 | &nbsp;&nbsp;&nbsp; 4010 | 4080935 |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/15/27 | &nbsp;&nbsp;&nbsp; 1770 | 1821506 |
| Ally Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 11/02/28 | &nbsp;&nbsp;&nbsp; 4445 | 4178431 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/09/27 | &nbsp;&nbsp;&nbsp; 3620 | 3641318 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.54%, 01/17/31, (1-day SOFR Index + <br> 1.73%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1110 | 1133450 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/31/33, (1-day SOFR + 1.78%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2795 | 2815228 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.74%, 05/15/29, (1-day SOFR Index + <br> 1.96%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1920 | 1963785 |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/26/35, (1-day SOFR + 2.29%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3470 | 3592644 |
| &nbsp;&nbsp;&nbsp; 6.85%, 01/03/30, (1-day SOFR + 2.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3160 | 3340502 |
| &nbsp;&nbsp;&nbsp; 6.99%, 06/13/29, (1-day SOFR + 3.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2665 | 2806016 |
| &nbsp;&nbsp;&nbsp; 7.10%, 11/15/27 | &nbsp;&nbsp;&nbsp; 3425 | 3588730 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/01/31 | &nbsp;&nbsp;&nbsp; 11515 | 13116074 |
| American Express Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/04/27 | &nbsp;&nbsp;&nbsp; 9155 | 9006437 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/03/27 | &nbsp;&nbsp;&nbsp; 8795 | 8730527 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/29 | &nbsp;&nbsp;&nbsp; 5450 | 5484315 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/03/42 | &nbsp;&nbsp;&nbsp; 6135 | 5321723 |
| &nbsp;&nbsp;&nbsp; 4.35%, 07/20/29, (1-day SOFR + 0.81%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6835 | 6890879 |
| &nbsp;&nbsp;&nbsp; 4.42%, 08/03/33, (1-day SOFR + 1.76%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5856 | 5838214 |
| &nbsp;&nbsp;&nbsp; 4.73%, 04/25/29, (1-day SOFR + 1.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7255 | 7376313 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/24/36, (1-day SOFR + 1.24%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7300 | 7272199 |
| &nbsp;&nbsp;&nbsp; 4.92%, 07/20/33, (1-day SOFR + 1.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5075 | 5198855 |
| &nbsp;&nbsp;&nbsp; 4.99%, 05/26/33, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3145 | 3217111 |
| &nbsp;&nbsp;&nbsp; 5.02%, 04/25/31, (1-day SOFR + 1.44%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6645 | 6861687 |
| &nbsp;&nbsp;&nbsp; 5.04%, 07/26/28, (1-day SOFR + 0.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4235 | 4305514 |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/01/34, (1-day SOFR + 1.84%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6915 | 7134728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.09%, 01/30/31, (1-day SOFR Index + <br> 1.20%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4305 | 4448920 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/16/28, (1-day SOFR + 1.00%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5585 | 5657722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 07/27/29, (1-day SOFR Index + <br> 1.28%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 6810 | 7032569 |
| &nbsp;&nbsp;&nbsp; 5.28%, 07/26/35, (1-day SOFR + 1.42%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 8210 | 8515636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.44%, 01/30/36, (1-day SOFR Index + <br> 1.32%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5345 | 5585756 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.53%, 04/25/30, (1-day SOFR Index + <br> 1.90%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 6300 | 6589527 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/28/34, (1-day SOFR + 1.93%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1260 | 1323761 |
| &nbsp;&nbsp;&nbsp; 5.67%, 04/25/36, (1-day SOFR + 1.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6690 | 7105383 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/05/27 | &nbsp;&nbsp;&nbsp; 8520 | 8823452 |
| &nbsp;&nbsp;&nbsp; 5.92%, 04/25/35, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2170 | 2326880 |
| &nbsp;&nbsp;&nbsp; 6.49%, 10/30/31, (1-day SOFR + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5465 | 5992818 |
| &nbsp;&nbsp;&nbsp; American Express Credit Corp., 3.30%, <br> 05/03/27<br>| &nbsp;&nbsp;&nbsp; 3122 | 3101252 |
| Ameriprise Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/13/32 | &nbsp;&nbsp;&nbsp; 2925 | 2951710 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/33 | &nbsp;&nbsp;&nbsp; 2815 | 2933535 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/35 | &nbsp;&nbsp;&nbsp; $2425 | $2486190 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/15/28 | &nbsp;&nbsp;&nbsp; 3330 | 3488419 |
| &nbsp;&nbsp;&nbsp; Andrew W Mellon Foundation (The), Series <br> 2020, 0.95%, 08/01/27<br>| &nbsp;&nbsp;&nbsp; 3490 | 3337975 |
| Apollo Global Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1475 | 1485682 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/35 | &nbsp;&nbsp;&nbsp; 2500 | 2505645 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/21/54 | &nbsp;&nbsp;&nbsp; 2130 | 2108719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6.00%, 12/15/54, (5-year CMT + <br> 2.17%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2265 | 2222053 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/33 | &nbsp;&nbsp;&nbsp; 2104 | 2322626 |
| Ares Management Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/11/54 | &nbsp;&nbsp;&nbsp; 2095 | 1988927 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/10/28 | &nbsp;&nbsp;&nbsp; 2490 | 2632454 |
| BGC Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/02/30 | &nbsp;&nbsp;&nbsp; 1515 | 1562136 |
| &nbsp;&nbsp;&nbsp; 6.60%, 06/10/29 | &nbsp;&nbsp;&nbsp; 2290 | 2389269 |
| &nbsp;&nbsp;&nbsp; 8.00%, 05/25/28 | &nbsp;&nbsp;&nbsp; 1835 | 1959599 |
| Blue Owl Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/10/31 | &nbsp;&nbsp;&nbsp; 3400 | 3089247 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/07/51 | &nbsp;&nbsp;&nbsp; 1160 | 808072 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/32 | &nbsp;&nbsp;&nbsp; 2080 | 1991731 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/18/34 | &nbsp;&nbsp;&nbsp; 4170 | 4313517 |
| Brookfield Asset Management Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/30 | &nbsp;&nbsp;&nbsp; 1650 | 1660364 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/36 | &nbsp;&nbsp;&nbsp; 1650 | 1659509 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/24/35 | &nbsp;&nbsp;&nbsp; 2025 | 2126867 |
| &nbsp;&nbsp;&nbsp; 6.08%, 09/15/55 | &nbsp;&nbsp;&nbsp; 2375 | 2445100 |
| &nbsp;&nbsp;&nbsp; Brookfield Capital Finance LLC, 6.09%, <br> 06/14/33<br>| &nbsp;&nbsp;&nbsp; 2060 | 2210867 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance I U.K. PLC/Brookfield <br> Finance Inc., 2.34%, 01/30/32<br>| &nbsp;&nbsp;&nbsp; 3790 | 3321460 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.72%, 04/15/31 | &nbsp;&nbsp;&nbsp; 2915 | 2673576 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 | &nbsp;&nbsp;&nbsp; 3196 | 2239460 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 | &nbsp;&nbsp;&nbsp; 2197 | 1564933 |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/25/28 | &nbsp;&nbsp;&nbsp; 6791 | 6767620 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/30 | &nbsp;&nbsp;&nbsp; 4609 | 4628267 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 | &nbsp;&nbsp;&nbsp; 4466 | 3861568 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/29/29 | &nbsp;&nbsp;&nbsp; 5102 | 5193306 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/15/36 | &nbsp;&nbsp;&nbsp; 1320 | 1329922 |
| &nbsp;&nbsp;&nbsp; 5.68%, 01/15/35 | &nbsp;&nbsp;&nbsp; 2635 | 2731822 |
| &nbsp;&nbsp;&nbsp; 5.97%, 03/04/54 | &nbsp;&nbsp;&nbsp; 2505 | 2554238 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/05/34 | &nbsp;&nbsp;&nbsp; 2965 | 3224045 |
| &nbsp;&nbsp;&nbsp; Brookfield Finance LLC/Brookfield <br> Finance Inc., 3.45%, 04/15/50<br>| &nbsp;&nbsp;&nbsp; 3250 | 2257898 |
| Capital One Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.36%, 07/29/32, (1-day SOFR + 1.34%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4643 | 4055449 |
| &nbsp;&nbsp;&nbsp; 2.62%, 11/02/32, (1-day SOFR + 1.27%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3090 | 2765920 |
| &nbsp;&nbsp;&nbsp; 3.27%, 03/01/30, (1-day SOFR + 1.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4125 | 4003407 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/11/27 | &nbsp;&nbsp;&nbsp; 4707 | 4681493 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/09/27 | &nbsp;&nbsp;&nbsp; 5999 | 5974658 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/31/28 | &nbsp;&nbsp;&nbsp; 6495 | 6458925 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/09/27 | &nbsp;&nbsp;&nbsp; 5025 | 5021832 |
| &nbsp;&nbsp;&nbsp; 4.49%, 09/11/31, (1-day SOFR + 1.25%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2355 | 2353635 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/10/28, (1-day SOFR + 2.06%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6966 | 7040652 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/11/36, (1-day SOFR + 1.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1610 | 1607490 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/26/30, (1-day SOFR + 2.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4125 | 4250557 |
| &nbsp;&nbsp;&nbsp; 5.27%, 05/10/33, (1-day SOFR + 2.37%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5040 | 5168907 |
| &nbsp;&nbsp;&nbsp; 5.46%, 07/26/30, (1-day SOFR +1.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2535 | 2629840 |
| &nbsp;&nbsp;&nbsp; 5.47%, 02/01/29, (1-day SOFR + 2.08%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4402 | 4516036 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/30, (1-day SOFR + 1.91%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $4235 | $4407575 |
| &nbsp;&nbsp;&nbsp; 5.82%, 02/01/34, (1-day SOFR + 2.60%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5910 | 6219587 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/26/35, (1-day SOFR +1.99%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5185 | 5476890 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/01/35, (1-day SOFR + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4590 | 4895713 |
| &nbsp;&nbsp;&nbsp; 6.18%, 01/30/36, (1-day SOFR + 2.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 740 | 776438 |
| &nbsp;&nbsp;&nbsp; 6.31%, 06/08/29, (1-day SOFR + 2.64%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7290 | 7652178 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/08/34, (1-day SOFR + 2.86%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7725 | 8400705 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/29/32 | &nbsp;&nbsp;&nbsp; 3815 | 4227548 |
| &nbsp;&nbsp;&nbsp; 7.62%, 10/30/31, (1-day SOFR + 3.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6120 | 6923863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7.96%, 11/02/34, (1-day SOFR Index + <br> 3.37%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4355 | 5155323 |
| Cboe Global Markets Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 3710 | 3290132 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/16/32 | &nbsp;&nbsp;&nbsp; 1670 | 1548077 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/12/27 | &nbsp;&nbsp;&nbsp; 4489 | 4472426 |
| Charles Schwab Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/11/31 | &nbsp;&nbsp;&nbsp; 3764 | 3307381 |
| &nbsp;&nbsp;&nbsp; 1.95%, 12/01/31 | &nbsp;&nbsp;&nbsp; 3886 | 3406939 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/28 | &nbsp;&nbsp;&nbsp; 5102 | 4899983 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/13/31 | &nbsp;&nbsp;&nbsp; 3538 | 3211486 |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/03/27 | &nbsp;&nbsp;&nbsp; 6110 | 5998837 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/01/29 | &nbsp;&nbsp;&nbsp; 3139 | 2993749 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/03/32 | &nbsp;&nbsp;&nbsp; 4518 | 4152871 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/02/27 | &nbsp;&nbsp;&nbsp; 4327 | 4287767 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/25/28 | &nbsp;&nbsp;&nbsp; 4903 | 4835551 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/22/29 | &nbsp;&nbsp;&nbsp; 3295 | 3210443 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 4875 | 4837272 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 3668 | 3679378 |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/14/31, (1-day SOFR + 0.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7015 | 7035732 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/22/30 | &nbsp;&nbsp;&nbsp; 3158 | 3233661 |
| &nbsp;&nbsp;&nbsp; 4.91%, 11/14/36, (1-day SOFR + 1.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3300 | 3306507 |
| &nbsp;&nbsp;&nbsp; 5.64%, 05/19/29, (1-day SOFR + 2.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3310 | 3438909 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/19/34, (1-day SOFR + 2.50%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5220 | 5607416 |
| &nbsp;&nbsp;&nbsp; 6.14%, 08/24/34, (1-day SOFR + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 7335 | 8014869 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/17/29, (1-day SOFR + 1.88%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4570 | 4850854 |
| CI Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/17/30 | &nbsp;&nbsp;&nbsp; 5083 | 4586313 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/51 | &nbsp;&nbsp;&nbsp; 900 | 636994 |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | &nbsp;&nbsp;&nbsp; 4181 | 3826281 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/28 | &nbsp;&nbsp;&nbsp; 6363 | 6367194 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | &nbsp;&nbsp;&nbsp; 3423 | 2927946 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2615 | 2653785 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 | &nbsp;&nbsp;&nbsp; 3449 | 3504194 |
| Credit Suisse USA LLC, 7.13%, 07/15/32 | &nbsp;&nbsp;&nbsp; 3891 | 4474241 |
| Eaton Vance Corp., 3.50%, 04/06/27 | &nbsp;&nbsp;&nbsp; 3629 | 3607783 |
| Enact Holdings Inc., 6.25%, 05/28/29 | &nbsp;&nbsp;&nbsp; 2850 | 2989678 |
| Franklin Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 10/30/30 | &nbsp;&nbsp;&nbsp; 4637 | 4101913 |
| &nbsp;&nbsp;&nbsp; 2.95%, 08/12/51 | &nbsp;&nbsp;&nbsp; 1840 | 1178208 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 09/15/32 | &nbsp;&nbsp;&nbsp; 6608 | 5653890 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; 6407 | 5875432 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 | &nbsp;&nbsp;&nbsp; 4988 | 3745527 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 | &nbsp;&nbsp;&nbsp; 6652 | 4452795 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 | &nbsp;&nbsp;&nbsp; 4830 | 2961268 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | &nbsp;&nbsp;&nbsp; 4665 | 4603163 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/28 | &nbsp;&nbsp;&nbsp; 1750 | 1734149 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/21/28 | &nbsp;&nbsp;&nbsp; 3997 | 3977326 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/28 | &nbsp;&nbsp;&nbsp; 900 | 901161 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/27 | &nbsp;&nbsp;&nbsp; 6755 | 6765863 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $980 | $981693 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | &nbsp;&nbsp;&nbsp; 6210 | 5246412 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/29 | &nbsp;&nbsp;&nbsp; 7255 | 7334067 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/33 | &nbsp;&nbsp;&nbsp; 6440 | 6529415 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 | &nbsp;&nbsp;&nbsp; 5712 | 5306463 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | &nbsp;&nbsp;&nbsp; 4515 | 4247284 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 | &nbsp;&nbsp;&nbsp; 3080 | 3228966 |
| Invesco Finance PLC, 5.38%, 11/30/43 | &nbsp;&nbsp;&nbsp; 1899 | 1873513 |
| &nbsp;&nbsp;&nbsp; Janus Henderson U.S. Holdings Inc., 5.45%, <br> 09/10/34<br>| &nbsp;&nbsp;&nbsp; 1355 | 1382038 |
| Jefferies Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/15/31 | &nbsp;&nbsp;&nbsp; 4805 | 4242577 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/32 | &nbsp;&nbsp;&nbsp; 4235 | 3700617 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/23/30 | &nbsp;&nbsp;&nbsp; 4970 | 4888293 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/27 | &nbsp;&nbsp;&nbsp; 4838 | 4866464 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/21/28 | &nbsp;&nbsp;&nbsp; 5105 | 5293696 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/14/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5920 | 6270302 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/36 | &nbsp;&nbsp;&nbsp; 3003 | 3189107 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/08/27 | &nbsp;&nbsp;&nbsp; 2726 | 2808081 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/20/43 | &nbsp;&nbsp;&nbsp; 2139 | 2252036 |
| Lazard Group LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/11/29 | &nbsp;&nbsp;&nbsp; 3747 | 3757801 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/19/28 | &nbsp;&nbsp;&nbsp; 3268 | 3290422 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/35 | &nbsp;&nbsp;&nbsp; 1380 | 1411342 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2075 | 2201870 |
| Legg Mason Inc., 5.63%, 01/15/44 | &nbsp;&nbsp;&nbsp; 2828 | 2839117 |
| LPL Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/03/28 | &nbsp;&nbsp;&nbsp; 745 | 755630 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2085 | 2131349 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/30 | &nbsp;&nbsp;&nbsp; 3630 | 3720548 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2340 | 2399072 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/20/27 | &nbsp;&nbsp;&nbsp; 2700 | 2751070 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/35 | &nbsp;&nbsp;&nbsp; 1415 | 1462796 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/34 | &nbsp;&nbsp;&nbsp; 2180 | 2288361 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/17/28 | &nbsp;&nbsp;&nbsp; 2395 | 2556649 |
| Marex Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.83%, 05/08/28 | &nbsp;&nbsp;&nbsp; 329 | 334224 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/04/29 | &nbsp;&nbsp;&nbsp; 2460 | 2541619 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/31 | &nbsp;&nbsp;&nbsp; 4380 | 3938364 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/18/31 | &nbsp;&nbsp;&nbsp; 4330 | 3854252 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/29 | &nbsp;&nbsp;&nbsp; 5259 | 5100108 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/51 | &nbsp;&nbsp;&nbsp; 3440 | 2308559 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/26/27 | &nbsp;&nbsp;&nbsp; 6310 | 6274290 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/26/30 | &nbsp;&nbsp;&nbsp; 7475 | 7312640 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/26/28 | &nbsp;&nbsp;&nbsp; 3595 | 3579850 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 | &nbsp;&nbsp;&nbsp; 4796 | 3726459 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/21/46 | &nbsp;&nbsp;&nbsp; 2742 | 2241583 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 | &nbsp;&nbsp;&nbsp; 6639 | 5321446 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/26/48 | &nbsp;&nbsp;&nbsp; 2556 | 2110160 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/28 | &nbsp;&nbsp;&nbsp; 2080 | 2094510 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/32 | &nbsp;&nbsp;&nbsp; 3315 | 3346045 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 1765 | 1795839 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/35 | &nbsp;&nbsp;&nbsp; 3460 | 3482844 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/09/33 | &nbsp;&nbsp;&nbsp; 4261 | 4399648 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/09/28 | &nbsp;&nbsp;&nbsp; 5055 | 5172862 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/09/34 | &nbsp;&nbsp;&nbsp; 4540 | 4675234 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2965 | 3088055 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 4206 | 3715868 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/21/40 | &nbsp;&nbsp;&nbsp; 3860 | 2771084 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 | &nbsp;&nbsp;&nbsp; $4168 | $2912424 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 | &nbsp;&nbsp;&nbsp; 1707 | 1315709 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/28/28 | &nbsp;&nbsp;&nbsp; 6146 | 6339787 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/34 | &nbsp;&nbsp;&nbsp; 5133 | 5411031 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/53 | &nbsp;&nbsp;&nbsp; 1989 | 2077155 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/63 | &nbsp;&nbsp;&nbsp; 2069 | 2171257 |
| Nomura Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.17%, 07/14/28 | &nbsp;&nbsp;&nbsp; 5532 | 5256646 |
| &nbsp;&nbsp;&nbsp; 2.33%, 01/22/27 | &nbsp;&nbsp;&nbsp; 6478 | 6345555 |
| &nbsp;&nbsp;&nbsp; 2.61%, 07/14/31 | &nbsp;&nbsp;&nbsp; 4505 | 4080670 |
| &nbsp;&nbsp;&nbsp; 2.68%, 07/16/30 | &nbsp;&nbsp;&nbsp; 4810 | 4451329 |
| &nbsp;&nbsp;&nbsp; 2.71%, 01/22/29 | &nbsp;&nbsp;&nbsp; 3360 | 3211224 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/22/32 | &nbsp;&nbsp;&nbsp; 4485 | 4086078 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/16/30 | &nbsp;&nbsp;&nbsp; 5775 | 5499352 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/30 | &nbsp;&nbsp;&nbsp; 3510 | 3573597 |
| &nbsp;&nbsp;&nbsp; 5.04%, 06/10/36, (5-year CMT + 1.30%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19844 |
| &nbsp;&nbsp;&nbsp; 5.39%, 07/06/27 | &nbsp;&nbsp;&nbsp; 2575 | 2621581 |
| &nbsp;&nbsp;&nbsp; 5.49%, 06/29/35 | &nbsp;&nbsp;&nbsp; 2820 | 2932363 |
| &nbsp;&nbsp;&nbsp; 5.59%, 07/02/27 | &nbsp;&nbsp;&nbsp; 3155 | 3222597 |
| &nbsp;&nbsp;&nbsp; 5.61%, 07/06/29 | &nbsp;&nbsp;&nbsp; 2680 | 2796069 |
| &nbsp;&nbsp;&nbsp; 5.78%, 07/03/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4135 | 4406907 |
| &nbsp;&nbsp;&nbsp; 5.84%, 01/18/28 | &nbsp;&nbsp;&nbsp; 3765 | 3889413 |
| &nbsp;&nbsp;&nbsp; 6.07%, 07/12/28 | &nbsp;&nbsp;&nbsp; 3210 | 3356583 |
| &nbsp;&nbsp;&nbsp; 6.09%, 07/12/33 | &nbsp;&nbsp;&nbsp; 2727 | 2964896 |
| &nbsp;&nbsp;&nbsp; 6.18%, 01/18/33 | &nbsp;&nbsp;&nbsp; 2220 | 2416668 |
| ORIX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/09/31 | &nbsp;&nbsp;&nbsp; 3225 | 2903754 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/18/27 | &nbsp;&nbsp;&nbsp; 3253 | 3233237 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/13/32 | &nbsp;&nbsp;&nbsp; 2613 | 2546002 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/09/30 | &nbsp;&nbsp;&nbsp; 1625 | 1634704 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/10/29 | &nbsp;&nbsp;&nbsp; 1450 | 1475564 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/13/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1913 | 1944791 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/13/32 | &nbsp;&nbsp;&nbsp; 2320 | 2410698 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/25/35 | &nbsp;&nbsp;&nbsp; 2125 | 2207474 |
| Radian Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3110 | 3119395 |
| &nbsp;&nbsp;&nbsp; 6.20%, 05/15/29 | &nbsp;&nbsp;&nbsp; 3060 | 3206337 |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | &nbsp;&nbsp;&nbsp; 3765 | 2823172 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/30 | &nbsp;&nbsp;&nbsp; 3942 | 4029140 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/11/35 | &nbsp;&nbsp;&nbsp; 1625 | 1616967 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | &nbsp;&nbsp;&nbsp; 3929 | 3628469 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/55 | &nbsp;&nbsp;&nbsp; 1720 | 1700389 |
| Stifel Financial Corp., 4.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 2517 | 2468577 |
| Synchrony Financial |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/28/31 | &nbsp;&nbsp;&nbsp; 4641 | 4151786 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/27 | &nbsp;&nbsp;&nbsp; 5072 | 5029862 |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/29/29, (1-day SOFR + 1.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 265 | 267586 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/19/29 | &nbsp;&nbsp;&nbsp; 2842 | 2887714 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/06/31, (1-day SOFR + 1.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 730 | 746123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.94%, 08/02/30, (1-day SOFR Index + <br> 2.13%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3320 | 3449879 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/29/36, (1-day SOFR + 2.07%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 945 | 971129 |
| TPG Operating Group II LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/36 | &nbsp;&nbsp;&nbsp; 1500 | 1505395 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/05/34 | &nbsp;&nbsp;&nbsp; 2755 | 2889443 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/15/27 | &nbsp;&nbsp;&nbsp; 3059 | 2915680 |
| &nbsp;&nbsp;&nbsp; 1.10%, 02/15/31 | &nbsp;&nbsp;&nbsp; 6252 | 5450553 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/15/27 | &nbsp;&nbsp;&nbsp; 7861 | 7676130 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/50 | &nbsp;&nbsp;&nbsp; 5013 | 2775475 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** | **Diversified Financial Services (continued)** |
| &nbsp;&nbsp;&nbsp; 2.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; $7706 | $7141215 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 | &nbsp;&nbsp;&nbsp; 4759 | 3696041 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/27 | &nbsp;&nbsp;&nbsp; 4569 | 4498450 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | &nbsp;&nbsp;&nbsp; 5484 | 4348430 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 | &nbsp;&nbsp;&nbsp; 8194 | 7987552 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | &nbsp;&nbsp;&nbsp; 15919 | 14097885 |
| Voya Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.70%, 01/23/48, (3-mo. SOFR US + <br> 2.34%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1479 | 1397953 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/46 | &nbsp;&nbsp;&nbsp; 2039 | 1834751 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/34 | &nbsp;&nbsp;&nbsp; 1950 | 1954152 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/15/43 | &nbsp;&nbsp;&nbsp; 2573 | 2599313 |
| Western Union Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2560 | 2314846 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/17/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2847 | 2989786 |
|  |  | 1135586388 |
| **Electric — 2.2%** | **Electric — 2.2%** | **Electric — 2.2%** |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 | &nbsp;&nbsp;&nbsp; 2075 | 1428423 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/47 | &nbsp;&nbsp;&nbsp; 1621 | 1213096 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/28 | &nbsp;&nbsp;&nbsp; 2362 | 2349903 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | &nbsp;&nbsp;&nbsp; 2410 | 2425893 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 | &nbsp;&nbsp;&nbsp; 2290 | 2128618 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/33 | &nbsp;&nbsp;&nbsp; 2190 | 2268592 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/15/29 | &nbsp;&nbsp;&nbsp; 2030 | 2110485 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/34 | &nbsp;&nbsp;&nbsp; 3210 | 3363448 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/15/55 | &nbsp;&nbsp;&nbsp; 2300 | 2289944 |
| &nbsp;&nbsp;&nbsp; Series G, 4.15%, 05/01/49 | &nbsp;&nbsp;&nbsp; 1556 | 1219462 |
| &nbsp;&nbsp;&nbsp; Series H, 3.45%, 01/15/50 | &nbsp;&nbsp;&nbsp; 2327 | 1618253 |
| &nbsp;&nbsp;&nbsp; Series I, 2.10%, 07/01/30 | &nbsp;&nbsp;&nbsp; 3135 | 2859796 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/26 | &nbsp;&nbsp;&nbsp; 2718 | 2694617 |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/15/49 | &nbsp;&nbsp;&nbsp; 739 | 509551 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | &nbsp;&nbsp;&nbsp; 2525 | 1964584 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/49 | &nbsp;&nbsp;&nbsp; 1886 | 1451774 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 1890 | 1543693 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 | &nbsp;&nbsp;&nbsp; 1782 | 1485596 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/52 | &nbsp;&nbsp;&nbsp; 2250 | 1942369 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/34 | &nbsp;&nbsp;&nbsp; 1635 | 1677038 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/35 | &nbsp;&nbsp;&nbsp; 900 | 935710 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/53 | &nbsp;&nbsp;&nbsp; 2610 | 2585080 |
| &nbsp;&nbsp;&nbsp; Series M, 3.65%, 04/01/50 | &nbsp;&nbsp;&nbsp; 2970 | 2243683 |
| &nbsp;&nbsp;&nbsp; Series N, 2.75%, 08/15/51 | &nbsp;&nbsp;&nbsp; 1884 | 1186111 |
| AES Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 6040 | 5478936 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/28 | &nbsp;&nbsp;&nbsp; 4380 | 4477808 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/32 | &nbsp;&nbsp;&nbsp; 580 | 596051 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/52 | &nbsp;&nbsp;&nbsp; 3340 | 2210208 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1020 | 949092 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/15/51 | &nbsp;&nbsp;&nbsp; 2845 | 1921828 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/49 | &nbsp;&nbsp;&nbsp; 2858 | 2081157 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/27 | &nbsp;&nbsp;&nbsp; 2500 | 2498040 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/45 | &nbsp;&nbsp;&nbsp; 3328 | 2655741 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/01/42 | &nbsp;&nbsp;&nbsp; 1677 | 1396543 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/01/32 | &nbsp;&nbsp;&nbsp; 2740 | 2673854 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/44 | &nbsp;&nbsp;&nbsp; 2000 | 1701210 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/02/46 | &nbsp;&nbsp;&nbsp; 1852 | 1589573 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/02/35 | &nbsp;&nbsp;&nbsp; 2005 | 2059641 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/33 | &nbsp;&nbsp;&nbsp; 1815 | 1959367 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/39 | &nbsp;&nbsp;&nbsp; 1284 | 1397184 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/38 | &nbsp;&nbsp;&nbsp; $1325 | $1461036 |
| &nbsp;&nbsp;&nbsp; Series 20-A, 1.45%, 09/15/30 | &nbsp;&nbsp;&nbsp; 3214 | 2850147 |
| &nbsp;&nbsp;&nbsp; Series A, 4.30%, 07/15/48 | &nbsp;&nbsp;&nbsp; 2396 | 2033346 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 2626 | 2033013 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2000 | 2007353 |
| &nbsp;&nbsp;&nbsp; Alliant Energy Corp., 5.75%, 04/01/56, (5-year <br> CMT + 2.08%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1120 | 1116037 |
| Ameren Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/28 | &nbsp;&nbsp;&nbsp; 2511 | 2382248 |
| &nbsp;&nbsp;&nbsp; 1.95%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3075 | 2992444 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 3555 | 3419939 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 3529 | 3615710 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2330 | 2402537 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/26 | &nbsp;&nbsp;&nbsp; 3540 | 3592805 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 11/15/30 | &nbsp;&nbsp;&nbsp; 1777 | 1570830 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/51 | &nbsp;&nbsp;&nbsp; 1989 | 1291329 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/50 | &nbsp;&nbsp;&nbsp; 1812 | 1273487 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 2581 | 2005630 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 | &nbsp;&nbsp;&nbsp; 2412 | 2406379 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/01/32 | &nbsp;&nbsp;&nbsp; 2215 | 2137887 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/46 | &nbsp;&nbsp;&nbsp; 2446 | 2060712 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 2549 | 2205667 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/33 | &nbsp;&nbsp;&nbsp; 2180 | 2240553 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/01/54 | &nbsp;&nbsp;&nbsp; 2835 | 2856269 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/55 | &nbsp;&nbsp;&nbsp; 3605 | 3684643 |
| &nbsp;&nbsp;&nbsp; 5.90%, 12/01/52 | &nbsp;&nbsp;&nbsp; 1805 | 1904273 |
| American Electric Power Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | &nbsp;&nbsp;&nbsp; 2191 | 2024326 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/13/27 | &nbsp;&nbsp;&nbsp; 2993 | 2948073 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/50 | &nbsp;&nbsp;&nbsp; 1637 | 1100204 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/62, (5-year CMT + 2.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3400 | 3307199 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/29 | &nbsp;&nbsp;&nbsp; 5325 | 5504570 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/33 | &nbsp;&nbsp;&nbsp; 3101 | 3278347 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/27 | &nbsp;&nbsp;&nbsp; 2970 | 3060325 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | &nbsp;&nbsp;&nbsp; 2214 | 2392186 |
| &nbsp;&nbsp;&nbsp; 6.95%, 12/15/54, (5-year CMT + 2.68%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2970 | 3201577 |
| &nbsp;&nbsp;&nbsp; 7.05%, 12/15/54, (5-year CMT + 2.75%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1940 | 2036198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series C, 5.80%, 03/15/56, (5-year CMT + <br> 2.13%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 760 | 754485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series D, 6.05%, 03/15/56, (5-year CMT + <br> 1.94%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 610 | 608925 |
| &nbsp;&nbsp;&nbsp; Series J, 4.30%, 12/01/28 | &nbsp;&nbsp;&nbsp; 3335 | 3355990 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | &nbsp;&nbsp;&nbsp; 1544 | 1315159 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/45 | &nbsp;&nbsp;&nbsp; 1948 | 1662056 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/32 | &nbsp;&nbsp;&nbsp; 2625 | 2612722 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/34 | &nbsp;&nbsp;&nbsp; 1790 | 1884542 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/01/38 | &nbsp;&nbsp;&nbsp; 2085 | 2395851 |
| &nbsp;&nbsp;&nbsp; Series AA, 2.70%, 04/01/31 | &nbsp;&nbsp;&nbsp; 1962 | 1797226 |
| &nbsp;&nbsp;&nbsp; Series X, 3.30%, 06/01/27 | &nbsp;&nbsp;&nbsp; 2309 | 2283465 |
| &nbsp;&nbsp;&nbsp; Series Y, 4.50%, 03/01/49 | &nbsp;&nbsp;&nbsp; 2130 | 1785898 |
| &nbsp;&nbsp;&nbsp; Series Z, 3.70%, 05/01/50 | &nbsp;&nbsp;&nbsp; 2540 | 1869958 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/15/31 | &nbsp;&nbsp;&nbsp; 1980 | 1747009 |
| &nbsp;&nbsp;&nbsp; 2.60%, 08/15/29 | &nbsp;&nbsp;&nbsp; 2635 | 2494156 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/50 | &nbsp;&nbsp;&nbsp; 2051 | 1258254 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/27 | &nbsp;&nbsp;&nbsp; 2124 | 2085783 |
| &nbsp;&nbsp;&nbsp; 3.35%, 05/15/50 | &nbsp;&nbsp;&nbsp; 2982 | 2087382 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | &nbsp;&nbsp;&nbsp; 1733 | 1250014 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 2006 | 1553105 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | &nbsp;&nbsp;&nbsp; $1603 | $1316754 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/49 | &nbsp;&nbsp;&nbsp; 1845 | 1512520 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | &nbsp;&nbsp;&nbsp; 2502 | 2126499 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/42 | &nbsp;&nbsp;&nbsp; 2225 | 1977243 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/41 | &nbsp;&nbsp;&nbsp; 1665 | 1603802 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/01/33 | &nbsp;&nbsp;&nbsp; 2065 | 2168314 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/34 | &nbsp;&nbsp;&nbsp; 2880 | 3042072 |
| &nbsp;&nbsp;&nbsp; 5.90%, 08/15/55 | &nbsp;&nbsp;&nbsp; 2710 | 2789921 |
| &nbsp;&nbsp;&nbsp; 6.35%, 12/15/32 | &nbsp;&nbsp;&nbsp; 1765 | 1938601 |
| Atlantic City Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2189 | 1987751 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 2447 | 2451700 |
| Avangrid Inc., 3.80%, 06/01/29 | &nbsp;&nbsp;&nbsp; 4518 | 4460680 |
| Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 2985 | 2337373 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/48 | &nbsp;&nbsp;&nbsp; 2420 | 2031888 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/15/31 | &nbsp;&nbsp;&nbsp; 3465 | 3137726 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | &nbsp;&nbsp;&nbsp; 1725 | 1126741 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 | &nbsp;&nbsp;&nbsp; 2100 | 1457559 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 2480 | 1870328 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 1829 | 1434477 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 | &nbsp;&nbsp;&nbsp; 1794 | 1500883 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | &nbsp;&nbsp;&nbsp; 2402 | 2077990 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | &nbsp;&nbsp;&nbsp; 1495 | 1563785 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/53 | &nbsp;&nbsp;&nbsp; 2825 | 2774978 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/35 | &nbsp;&nbsp;&nbsp; 3970 | 4154076 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 1680 | 1704774 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/01/36 | &nbsp;&nbsp;&nbsp; 1280 | 1439919 |
| &nbsp;&nbsp;&nbsp; Basin Electric Power Cooperative, 5.85%, <br> 10/15/55<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 3360 | 3359012 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/15/31 | &nbsp;&nbsp;&nbsp; 2591 | 2262350 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/51 | &nbsp;&nbsp;&nbsp; 6845 | 4340770 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/28 | &nbsp;&nbsp;&nbsp; 3697 | 3634498 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/30 | &nbsp;&nbsp;&nbsp; 5280 | 5197963 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 | &nbsp;&nbsp;&nbsp; 3591 | 2757274 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 | &nbsp;&nbsp;&nbsp; 4427 | 3606539 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 | &nbsp;&nbsp;&nbsp; 4586 | 3873644 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 3004 | 2634550 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/53 | &nbsp;&nbsp;&nbsp; 4475 | 3838780 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 | &nbsp;&nbsp;&nbsp; 3358 | 3269568 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | &nbsp;&nbsp;&nbsp; 2618 | 2843510 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/36 | &nbsp;&nbsp;&nbsp; 7268 | 7947516 |
| Black Hills Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2017 | 1864748 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/29 | &nbsp;&nbsp;&nbsp; 2952 | 2811953 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/15/27 | &nbsp;&nbsp;&nbsp; 2964 | 2929354 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/49 | &nbsp;&nbsp;&nbsp; 2654 | 1992686 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/46 | &nbsp;&nbsp;&nbsp; 1240 | 1005413 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/33 | &nbsp;&nbsp;&nbsp; 1655 | 1603413 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/31/31 | &nbsp;&nbsp;&nbsp; 2370 | 2374495 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/28 | &nbsp;&nbsp;&nbsp; 3220 | 3337628 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 2150 | 2296979 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/15/34 | &nbsp;&nbsp;&nbsp; 1375 | 1481597 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | &nbsp;&nbsp;&nbsp; 2215 | 1786649 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/01/52 | &nbsp;&nbsp;&nbsp; 2070 | 1544599 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | &nbsp;&nbsp;&nbsp; 2968 | 2401474 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | &nbsp;&nbsp;&nbsp; 2675 | 2382231 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2305 | 2366094 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 | &nbsp;&nbsp;&nbsp; $2165 | $2217689 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/35 | &nbsp;&nbsp;&nbsp; 1895 | 1935358 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | &nbsp;&nbsp;&nbsp; 1140 | 1178894 |
| &nbsp;&nbsp;&nbsp; 5.20%, 10/01/28 | &nbsp;&nbsp;&nbsp; 2805 | 2897055 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | &nbsp;&nbsp;&nbsp; 1110 | 1083791 |
| &nbsp;&nbsp;&nbsp; Series AA, 3.00%, 02/01/27 | &nbsp;&nbsp;&nbsp; 1980 | 1961112 |
| &nbsp;&nbsp;&nbsp; Series AD, 2.90%, 07/01/50 | &nbsp;&nbsp;&nbsp; 2850 | 1885608 |
| &nbsp;&nbsp;&nbsp; Series AE, 2.35%, 04/01/31 | &nbsp;&nbsp;&nbsp; 1775 | 1610051 |
| &nbsp;&nbsp;&nbsp; Series AF, 3.35%, 04/01/51 | &nbsp;&nbsp;&nbsp; 2880 | 2065621 |
| &nbsp;&nbsp;&nbsp; Series AG, 3.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; 1265 | 1167675 |
| &nbsp;&nbsp;&nbsp; Series ai., 4.45%, 10/01/32 | &nbsp;&nbsp;&nbsp; 2825 | 2823084 |
| &nbsp;&nbsp;&nbsp; Series AJ, 4.85%, 10/01/52 | &nbsp;&nbsp;&nbsp; 2590 | 2389086 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.95%, 08/15/35 | &nbsp;&nbsp;&nbsp; 790 | 800489 |
| &nbsp;&nbsp;&nbsp; Series K2, 6.95%, 03/15/33 | &nbsp;&nbsp;&nbsp; 735 | 838613 |
| CenterPoint Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 | &nbsp;&nbsp;&nbsp; 2859 | 2711602 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 | &nbsp;&nbsp;&nbsp; 2815 | 2919930 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/56, (5-year CMT + 2.22%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1080 | 1091737 |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/55, (5-year CMT + 2.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1610 | 1651919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 7.00%, 02/15/55, (5-year CMT + <br> 3.25%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2612030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series B, 6.85%, 02/15/55, (5-year CMT + <br> 2.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2090 | 2230148 |
| &nbsp;&nbsp;&nbsp; Cleco Corporate Holdings LLC, 4.97%, <br> 05/01/46<br>| &nbsp;&nbsp;&nbsp; 1919 | 1692915 |
| &nbsp;&nbsp;&nbsp; Cleveland Electric Illuminating Co. (The), <br> 5.95%, 12/15/36<br>| &nbsp;&nbsp;&nbsp; 1299 | 1381763 |
| CMS Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | &nbsp;&nbsp;&nbsp; 2498 | 2471974 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/50, (5-year CMT + 2.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1720 | 1579863 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/50, (5-year CMT + 4.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2830 | 2772713 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/44 | &nbsp;&nbsp;&nbsp; 1725 | 1555424 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/55, (5-year CMT + 1.96%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1510 | 1559721 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 03/01/30 | &nbsp;&nbsp;&nbsp; 2055 | 1906739 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | &nbsp;&nbsp;&nbsp; 2650 | 1766918 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1155 | 1076135 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 | &nbsp;&nbsp;&nbsp; 3334 | 2600441 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/28 | &nbsp;&nbsp;&nbsp; 3875 | 3859097 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | &nbsp;&nbsp;&nbsp; 1780 | 1413987 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/42 | &nbsp;&nbsp;&nbsp; 1074 | 881442 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 3680 | 2986900 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 | &nbsp;&nbsp;&nbsp; 1981 | 1582580 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | &nbsp;&nbsp;&nbsp; 2371 | 2046163 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/43 | &nbsp;&nbsp;&nbsp; 1335 | 1211158 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/44 | &nbsp;&nbsp;&nbsp; 1915 | 1752597 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/33 | &nbsp;&nbsp;&nbsp; 1165 | 1194529 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | &nbsp;&nbsp;&nbsp; 1135 | 1191772 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 | &nbsp;&nbsp;&nbsp; 2050 | 1982505 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 1295 | 1315831 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36 | &nbsp;&nbsp;&nbsp; 2204 | 2399015 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 | &nbsp;&nbsp;&nbsp; 2680 | 2843033 |
| &nbsp;&nbsp;&nbsp; 6.45%, 01/15/38 | &nbsp;&nbsp;&nbsp; 2082 | 2349697 |
| &nbsp;&nbsp;&nbsp; Series 122, 2.95%, 08/15/27 | &nbsp;&nbsp;&nbsp; 2912 | 2869400 |
| &nbsp;&nbsp;&nbsp; Series 123, 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 3090 | 2406870 |
| &nbsp;&nbsp;&nbsp; Series 127, 3.20%, 11/15/49 | &nbsp;&nbsp;&nbsp; 1648 | 1139490 |
| &nbsp;&nbsp;&nbsp; Series 130, 3.13%, 03/15/51 | &nbsp;&nbsp;&nbsp; 3150 | 2138753 |
| &nbsp;&nbsp;&nbsp; Series 131, 2.75%, 09/01/51 | &nbsp;&nbsp;&nbsp; 2130 | 1343385 |
| &nbsp;&nbsp;&nbsp; Series 133, 3.85%, 03/15/52 | &nbsp;&nbsp;&nbsp; 1870 | 1440553 |
| Connecticut Light and Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 3721 | 3020469 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/44 | &nbsp;&nbsp;&nbsp; $2460 | $2157156 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/01/29 | &nbsp;&nbsp;&nbsp; 1575 | 1608504 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/01/33 | &nbsp;&nbsp;&nbsp; 1315 | 1344709 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/30 | &nbsp;&nbsp;&nbsp; 2020 | 2075793 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/34 | &nbsp;&nbsp;&nbsp; 1340 | 1361903 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 | &nbsp;&nbsp;&nbsp; 2450 | 2358661 |
| &nbsp;&nbsp;&nbsp; Series A, 2.05%, 07/01/31 | &nbsp;&nbsp;&nbsp; 2130 | 1899336 |
| &nbsp;&nbsp;&nbsp; Series A, 3.20%, 03/15/27 | &nbsp;&nbsp;&nbsp; 2988 | 2958766 |
| &nbsp;&nbsp;&nbsp; Series A, 4.15%, 06/01/45 | &nbsp;&nbsp;&nbsp; 2015 | 1695168 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 | &nbsp;&nbsp;&nbsp; 3725 | 3409683 |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/51 | &nbsp;&nbsp;&nbsp; 2240 | 1521626 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 | &nbsp;&nbsp;&nbsp; 3698 | 2598061 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 | &nbsp;&nbsp;&nbsp; 3043 | 2170722 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/15/28 | &nbsp;&nbsp;&nbsp; 3211 | 3202134 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 | &nbsp;&nbsp;&nbsp; 3669 | 2941045 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/43 | &nbsp;&nbsp;&nbsp; 3511 | 2946783 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 | &nbsp;&nbsp;&nbsp; 3958 | 3504315 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; 3827 | 3374018 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 | &nbsp;&nbsp;&nbsp; 3214 | 2683910 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 | &nbsp;&nbsp;&nbsp; 3247 | 2792477 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/33 | &nbsp;&nbsp;&nbsp; 2140 | 2241104 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/34 | &nbsp;&nbsp;&nbsp; 2350 | 2454229 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | &nbsp;&nbsp;&nbsp; 2921 | 3088926 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/40 | &nbsp;&nbsp;&nbsp; 2147 | 2242490 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/54 | &nbsp;&nbsp;&nbsp; 3430 | 3494959 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/55 | &nbsp;&nbsp;&nbsp; 2075 | 2125698 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/53 | &nbsp;&nbsp;&nbsp; 3770 | 3932668 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/15/52 | &nbsp;&nbsp;&nbsp; 3630 | 3894865 |
| &nbsp;&nbsp;&nbsp; Series 05-A, 5.30%, 03/01/35 | &nbsp;&nbsp;&nbsp; 1170 | 1215176 |
| &nbsp;&nbsp;&nbsp; Series 06-A, 5.85%, 03/15/36 | &nbsp;&nbsp;&nbsp; 2737 | 2948191 |
| &nbsp;&nbsp;&nbsp; Series 06-B, 6.20%, 06/15/36 | &nbsp;&nbsp;&nbsp; 1012 | 1123059 |
| &nbsp;&nbsp;&nbsp; Series 07-A, 6.30%, 08/15/37 | &nbsp;&nbsp;&nbsp; 1503 | 1681927 |
| &nbsp;&nbsp;&nbsp; Series 08-B, 6.75%, 04/01/38 | &nbsp;&nbsp;&nbsp; 2063 | 2386887 |
| &nbsp;&nbsp;&nbsp; Series 09-C, 5.50%, 12/01/39 | &nbsp;&nbsp;&nbsp; 2851 | 2940707 |
| &nbsp;&nbsp;&nbsp; Series 12-A, 4.20%, 03/15/42 | &nbsp;&nbsp;&nbsp; 2033 | 1772054 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.88%, 06/15/47 | &nbsp;&nbsp;&nbsp; 3307 | 2619995 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.35%, 04/01/30 | &nbsp;&nbsp;&nbsp; 3604 | 3498113 |
| &nbsp;&nbsp;&nbsp; Series 20B, 3.95%, 04/01/50 | &nbsp;&nbsp;&nbsp; 4874 | 3890844 |
| &nbsp;&nbsp;&nbsp; Series A, 4.13%, 05/15/49 | &nbsp;&nbsp;&nbsp; 3567 | 2894871 |
| &nbsp;&nbsp;&nbsp; Series B, 3.13%, 11/15/27 | &nbsp;&nbsp;&nbsp; 1383 | 1362099 |
| &nbsp;&nbsp;&nbsp; Series C, 3.00%, 12/01/60 | &nbsp;&nbsp;&nbsp; 2428 | 1474724 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/57 | &nbsp;&nbsp;&nbsp; 1505 | 1144144 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 12/01/56 | &nbsp;&nbsp;&nbsp; 2359 | 1908632 |
| &nbsp;&nbsp;&nbsp; Series D, 4.00%, 12/01/28 | &nbsp;&nbsp;&nbsp; 3367 | 3373954 |
| &nbsp;&nbsp;&nbsp; Series E, 4.65%, 12/01/48 | &nbsp;&nbsp;&nbsp; 3534 | 3132453 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/01/28 | &nbsp;&nbsp;&nbsp; 4145 | 4284388 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/42 | &nbsp;&nbsp;&nbsp; 3893 | 3952497 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 | &nbsp;&nbsp;&nbsp; 2281 | 2344316 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/54 | &nbsp;&nbsp;&nbsp; 4515 | 4531815 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/33 | &nbsp;&nbsp;&nbsp; 2550 | 2733239 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/34 | &nbsp;&nbsp;&nbsp; 2200 | 2395625 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | &nbsp;&nbsp;&nbsp; 3392 | 3713466 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 | &nbsp;&nbsp;&nbsp; 4575 | 5046820 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/52 | &nbsp;&nbsp;&nbsp; 1357 | 870078 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/50 | &nbsp;&nbsp;&nbsp; 3135 | 2146228 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/46 | &nbsp;&nbsp;&nbsp; 2498 | 1846138 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/51 | &nbsp;&nbsp;&nbsp; 2786 | 2065793 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/15/32 | &nbsp;&nbsp;&nbsp; 1490 | 1422291 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/50 | &nbsp;&nbsp;&nbsp; $1961 | $1515163 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/28 | &nbsp;&nbsp;&nbsp; 996 | 993948 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 | &nbsp;&nbsp;&nbsp; 1591 | 1336253 |
| &nbsp;&nbsp;&nbsp; 3.95%, 07/15/47 | &nbsp;&nbsp;&nbsp; 1753 | 1424029 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/15/48 | &nbsp;&nbsp;&nbsp; 2842 | 2347969 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/52 | &nbsp;&nbsp;&nbsp; 2560 | 2113217 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 | &nbsp;&nbsp;&nbsp; 2551 | 2176671 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2495 | 2528794 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/30/29 | &nbsp;&nbsp;&nbsp; 3500 | 3561230 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/33 | &nbsp;&nbsp;&nbsp; 4935 | 4973934 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 2815 | 2856950 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 1525 | 1561115 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | &nbsp;&nbsp;&nbsp; 2960 | 3041369 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 | &nbsp;&nbsp;&nbsp; 1240 | 1271175 |
| Dayton Power & Light Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/15/49 | &nbsp;&nbsp;&nbsp; 3070 | 2315643 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 2005 | 2003476 |
| Delmarva Power & Light Co., 4.15%, 05/15/45 | &nbsp;&nbsp;&nbsp; 1799 | 1543086 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/01/28 | &nbsp;&nbsp;&nbsp; 3402 | 3412379 |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/15/32 | &nbsp;&nbsp;&nbsp; 1700 | 1672924 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | &nbsp;&nbsp;&nbsp; 3085 | 3123350 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/44 | &nbsp;&nbsp;&nbsp; 2160 | 1931290 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/52 | &nbsp;&nbsp;&nbsp; 2755 | 2408297 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2580 | 2658174 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/32 | &nbsp;&nbsp;&nbsp; 3980 | 4158164 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 | &nbsp;&nbsp;&nbsp; 3310 | 3418394 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/56, (5-year CMT + 2.26%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 800 | 806817 |
| &nbsp;&nbsp;&nbsp; 6.20%, 02/15/56, (5-year CMT + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1530 | 1543360 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/55, (5-year CMT + 2.21%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 990 | 1024436 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/38 | &nbsp;&nbsp;&nbsp; 1645 | 1898348 |
| &nbsp;&nbsp;&nbsp; Series A, 4.60%, 03/15/49 | &nbsp;&nbsp;&nbsp; 1830 | 1545997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 6.88%, 02/01/55, (5-year CMT + <br> 2.39%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 360 | 376897 |
| &nbsp;&nbsp;&nbsp; Series B, 3.30%, 04/15/41 | &nbsp;&nbsp;&nbsp; 2300 | 1770120 |
| &nbsp;&nbsp;&nbsp; Series B, 3.60%, 03/15/27 | &nbsp;&nbsp;&nbsp; 1925 | 1914351 |
| &nbsp;&nbsp;&nbsp; Series B, 5.95%, 06/15/35 | &nbsp;&nbsp;&nbsp; 2567 | 2757072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series B, 7.00%, 06/01/54, (5-year CMT + <br> 2.51%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4050 | 4419843 |
| &nbsp;&nbsp;&nbsp; Series C, 2.25%, 08/15/31 | &nbsp;&nbsp;&nbsp; 3433 | 3066631 |
| &nbsp;&nbsp;&nbsp; Series C, 3.38%, 04/01/30 | &nbsp;&nbsp;&nbsp; 6899 | 6664350 |
| &nbsp;&nbsp;&nbsp; Series C, 4.05%, 09/15/42 | &nbsp;&nbsp;&nbsp; 1875 | 1545139 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 08/01/41 | &nbsp;&nbsp;&nbsp; 2360 | 2201691 |
| &nbsp;&nbsp;&nbsp; Series E, 6.30%, 03/15/33 | &nbsp;&nbsp;&nbsp; 2075 | 2269182 |
| &nbsp;&nbsp;&nbsp; Series F, 5.25%, 08/01/33 | &nbsp;&nbsp;&nbsp; 2425 | 2502071 |
| Dominion Energy South Carolina Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | &nbsp;&nbsp;&nbsp; 1915 | 1740209 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/65 | &nbsp;&nbsp;&nbsp; 2170 | 1976336 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1505 | 1580861 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/41 | &nbsp;&nbsp;&nbsp; 1275 | 1297665 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/15/38 | &nbsp;&nbsp;&nbsp; 2265 | 2466215 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/53 | &nbsp;&nbsp;&nbsp; 2210 | 2437843 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/32 | &nbsp;&nbsp;&nbsp; 625 | 702082 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.30%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1485 | 1548841 |
| &nbsp;&nbsp;&nbsp; Series A, 2.30%, 12/01/31 | &nbsp;&nbsp;&nbsp; 2330 | 2090203 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/30 | &nbsp;&nbsp;&nbsp; 2767 | 2574286 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/50 | &nbsp;&nbsp;&nbsp; 3122 | 2117664 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/45 | &nbsp;&nbsp;&nbsp; 2670 | 2134728 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/46 | &nbsp;&nbsp;&nbsp; 2035 | 1598782 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 2457 | 1921220 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/49 | &nbsp;&nbsp;&nbsp; $3004 | $2424394 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/14/27 | &nbsp;&nbsp;&nbsp; 2050 | 2064127 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/01/44 | &nbsp;&nbsp;&nbsp; 1706 | 1487589 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/26 | &nbsp;&nbsp;&nbsp; 2880 | 2910157 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/33 | &nbsp;&nbsp;&nbsp; 2775 | 2901653 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | &nbsp;&nbsp;&nbsp; 2315 | 2408447 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 2900 | 3004743 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 | &nbsp;&nbsp;&nbsp; 2665 | 2644295 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | &nbsp;&nbsp;&nbsp; 2390 | 2511744 |
| &nbsp;&nbsp;&nbsp; Series A, 1.90%, 04/01/28 | &nbsp;&nbsp;&nbsp; 3565 | 3411020 |
| &nbsp;&nbsp;&nbsp; Series A, 3.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; 2385 | 2215347 |
| &nbsp;&nbsp;&nbsp; Series A, 4.00%, 04/01/43 | &nbsp;&nbsp;&nbsp; 1927 | 1638485 |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 05/15/48 | &nbsp;&nbsp;&nbsp; 2456 | 2027101 |
| &nbsp;&nbsp;&nbsp; Series B, 3.25%, 04/01/51 | &nbsp;&nbsp;&nbsp; 2626 | 1856888 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/52 | &nbsp;&nbsp;&nbsp; 1845 | 1389864 |
| &nbsp;&nbsp;&nbsp; Series C, 2.63%, 03/01/31 | &nbsp;&nbsp;&nbsp; 2630 | 2432604 |
| DTE Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/30 | &nbsp;&nbsp;&nbsp; 1653 | 1571295 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/01/28 | &nbsp;&nbsp;&nbsp; 4275 | 4351588 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/27 | &nbsp;&nbsp;&nbsp; 5845 | 5917672 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/35 | &nbsp;&nbsp;&nbsp; 1725 | 1731649 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/29 | &nbsp;&nbsp;&nbsp; 5730 | 5886520 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/30 | &nbsp;&nbsp;&nbsp; 4860 | 5026903 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/34 | &nbsp;&nbsp;&nbsp; 3665 | 3925129 |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 06/15/29 | &nbsp;&nbsp;&nbsp; 3295 | 3205386 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/29 | &nbsp;&nbsp;&nbsp; 2484 | 2351632 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/30 | &nbsp;&nbsp;&nbsp; 2415 | 2270695 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/15/31 | &nbsp;&nbsp;&nbsp; 2708 | 2495289 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2480 | 2276197 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/26 | &nbsp;&nbsp;&nbsp; 2847 | 2823918 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/49 | &nbsp;&nbsp;&nbsp; 3515 | 2451399 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | &nbsp;&nbsp;&nbsp; 2735 | 1977788 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 2520 | 1854765 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 2372 | 1835381 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/45 | &nbsp;&nbsp;&nbsp; 2524 | 2015644 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/46 | &nbsp;&nbsp;&nbsp; 2840 | 2292537 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/28 | &nbsp;&nbsp;&nbsp; 3551 | 3562289 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 | &nbsp;&nbsp;&nbsp; 2225 | 1792327 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/30/42 | &nbsp;&nbsp;&nbsp; 2124 | 1812902 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/41 | &nbsp;&nbsp;&nbsp; 2109 | 1884366 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 | &nbsp;&nbsp;&nbsp; 1545 | 1593162 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/34 | &nbsp;&nbsp;&nbsp; 2595 | 2641080 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | &nbsp;&nbsp;&nbsp; 4360 | 4512866 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2225 | 2317142 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/40 | &nbsp;&nbsp;&nbsp; 3535 | 3627258 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/53 | &nbsp;&nbsp;&nbsp; 2355 | 2306083 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/54 | &nbsp;&nbsp;&nbsp; 4119 | 4084701 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/38 | &nbsp;&nbsp;&nbsp; 1462 | 1588227 |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/38 | &nbsp;&nbsp;&nbsp; 2075 | 2268238 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/37 | &nbsp;&nbsp;&nbsp; 2320 | 2533173 |
| &nbsp;&nbsp;&nbsp; 6.45%, 10/15/32 | &nbsp;&nbsp;&nbsp; 1760 | 1957235 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 12/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1804 | 1905789 |
| &nbsp;&nbsp;&nbsp; Duke Energy Carolinas Nc Storm Funding <br> II LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A-1, 4.23%, 07/01/37 | &nbsp;&nbsp;&nbsp; 1000 | 1003356 |
| &nbsp;&nbsp;&nbsp; Series A-2, 5.07%, 01/01/48 | &nbsp;&nbsp;&nbsp; 1000 | 1005235 |
| &nbsp;&nbsp;&nbsp; Duke Energy Carolinas SC Storm <br> Funding LLC, Series A-1, 4.90%, 03/01/46<br>| &nbsp;&nbsp;&nbsp; 5000 | 5071721 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/01/30 | &nbsp;&nbsp;&nbsp; 3900 | 3616908 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | &nbsp;&nbsp;&nbsp; $3285 | $2995132 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | &nbsp;&nbsp;&nbsp; 4403 | 4338620 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/82, (5-year CMT + 2.32%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2487 | 2399917 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/41 | &nbsp;&nbsp;&nbsp; 3758 | 2926877 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/29 | &nbsp;&nbsp;&nbsp; 2687 | 2624970 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/51 | &nbsp;&nbsp;&nbsp; 3670 | 2600019 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/46 | &nbsp;&nbsp;&nbsp; 6557 | 5053226 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/47 | &nbsp;&nbsp;&nbsp; 2420 | 1900397 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/49 | &nbsp;&nbsp;&nbsp; 2840 | 2280610 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/28 | &nbsp;&nbsp;&nbsp; 4460 | 4481747 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/32 | &nbsp;&nbsp;&nbsp; 5220 | 5225109 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/45 | &nbsp;&nbsp;&nbsp; 3044 | 2739117 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/27 | &nbsp;&nbsp;&nbsp; 2295 | 2314470 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/05/29 | &nbsp;&nbsp;&nbsp; 2265 | 2312738 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 | &nbsp;&nbsp;&nbsp; 3555 | 3558119 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/08/27 | &nbsp;&nbsp;&nbsp; 2820 | 2869908 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/52 | &nbsp;&nbsp;&nbsp; 5095 | 4597291 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/34 | &nbsp;&nbsp;&nbsp; 3210 | 3365448 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | &nbsp;&nbsp;&nbsp; 6470 | 6453858 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 | &nbsp;&nbsp;&nbsp; 2970 | 3166403 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/54 | &nbsp;&nbsp;&nbsp; 2900 | 2932795 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/15/53 | &nbsp;&nbsp;&nbsp; 3265 | 3436298 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/01/54, (5-year CMT + 2.59%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 900 | 944466 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2835 | 2557898 |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | &nbsp;&nbsp;&nbsp; 3275 | 2961898 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 3323 | 3139975 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/51 | &nbsp;&nbsp;&nbsp; 2672 | 1754000 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/27 | &nbsp;&nbsp;&nbsp; 4772 | 4740487 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/01/46 | &nbsp;&nbsp;&nbsp; 3213 | 2388113 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/28 | &nbsp;&nbsp;&nbsp; 3220 | 3218800 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/15/42 | &nbsp;&nbsp;&nbsp; 2121 | 1763222 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/01/30 | &nbsp;&nbsp;&nbsp; 340 | 340972 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/48 | &nbsp;&nbsp;&nbsp; 2115 | 1751177 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/35 | &nbsp;&nbsp;&nbsp; 600 | 603474 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/40 | &nbsp;&nbsp;&nbsp; 2036 | 2133949 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/33 | &nbsp;&nbsp;&nbsp; 2325 | 2524805 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/15/52 | &nbsp;&nbsp;&nbsp; 2195 | 2307767 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | &nbsp;&nbsp;&nbsp; 2650 | 2896706 |
| &nbsp;&nbsp;&nbsp; 6.35%, 09/15/37 | &nbsp;&nbsp;&nbsp; 1821 | 2041401 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/38 | &nbsp;&nbsp;&nbsp; 4615 | 5221159 |
| Duke Energy Florida Project Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series 2032, 2.86%, 03/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 705 | 655822 |
| &nbsp;&nbsp;&nbsp; Series 2035, 3.11%, 09/01/38<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1185 | 1036194 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/50 | &nbsp;&nbsp;&nbsp; 3120 | 1981083 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 1734 | 1369506 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/34 | &nbsp;&nbsp;&nbsp; 1760 | 1830299 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 | &nbsp;&nbsp;&nbsp; 2220 | 2156945 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/55 | &nbsp;&nbsp;&nbsp; 1375 | 1437733 |
| &nbsp;&nbsp;&nbsp; 6.12%, 10/15/35 | &nbsp;&nbsp;&nbsp; 1409 | 1539924 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/15/38 | &nbsp;&nbsp;&nbsp; 1583 | 1768573 |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/01/39 | &nbsp;&nbsp;&nbsp; 2153 | 2408967 |
| &nbsp;&nbsp;&nbsp; Series WWW, 4.90%, 07/15/43 | &nbsp;&nbsp;&nbsp; 1519 | 1425398 |
| &nbsp;&nbsp;&nbsp; Series YYY, 3.25%, 10/01/49 | &nbsp;&nbsp;&nbsp; 2740 | 1911443 |
| Duke Energy Ohio Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/01/30 | &nbsp;&nbsp;&nbsp; 2248 | 2066677 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/29 | &nbsp;&nbsp;&nbsp; 2261 | 2242306 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/46 | &nbsp;&nbsp;&nbsp; 1942 | 1510510 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/01/49 | &nbsp;&nbsp;&nbsp; 2057 | 1716544 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/33 | &nbsp;&nbsp;&nbsp; 2100 | 2190862 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | &nbsp;&nbsp;&nbsp; $1500 | $1556132 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | &nbsp;&nbsp;&nbsp; 1750 | 1749363 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/53 | &nbsp;&nbsp;&nbsp; 1565 | 1575031 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | &nbsp;&nbsp;&nbsp; 3265 | 2903183 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/50 | &nbsp;&nbsp;&nbsp; 3330 | 2001011 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/15/51 | &nbsp;&nbsp;&nbsp; 2229 | 1437209 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/32 | &nbsp;&nbsp;&nbsp; 2480 | 2354086 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3132 | 3085469 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | &nbsp;&nbsp;&nbsp; 2756 | 2107250 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/01/28 | &nbsp;&nbsp;&nbsp; 2906 | 2892285 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/46 | &nbsp;&nbsp;&nbsp; 2624 | 2040328 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 1570 | 1247930 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/42 | &nbsp;&nbsp;&nbsp; 1330 | 1150480 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/43 | &nbsp;&nbsp;&nbsp; 1819 | 1557672 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 | &nbsp;&nbsp;&nbsp; 2699 | 2289001 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/45 | &nbsp;&nbsp;&nbsp; 1884 | 1601997 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/06/27 | &nbsp;&nbsp;&nbsp; 630 | 634331 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/30/44 | &nbsp;&nbsp;&nbsp; 2217 | 1937917 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2605 | 2668877 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/34 | &nbsp;&nbsp;&nbsp; 2700 | 2805600 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/33 | &nbsp;&nbsp;&nbsp; 2385 | 2498119 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/53 | &nbsp;&nbsp;&nbsp; 2435 | 2380215 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/55 | &nbsp;&nbsp;&nbsp; 2185 | 2197660 |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/01/38 | &nbsp;&nbsp;&nbsp; 1630 | 1832451 |
| Edison International |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 3705 | 3660798 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/28 | &nbsp;&nbsp;&nbsp; 2995 | 3039308 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1690 | 1692931 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/29 | &nbsp;&nbsp;&nbsp; 2850 | 2898388 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/27 | &nbsp;&nbsp;&nbsp; 3198 | 3251549 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/30 | &nbsp;&nbsp;&nbsp; 570 | 596493 |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/15/29 | &nbsp;&nbsp;&nbsp; 2825 | 3010843 |
| El Paso Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/44 | &nbsp;&nbsp;&nbsp; 1291 | 1152617 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/35 | &nbsp;&nbsp;&nbsp; 809 | 848938 |
| Emera U.S. Finance LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 06/15/31 | &nbsp;&nbsp;&nbsp; 2410 | 2166987 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/46 | &nbsp;&nbsp;&nbsp; 6251 | 5401668 |
| Enel Chile SA, 4.88%, 06/12/28 | &nbsp;&nbsp;&nbsp; 4342 | 4403861 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/15/51 | &nbsp;&nbsp;&nbsp; 3043 | 1849081 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/15/52 | &nbsp;&nbsp;&nbsp; 2190 | 1519476 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 | &nbsp;&nbsp;&nbsp; 1940 | 1943304 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/49 | &nbsp;&nbsp;&nbsp; 2694 | 2212232 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/33 | &nbsp;&nbsp;&nbsp; 2015 | 2089391 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/33 | &nbsp;&nbsp;&nbsp; 1465 | 1529813 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/34 | &nbsp;&nbsp;&nbsp; 2600 | 2732947 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/54 | &nbsp;&nbsp;&nbsp; 1475 | 1521992 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | &nbsp;&nbsp;&nbsp; 2970 | 2815532 |
| &nbsp;&nbsp;&nbsp; 2.40%, 06/15/31 | &nbsp;&nbsp;&nbsp; 2990 | 2693656 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/30 | &nbsp;&nbsp;&nbsp; 3032 | 2847665 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/50 | &nbsp;&nbsp;&nbsp; 2844 | 2097613 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/56, (5-year CMT + 2.17%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1100 | 1103355 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/15/56, (5-year CMT + 2.01%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1100 | 1105692 |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/54, (5-year CMT + 2.67%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1400 | 1474011 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 12/15/30 | &nbsp;&nbsp;&nbsp; 1553 | 1380347 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/15/32 | &nbsp;&nbsp;&nbsp; 1980 | 1749069 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/51 | &nbsp;&nbsp;&nbsp; 3480 | 2232194 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/01/31 | &nbsp;&nbsp;&nbsp; $1585 | $1490679 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/41 | &nbsp;&nbsp;&nbsp; 851 | 650358 |
| &nbsp;&nbsp;&nbsp; 3.12%, 09/01/27 | &nbsp;&nbsp;&nbsp; 2345 | 2313818 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 2589 | 2554247 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/33 | &nbsp;&nbsp;&nbsp; 3542 | 3427500 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | &nbsp;&nbsp;&nbsp; 4101 | 3370794 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | &nbsp;&nbsp;&nbsp; 2751 | 2234078 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/52 | &nbsp;&nbsp;&nbsp; 2230 | 1985845 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/45 | &nbsp;&nbsp;&nbsp; 2735 | 2538668 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/34 | &nbsp;&nbsp;&nbsp; 3460 | 3560181 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | &nbsp;&nbsp;&nbsp; 2070 | 2160615 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/54 | &nbsp;&nbsp;&nbsp; 3285 | 3329239 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/55 | &nbsp;&nbsp;&nbsp; 2245 | 2304054 |
| Entergy Mississippi LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/28 | &nbsp;&nbsp;&nbsp; 2463 | 2400615 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/51 | &nbsp;&nbsp;&nbsp; 2375 | 1710039 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/49 | &nbsp;&nbsp;&nbsp; 2464 | 1914985 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/33 | &nbsp;&nbsp;&nbsp; 1280 | 1310145 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/15/55 | &nbsp;&nbsp;&nbsp; 1900 | 1953915 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/54 | &nbsp;&nbsp;&nbsp; 1810 | 1863408 |
| Entergy Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2700 | 2386474 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/30/49 | &nbsp;&nbsp;&nbsp; 2615 | 1906221 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/30/29 | &nbsp;&nbsp;&nbsp; 1652 | 1650105 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/39 | &nbsp;&nbsp;&nbsp; 895 | 842708 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/52 | &nbsp;&nbsp;&nbsp; 2260 | 2057591 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 | &nbsp;&nbsp;&nbsp; 2125 | 2192686 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/54 | &nbsp;&nbsp;&nbsp; 1985 | 1958165 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/01/53 | &nbsp;&nbsp;&nbsp; 1780 | 1807318 |
| Evergy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/29 | &nbsp;&nbsp;&nbsp; 5002 | 4773455 |
| &nbsp;&nbsp;&nbsp; 6.65%, 06/01/55, (5-year CMT + 2.56%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 870 | 887281 |
| Evergy Kansas Central Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/01/27 | &nbsp;&nbsp;&nbsp; 2505 | 2477185 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/49 | &nbsp;&nbsp;&nbsp; 2003 | 1393166 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 | &nbsp;&nbsp;&nbsp; 2075 | 1491115 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | &nbsp;&nbsp;&nbsp; 2330 | 1968847 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/42 | &nbsp;&nbsp;&nbsp; 2692 | 2304182 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/45 | &nbsp;&nbsp;&nbsp; 1899 | 1608029 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/13/28 | &nbsp;&nbsp;&nbsp; 1100 | 1112785 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 1050 | 1077397 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/53 | &nbsp;&nbsp;&nbsp; 1825 | 1844813 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | &nbsp;&nbsp;&nbsp; 1368 | 1477041 |
| Evergy Metro Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/47 | &nbsp;&nbsp;&nbsp; 1990 | 1648643 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 1504 | 1251365 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/33 | &nbsp;&nbsp;&nbsp; 1310 | 1341234 |
| &nbsp;&nbsp;&nbsp; 5.13%, 08/15/35 | &nbsp;&nbsp;&nbsp; 1220 | 1242117 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/41 | &nbsp;&nbsp;&nbsp; 2011 | 2005117 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1545 | 1622453 |
| &nbsp;&nbsp;&nbsp; Series 2019, 4.13%, 04/01/49 | &nbsp;&nbsp;&nbsp; 1843 | 1490843 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.25%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2563 | 2368278 |
| Eversource Energy |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 1680 | 1520946 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | &nbsp;&nbsp;&nbsp; 1300 | 1279041 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/32 | &nbsp;&nbsp;&nbsp; 2926 | 2714148 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/15/50 | &nbsp;&nbsp;&nbsp; 3125 | 2244201 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/30 | &nbsp;&nbsp;&nbsp; 1715 | 1710605 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/01/27 | &nbsp;&nbsp;&nbsp; 4043 | 4065694 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/27 | &nbsp;&nbsp;&nbsp; 2245 | 2263602 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/33 | &nbsp;&nbsp;&nbsp; 3560 | 3616295 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/28 | &nbsp;&nbsp;&nbsp; $5910 | $6052069 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/34 | &nbsp;&nbsp;&nbsp; 2880 | 2972594 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/31 | &nbsp;&nbsp;&nbsp; 4125 | 4361773 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; 3965 | 4150324 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/34 | &nbsp;&nbsp;&nbsp; 3085 | 3277053 |
| &nbsp;&nbsp;&nbsp; Series M, 3.30%, 01/15/28 | &nbsp;&nbsp;&nbsp; 1926 | 1889526 |
| &nbsp;&nbsp;&nbsp; Series O, 4.25%, 04/01/29 | &nbsp;&nbsp;&nbsp; 2866 | 2862205 |
| &nbsp;&nbsp;&nbsp; Series R, 1.65%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2871 | 2533782 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3316 | 3260056 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1275 | 1195642 |
| &nbsp;&nbsp;&nbsp; 4.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 6275 | 6229052 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/52 | &nbsp;&nbsp;&nbsp; 3055 | 2381860 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/46 | &nbsp;&nbsp;&nbsp; 3213 | 2745881 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 | &nbsp;&nbsp;&nbsp; 3047 | 2650515 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/35 | &nbsp;&nbsp;&nbsp; 2274 | 2274341 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/45 | &nbsp;&nbsp;&nbsp; 2955 | 2772312 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2125 | 2199185 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 4180 | 4273377 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/29 | &nbsp;&nbsp;&nbsp; 2815 | 2899037 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/33 | &nbsp;&nbsp;&nbsp; 3765 | 3927548 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | &nbsp;&nbsp;&nbsp; 3070 | 3211523 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 | &nbsp;&nbsp;&nbsp; 4745 | 4671840 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/35 | &nbsp;&nbsp;&nbsp; 2729 | 2874002 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/55 | &nbsp;&nbsp;&nbsp; 2285 | 2337292 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/55, (5-year CMT + 1.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 630 | 657356 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/01/30 | &nbsp;&nbsp;&nbsp; 4130 | 3844035 |
| &nbsp;&nbsp;&nbsp; Series B, 2.25%, 09/01/30 | &nbsp;&nbsp;&nbsp; 1810 | 1642691 |
| &nbsp;&nbsp;&nbsp; Series B, 3.90%, 07/15/27 | &nbsp;&nbsp;&nbsp; 4515 | 4492034 |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 03/01/50 | &nbsp;&nbsp;&nbsp; 2780 | 1953463 |
| &nbsp;&nbsp;&nbsp; Series C, 4.85%, 07/15/47 | &nbsp;&nbsp;&nbsp; 3720 | 3300461 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/15/30 | &nbsp;&nbsp;&nbsp; 1735 | 1757034 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1780 | 1787571 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1695 | 1707242 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/03/32 | &nbsp;&nbsp;&nbsp; 6193 | 5615044 |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 | &nbsp;&nbsp;&nbsp; 5202 | 3391648 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 | &nbsp;&nbsp;&nbsp; 3819 | 2668149 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 3867 | 3022479 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/15/42 | &nbsp;&nbsp;&nbsp; 2236 | 1866578 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | &nbsp;&nbsp;&nbsp; 4752 | 3870013 |
| &nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 | &nbsp;&nbsp;&nbsp; 2705 | 2186145 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 | &nbsp;&nbsp;&nbsp; 3210 | 2778653 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 | &nbsp;&nbsp;&nbsp; 2778 | 2333463 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 | &nbsp;&nbsp;&nbsp; 2933 | 2575109 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 | &nbsp;&nbsp;&nbsp; 2421 | 2013518 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/28 | &nbsp;&nbsp;&nbsp; 3265 | 3305620 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 3680 | 3759911 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 3145 | 3220361 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/35 | &nbsp;&nbsp;&nbsp; 1804 | 1850311 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/34 | &nbsp;&nbsp;&nbsp; 1470 | 1510205 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/28 | &nbsp;&nbsp;&nbsp; 5640 | 5786024 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/33 | &nbsp;&nbsp;&nbsp; 3720 | 3868928 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 4221 | 4388403 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/41 | &nbsp;&nbsp;&nbsp; 2079 | 2093965 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/34 | &nbsp;&nbsp;&nbsp; 4710 | 4957600 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | &nbsp;&nbsp;&nbsp; 3535 | 3463139 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/54 | &nbsp;&nbsp;&nbsp; 3860 | 3940054 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/34 | &nbsp;&nbsp;&nbsp; 2065 | 2212832 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/37 | &nbsp;&nbsp;&nbsp; $1645 | $1769270 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/01/40 | &nbsp;&nbsp;&nbsp; 2418 | 2568090 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | &nbsp;&nbsp;&nbsp; 3530 | 3669103 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/65 | &nbsp;&nbsp;&nbsp; 1433 | 1500923 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/38 | &nbsp;&nbsp;&nbsp; 2533 | 2771307 |
| &nbsp;&nbsp;&nbsp; 5.96%, 04/01/39 | &nbsp;&nbsp;&nbsp; 1820 | 1979435 |
| &nbsp;&nbsp;&nbsp; Series A, 3.30%, 05/30/27 | &nbsp;&nbsp;&nbsp; 3856 | 3828758 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/30/27 | &nbsp;&nbsp;&nbsp; 3140 | 3113396 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 2220 | 2225236 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/42 | &nbsp;&nbsp;&nbsp; 4978 | 4424264 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/43 | &nbsp;&nbsp;&nbsp; 1857 | 1633367 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/30 | &nbsp;&nbsp;&nbsp; 3165 | 3225038 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/16/28 | &nbsp;&nbsp;&nbsp; 4400 | 4469974 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/32 | &nbsp;&nbsp;&nbsp; 2695 | 2743723 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/31 | &nbsp;&nbsp;&nbsp; 4710 | 4851424 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/17/33 | &nbsp;&nbsp;&nbsp; 4800 | 4916383 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/23/27 | &nbsp;&nbsp;&nbsp; 1725 | 1747506 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/52 | &nbsp;&nbsp;&nbsp; 3670 | 3481016 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | &nbsp;&nbsp;&nbsp; 3350 | 3456494 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | &nbsp;&nbsp;&nbsp; 4320 | 4484202 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55 | &nbsp;&nbsp;&nbsp; 3225 | 3203678 |
| &nbsp;&nbsp;&nbsp; Series 10-C, 4.75%, 09/01/40 | &nbsp;&nbsp;&nbsp; 2554 | 2454592 |
| &nbsp;&nbsp;&nbsp; Series A, 3.25%, 03/15/51 | &nbsp;&nbsp;&nbsp; 3450 | 2395539 |
| &nbsp;&nbsp;&nbsp; Series B, 2.65%, 09/15/29 | &nbsp;&nbsp;&nbsp; 3597 | 3423021 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 01/30/50 | &nbsp;&nbsp;&nbsp; 2443 | 1865252 |
| Iberdrola International BV, 6.75%, 07/15/36 | &nbsp;&nbsp;&nbsp; 1732 | 1970072 |
| Idaho Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/34 | &nbsp;&nbsp;&nbsp; 1190 | 1234055 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp; 1930 | 1924896 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | &nbsp;&nbsp;&nbsp; 2075 | 2115792 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/54 | &nbsp;&nbsp;&nbsp; 1060 | 1092889 |
| &nbsp;&nbsp;&nbsp; Series K, 4.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 2311 | 1937106 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | &nbsp;&nbsp;&nbsp; 2280 | 1555123 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/15/28 | &nbsp;&nbsp;&nbsp; 2109 | 2105572 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/48 | &nbsp;&nbsp;&nbsp; 1875 | 1534634 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/53 | &nbsp;&nbsp;&nbsp; 2070 | 2089988 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/37 | &nbsp;&nbsp;&nbsp; 655 | 719342 |
| &nbsp;&nbsp;&nbsp; Series K, 4.55%, 03/15/46 | &nbsp;&nbsp;&nbsp; 1903 | 1666845 |
| &nbsp;&nbsp;&nbsp; Series L, 3.75%, 07/01/47 | &nbsp;&nbsp;&nbsp; 1648 | 1264526 |
| Interstate Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/30/51 | &nbsp;&nbsp;&nbsp; 1745 | 1149341 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/46 | &nbsp;&nbsp;&nbsp; 2208 | 1685815 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/30/54 | &nbsp;&nbsp;&nbsp; 1625 | 1567506 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/29/35 | &nbsp;&nbsp;&nbsp; 2575 | 2699639 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/33 | &nbsp;&nbsp;&nbsp; 1570 | 1662471 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/39 | &nbsp;&nbsp;&nbsp; 1040 | 1132654 |
| Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/30 | &nbsp;&nbsp;&nbsp; 1502 | 1379886 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/49<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1699 | 1243239 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/29 | &nbsp;&nbsp;&nbsp; 2517 | 2471986 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/26/28 | &nbsp;&nbsp;&nbsp; 3546 | 3544974 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/30/34 | &nbsp;&nbsp;&nbsp; 1085 | 1090673 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/01/55 | &nbsp;&nbsp;&nbsp; 2620 | 2580045 |
| IPALCO Enterprises Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/30 | &nbsp;&nbsp;&nbsp; 2775 | 2726366 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/34 | &nbsp;&nbsp;&nbsp; 1790 | 1825614 |
| ITC Holdings Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 11/15/27 | &nbsp;&nbsp;&nbsp; 2005 | 1976437 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/01/43 | &nbsp;&nbsp;&nbsp; 1906 | 1849169 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Jersey Central Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; $2390 | $2391370 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 2450 | 2444383 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1250 | 1270874 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/36<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1750 | 1781996 |
| &nbsp;&nbsp;&nbsp; John Sevier Combined Cycle Generation LLC, <br> 4.63%, 01/15/42<br>| &nbsp;&nbsp;&nbsp; 572 | 559644 |
| &nbsp;&nbsp;&nbsp; Johnsonville Aeroderivative Combustion <br> Turbine Generation LLC, 5.08%, 10/01/54<br>| &nbsp;&nbsp;&nbsp; 968 | 947342 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/50 | &nbsp;&nbsp;&nbsp; 2760 | 1937963 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/45 | &nbsp;&nbsp;&nbsp; 2596 | 2241102 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/40 | &nbsp;&nbsp;&nbsp; 3714 | 3712457 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/15/33 | &nbsp;&nbsp;&nbsp; 1790 | 1884672 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | &nbsp;&nbsp;&nbsp; 1790 | 1844118 |
| Louisville Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/49 | &nbsp;&nbsp;&nbsp; 1715 | 1416161 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/15/33 | &nbsp;&nbsp;&nbsp; 1900 | 1999186 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | &nbsp;&nbsp;&nbsp; 2370 | 2435031 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/01/52 | &nbsp;&nbsp;&nbsp; 3030 | 1895980 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/01/27 | &nbsp;&nbsp;&nbsp; 3810 | 3770383 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/15/50 | &nbsp;&nbsp;&nbsp; 3382 | 2338739 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/15/29 | &nbsp;&nbsp;&nbsp; 5330 | 5278001 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/01/48 | &nbsp;&nbsp;&nbsp; 3783 | 2867809 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | &nbsp;&nbsp;&nbsp; 2578 | 2071552 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/46 | &nbsp;&nbsp;&nbsp; 1715 | 1463905 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/15/49 | &nbsp;&nbsp;&nbsp; 4549 | 3793291 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/44 | &nbsp;&nbsp;&nbsp; 2372 | 2083768 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/43 | &nbsp;&nbsp;&nbsp; 2092 | 1941597 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/55 | &nbsp;&nbsp;&nbsp; 1730 | 1670680 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/34 | &nbsp;&nbsp;&nbsp; 2025 | 2127633 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/56 | &nbsp;&nbsp;&nbsp; 1325 | 1320925 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/35 | &nbsp;&nbsp;&nbsp; 1050 | 1132133 |
| &nbsp;&nbsp;&nbsp; 5.80%, 10/15/36 | &nbsp;&nbsp;&nbsp; 1544 | 1677303 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/54 | &nbsp;&nbsp;&nbsp; 3145 | 3295666 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/30/31 | &nbsp;&nbsp;&nbsp; 1715 | 1940323 |
| Mississippi Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/30/28 | &nbsp;&nbsp;&nbsp; 2265 | 2260935 |
| &nbsp;&nbsp;&nbsp; Series 12-A, 4.25%, 03/15/42 | &nbsp;&nbsp;&nbsp; 2011 | 1755131 |
| &nbsp;&nbsp;&nbsp; Series B, 3.10%, 07/30/51 | &nbsp;&nbsp;&nbsp; 1428 | 957853 |
| National Grid PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/11/34 | &nbsp;&nbsp;&nbsp; 3020 | 3148553 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/12/28 | &nbsp;&nbsp;&nbsp; 1230 | 1271496 |
| &nbsp;&nbsp;&nbsp; 5.81%, 06/12/33 | &nbsp;&nbsp;&nbsp; 2387 | 2554127 |
| National Grid USA, 5.80%, 04/01/35 | &nbsp;&nbsp;&nbsp; 1272 | 1337514 |
| &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 03/15/31 | &nbsp;&nbsp;&nbsp; 1999 | 1726007 |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/15/31 | &nbsp;&nbsp;&nbsp; 1855 | 1618669 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2595 | 2426355 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/32 | &nbsp;&nbsp;&nbsp; 2270 | 2056678 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/25/27 | &nbsp;&nbsp;&nbsp; 2761 | 2727629 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/07/28 | &nbsp;&nbsp;&nbsp; 3460 | 3424692 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/29 | &nbsp;&nbsp;&nbsp; 1700 | 1683249 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/01/28 | &nbsp;&nbsp;&nbsp; 2143 | 2140079 |
| &nbsp;&nbsp;&nbsp; 4.02%, 11/01/32 | &nbsp;&nbsp;&nbsp; 2019 | 1970689 |
| &nbsp;&nbsp;&nbsp; 4.12%, 09/16/27 | &nbsp;&nbsp;&nbsp; 2090 | 2097412 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/32 | &nbsp;&nbsp;&nbsp; 1790 | 1760368 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/49 | &nbsp;&nbsp;&nbsp; 2649 | 2273923 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/48 | &nbsp;&nbsp;&nbsp; 3400 | 2926817 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/07/28 | &nbsp;&nbsp;&nbsp; $885 | $898778 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/05/27 | &nbsp;&nbsp;&nbsp; 2430 | 2451830 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/28 | &nbsp;&nbsp;&nbsp; 3730 | 3795851 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/07/29 | &nbsp;&nbsp;&nbsp; 2140 | 2191994 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/07/30 | &nbsp;&nbsp;&nbsp; 865 | 894257 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/07/31 | &nbsp;&nbsp;&nbsp; 2055 | 2124699 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/34 | &nbsp;&nbsp;&nbsp; 1590 | 1628231 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/28 | &nbsp;&nbsp;&nbsp; 2184 | 2241811 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/06/27 | &nbsp;&nbsp;&nbsp; 2295 | 2328895 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 2490 | 2581448 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/33 | &nbsp;&nbsp;&nbsp; 2890 | 3112220 |
| &nbsp;&nbsp;&nbsp; 7.13%, 09/15/53, (5-year CMT + 3.53%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2160 | 2272536 |
| &nbsp;&nbsp;&nbsp; Series C, 8.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; 2028 | 2407862 |
| &nbsp;&nbsp;&nbsp; Series D, 4.15%, 08/25/28 | &nbsp;&nbsp;&nbsp; 2470 | 2486291 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/01/53 | &nbsp;&nbsp;&nbsp; 1375 | 1402456 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/54 | &nbsp;&nbsp;&nbsp; 2375 | 2475417 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/55, (5-year CMT + 1.94%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 290 | 291967 |
| &nbsp;&nbsp;&nbsp; Series CC, 3.70%, 05/01/29 | &nbsp;&nbsp;&nbsp; 3069 | 3029911 |
| &nbsp;&nbsp;&nbsp; Series DD, 2.40%, 05/01/30 | &nbsp;&nbsp;&nbsp; 1920 | 1785829 |
| &nbsp;&nbsp;&nbsp; Series EE, 3.13%, 08/01/50 | &nbsp;&nbsp;&nbsp; 1825 | 1217537 |
| &nbsp;&nbsp;&nbsp; Series N, 6.65%, 04/01/36 | &nbsp;&nbsp;&nbsp; 1765 | 1997016 |
| &nbsp;&nbsp;&nbsp; Series R, 6.75%, 07/01/37 | &nbsp;&nbsp;&nbsp; 1655 | 1890651 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/15/27 | &nbsp;&nbsp;&nbsp; 5915 | 5774602 |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/28 | &nbsp;&nbsp;&nbsp; 5650 | 5371842 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 8073 | 7429056 |
| &nbsp;&nbsp;&nbsp; 2.44%, 01/15/32 | &nbsp;&nbsp;&nbsp; 4868 | 4337517 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/01/29 | &nbsp;&nbsp;&nbsp; 5155 | 4906807 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | &nbsp;&nbsp;&nbsp; 2395 | 1546944 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/29 | &nbsp;&nbsp;&nbsp; 3182 | 3119108 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/01/27 | &nbsp;&nbsp;&nbsp; 8022 | 7964296 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/82, (5-year CMT + 2.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2480 | 2422696 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/27 | &nbsp;&nbsp;&nbsp; 7130 | 7201234 |
| &nbsp;&nbsp;&nbsp; 4.69%, 09/01/27 | &nbsp;&nbsp;&nbsp; 2425 | 2451019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.80%, 12/01/77, (3-mo. SOFR US + <br> 2.67%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2633 | 2571609 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/04/28 | &nbsp;&nbsp;&nbsp; 2950 | 3004292 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/28 | &nbsp;&nbsp;&nbsp; 6315 | 6432791 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | &nbsp;&nbsp;&nbsp; 4545 | 4660936 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/28/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4865 | 5026492 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 4867 | 5005210 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/30 | &nbsp;&nbsp;&nbsp; 5385 | 5565385 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/28/33 | &nbsp;&nbsp;&nbsp; 4750 | 4885000 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/34 | &nbsp;&nbsp;&nbsp; 5360 | 5528778 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/28/53 | &nbsp;&nbsp;&nbsp; 5050 | 4754736 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2925 | 3060248 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/35 | &nbsp;&nbsp;&nbsp; 4220 | 4387756 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | &nbsp;&nbsp;&nbsp; 3550 | 3475086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.65%, 05/01/79, (3-mo. SOFR US + <br> 3.42%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1116 | 1129312 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/55 | &nbsp;&nbsp;&nbsp; 2975 | 3064993 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/55, (5-year CMT + 2.05%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 220 | 228486 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/55, (5-year CMT + 1.98%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 450 | 476338 |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/01/54, (5-year CMT + 2.36%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1320 | 1372331 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/54, (5-year CMT + 2.46%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2280 | 2442167 |
| Northern States Power Co./MN |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/31 | &nbsp;&nbsp;&nbsp; 2530 | 2307101 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/51 | &nbsp;&nbsp;&nbsp; 3469 | 2168740 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/50 | &nbsp;&nbsp;&nbsp; 3214 | 2160172 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/52 | &nbsp;&nbsp;&nbsp; 2270 | 1598290 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/42 | &nbsp;&nbsp;&nbsp; $1638 | $1296438 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/15/46 | &nbsp;&nbsp;&nbsp; 1341 | 1048865 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | &nbsp;&nbsp;&nbsp; 2433 | 1866994 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 1657 | 1389703 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/44 | &nbsp;&nbsp;&nbsp; 1840 | 1573923 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 1900 | 1647550 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/35 | &nbsp;&nbsp;&nbsp; 3240 | 3326702 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/53 | &nbsp;&nbsp;&nbsp; 3200 | 3029298 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/39 | &nbsp;&nbsp;&nbsp; 1940 | 1985134 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 2885 | 2853503 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/55 | &nbsp;&nbsp;&nbsp; 1790 | 1832409 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/01/37 | &nbsp;&nbsp;&nbsp; 1453 | 1610033 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/36 | &nbsp;&nbsp;&nbsp; 1390 | 1542837 |
| &nbsp;&nbsp;&nbsp; Northern States Power Co./WI, 5.65%, <br> 06/15/54<br>| &nbsp;&nbsp;&nbsp; 1365 | 1403103 |
| NorthWestern Corp., 4.18%, 11/15/44 | &nbsp;&nbsp;&nbsp; 505 | 424876 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/15/31 | &nbsp;&nbsp;&nbsp; 976 | 864131 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | &nbsp;&nbsp;&nbsp; 1980 | 1356623 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/27 | &nbsp;&nbsp;&nbsp; 2911 | 2878845 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 2407 | 2338141 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 2457 | 2434848 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/44 | &nbsp;&nbsp;&nbsp; 1665 | 1469681 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | &nbsp;&nbsp;&nbsp; 2165 | 1869405 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/30 | &nbsp;&nbsp;&nbsp; 2370 | 2433010 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 1390 | 1278073 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/35 | &nbsp;&nbsp;&nbsp; 3000 | 3080003 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/34 | &nbsp;&nbsp;&nbsp; 2550 | 2656796 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 985 | 1016090 |
| &nbsp;&nbsp;&nbsp; NYSEG Storm Funding LLC, Series A-2, <br> 4.87%, 05/01/32<br>| &nbsp;&nbsp;&nbsp; 2000 | 2052568 |
| OGE Energy Corp., 5.45%, 05/15/29 | &nbsp;&nbsp;&nbsp; 2240 | 2327063 |
| Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/01/50 | &nbsp;&nbsp;&nbsp; 2260 | 1639995 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/47 | &nbsp;&nbsp;&nbsp; 3140 | 2655244 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/48 | &nbsp;&nbsp;&nbsp; 2680 | 2436718 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/50 | &nbsp;&nbsp;&nbsp; 1627 | 1496426 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/01/40 | &nbsp;&nbsp;&nbsp; 2190 | 2185929 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/01/54 | &nbsp;&nbsp;&nbsp; 1440 | 1430572 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/01/55 | &nbsp;&nbsp;&nbsp; 1485 | 1493247 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/39 | &nbsp;&nbsp;&nbsp; 1501 | 1606423 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/01/53 | &nbsp;&nbsp;&nbsp; 2235 | 2334888 |
| Ohio Edison Co., 6.88%, 07/15/36 | &nbsp;&nbsp;&nbsp; 1540 | 1777847 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 2207 | 1722091 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 | &nbsp;&nbsp;&nbsp; 2292 | 1823685 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/33 | &nbsp;&nbsp;&nbsp; 1335 | 1362963 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/34 | &nbsp;&nbsp;&nbsp; 1990 | 2083817 |
| &nbsp;&nbsp;&nbsp; Series P, 2.60%, 04/01/30 | &nbsp;&nbsp;&nbsp; 1988 | 1856701 |
| &nbsp;&nbsp;&nbsp; Series Q, 1.63%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2791 | 2444874 |
| &nbsp;&nbsp;&nbsp; Series R, 2.90%, 10/01/51 | &nbsp;&nbsp;&nbsp; 2510 | 1572776 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/01/30 | &nbsp;&nbsp;&nbsp; 2091 | 2017271 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2111 | 2036251 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/28 | &nbsp;&nbsp;&nbsp; 2987 | 2974280 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/47 | &nbsp;&nbsp;&nbsp; 1929 | 1533604 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/47 | &nbsp;&nbsp;&nbsp; 3250 | 2688463 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/33 | &nbsp;&nbsp;&nbsp; 2025 | 2131506 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/53 | &nbsp;&nbsp;&nbsp; 3680 | 3664784 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55 | &nbsp;&nbsp;&nbsp; 1415 | 1451199 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 | &nbsp;&nbsp;&nbsp; $2710 | $1657986 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/30 | &nbsp;&nbsp;&nbsp; 3687 | 3482784 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 | &nbsp;&nbsp;&nbsp; 3360 | 2279609 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/28 | &nbsp;&nbsp;&nbsp; 4088 | 4066100 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/50 | &nbsp;&nbsp;&nbsp; 2106 | 1573038 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/45 | &nbsp;&nbsp;&nbsp; 2806 | 2241270 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/30/47 | &nbsp;&nbsp;&nbsp; 1837 | 1444597 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 | &nbsp;&nbsp;&nbsp; 2598 | 2004426 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/48 | &nbsp;&nbsp;&nbsp; 2245 | 1830874 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/32 | &nbsp;&nbsp;&nbsp; 2010 | 1976419 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | &nbsp;&nbsp;&nbsp; 950 | 956933 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/27<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 2210 | 2227274 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | &nbsp;&nbsp;&nbsp; 3010 | 3024588 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/41 | &nbsp;&nbsp;&nbsp; 2061 | 1880977 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 | &nbsp;&nbsp;&nbsp; 1570 | 1337362 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/29 | &nbsp;&nbsp;&nbsp; 2585 | 2637067 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 4500 | 4098485 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/30/40 | &nbsp;&nbsp;&nbsp; 2177 | 2202302 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 | &nbsp;&nbsp;&nbsp; 1638 | 1623382 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1700 | 1770407 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/52 | &nbsp;&nbsp;&nbsp; 1420 | 1373922 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/15/54 | &nbsp;&nbsp;&nbsp; 3385 | 3352901 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/33 | &nbsp;&nbsp;&nbsp; 3260 | 3490473 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/29 | &nbsp;&nbsp;&nbsp; 1679 | 1760665 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 2260 | 2322187 |
| &nbsp;&nbsp;&nbsp; 7.00%, 05/01/32 | &nbsp;&nbsp;&nbsp; 1669 | 1900271 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/15/33 | &nbsp;&nbsp;&nbsp; 2467 | 2851735 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/01/38 | &nbsp;&nbsp;&nbsp; 1264 | 1533348 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 08/01/27 | &nbsp;&nbsp;&nbsp; 4895 | 4723061 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/31 | &nbsp;&nbsp;&nbsp; 9168 | 8253204 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/28 | &nbsp;&nbsp;&nbsp; 3975 | 3846351 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/31 | &nbsp;&nbsp;&nbsp; 3995 | 3708738 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 2668 | 2634778 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/27 | &nbsp;&nbsp;&nbsp; 5307 | 5214336 |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 | &nbsp;&nbsp;&nbsp; 4257 | 3255092 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 | &nbsp;&nbsp;&nbsp; 8820 | 6069974 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/01/28 | &nbsp;&nbsp;&nbsp; 4434 | 4369383 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/42 | &nbsp;&nbsp;&nbsp; 1863 | 1426147 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | &nbsp;&nbsp;&nbsp; 4303 | 3245861 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 3049 | 2323937 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/29 | &nbsp;&nbsp;&nbsp; 3635 | 3617316 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/41 | &nbsp;&nbsp;&nbsp; 2217 | 1841819 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/46 | &nbsp;&nbsp;&nbsp; 2317 | 1836646 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 | &nbsp;&nbsp;&nbsp; 2909 | 2343147 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/32 | &nbsp;&nbsp;&nbsp; 2325 | 2269884 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/42 | &nbsp;&nbsp;&nbsp; 2016 | 1690552 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 | &nbsp;&nbsp;&nbsp; 8268 | 7270554 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/01/30 | &nbsp;&nbsp;&nbsp; 13354 | 13319120 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | &nbsp;&nbsp;&nbsp; 1517 | 1288325 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/01/28 | &nbsp;&nbsp;&nbsp; 2043 | 2055962 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 | &nbsp;&nbsp;&nbsp; 3200 | 2742558 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 | &nbsp;&nbsp;&nbsp; 13682 | 11797402 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/28 | &nbsp;&nbsp;&nbsp; 3255 | 3304910 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/32 | &nbsp;&nbsp;&nbsp; 2020 | 2035623 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 | &nbsp;&nbsp;&nbsp; 2795 | 2480644 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/27 | &nbsp;&nbsp;&nbsp; 2374 | 2409521 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/29 | &nbsp;&nbsp;&nbsp; 4085 | 4222220 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/35 | &nbsp;&nbsp;&nbsp; 2855 | 2951743 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/15/34 | &nbsp;&nbsp;&nbsp; 4615 | 4813983 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/15/32 | &nbsp;&nbsp;&nbsp; $3015 | $3168520 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/01/54 | &nbsp;&nbsp;&nbsp; 3155 | 3082412 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/35 | &nbsp;&nbsp;&nbsp; 3245 | 3426207 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/15/29 | &nbsp;&nbsp;&nbsp; 3490 | 3648805 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/55 | &nbsp;&nbsp;&nbsp; 3440 | 3458529 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/33 | &nbsp;&nbsp;&nbsp; 3625 | 3862006 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/55 | &nbsp;&nbsp;&nbsp; 2855 | 2886236 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/33 | &nbsp;&nbsp;&nbsp; 4645 | 5039603 |
| &nbsp;&nbsp;&nbsp; 6.70%, 04/01/53 | &nbsp;&nbsp;&nbsp; 3235 | 3472669 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 | &nbsp;&nbsp;&nbsp; 6820 | 7392847 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/34 | &nbsp;&nbsp;&nbsp; 3720 | 4162968 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 | &nbsp;&nbsp;&nbsp; 2605 | 2400094 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/52 | &nbsp;&nbsp;&nbsp; 5040 | 3012782 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/51 | &nbsp;&nbsp;&nbsp; 2904 | 1879924 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/29 | &nbsp;&nbsp;&nbsp; 2185 | 2121837 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/42 | &nbsp;&nbsp;&nbsp; 1903 | 1527330 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/49 | &nbsp;&nbsp;&nbsp; 2965 | 2261029 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/50 | &nbsp;&nbsp;&nbsp; 2677 | 2036417 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/29 | &nbsp;&nbsp;&nbsp; 3115 | 3175539 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/35 | &nbsp;&nbsp;&nbsp; 1184 | 1189445 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/31 | &nbsp;&nbsp;&nbsp; 3240 | 3341392 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/53 | &nbsp;&nbsp;&nbsp; 5040 | 4504538 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | &nbsp;&nbsp;&nbsp; 4390 | 4488287 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/54 | &nbsp;&nbsp;&nbsp; 4220 | 3865674 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/37 | &nbsp;&nbsp;&nbsp; 1752 | 1800803 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/55 | &nbsp;&nbsp;&nbsp; 6420 | 6122260 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/39 | &nbsp;&nbsp;&nbsp; 2988 | 3062701 |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/01/36 | &nbsp;&nbsp;&nbsp; 1565 | 1643774 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/37 | &nbsp;&nbsp;&nbsp; 2691 | 2838440 |
| &nbsp;&nbsp;&nbsp; 6.35%, 07/15/38 | &nbsp;&nbsp;&nbsp; 1420 | 1500033 |
| &nbsp;&nbsp;&nbsp; 7.70%, 11/15/31 | &nbsp;&nbsp;&nbsp; 1155 | 1324846 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | &nbsp;&nbsp;&nbsp; 800 | 513435 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/15/51 | &nbsp;&nbsp;&nbsp; 1700 | 1081742 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 | &nbsp;&nbsp;&nbsp; 1845 | 1239713 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/15/51 | &nbsp;&nbsp;&nbsp; 1270 | 842079 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/47 | &nbsp;&nbsp;&nbsp; 1751 | 1361962 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/48 | &nbsp;&nbsp;&nbsp; 2957 | 2368031 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/44 | &nbsp;&nbsp;&nbsp; 1385 | 1182260 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/52 | &nbsp;&nbsp;&nbsp; 1850 | 1559149 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/52 | &nbsp;&nbsp;&nbsp; 1800 | 1573969 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/35 | &nbsp;&nbsp;&nbsp; 2775 | 2808660 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/33 | &nbsp;&nbsp;&nbsp; 2557 | 2632184 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/54 | &nbsp;&nbsp;&nbsp; 2150 | 2075936 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/55 | &nbsp;&nbsp;&nbsp; 4255 | 4335985 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/36 | &nbsp;&nbsp;&nbsp; 1095 | 1196009 |
| PG&E Recovery Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/15/34 | &nbsp;&nbsp;&nbsp; 76 | 78933 |
| &nbsp;&nbsp;&nbsp; Series A-1, 4.84%, 06/01/35 | &nbsp;&nbsp;&nbsp; 3399 | 3468603 |
| &nbsp;&nbsp;&nbsp; Series A-2, 5.23%, 06/01/42 | &nbsp;&nbsp;&nbsp; 4000 | 4127381 |
| &nbsp;&nbsp;&nbsp; Series A-2, 5.26%, 01/15/40 | &nbsp;&nbsp;&nbsp; 825 | 854184 |
| &nbsp;&nbsp;&nbsp; Series A-3, 5.53%, 06/01/51 | &nbsp;&nbsp;&nbsp; 3980 | 4039252 |
| PG&E Wildfire Recovery Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; Series A-1, 4.02%, 06/01/33 | &nbsp;&nbsp;&nbsp; 1950 | 1948943 |
| &nbsp;&nbsp;&nbsp; Series A-2, 4.26%, 06/01/38 | &nbsp;&nbsp;&nbsp; 8350 | 8142727 |
| &nbsp;&nbsp;&nbsp; Series A-2, 4.72%, 06/01/37 | &nbsp;&nbsp;&nbsp; 2575 | 2568489 |
| &nbsp;&nbsp;&nbsp; Series A-3, 4.38%, 06/03/41 | &nbsp;&nbsp;&nbsp; 2000 | 1908221 |
| &nbsp;&nbsp;&nbsp; Series A-3, 5.08%, 06/01/43 | &nbsp;&nbsp;&nbsp; 2300 | 2302179 |
| &nbsp;&nbsp;&nbsp; Series A-4, 4.45%, 12/01/49 | &nbsp;&nbsp;&nbsp; 20000 | 17951076 |
| &nbsp;&nbsp;&nbsp; Series A-4, 5.21%, 12/01/49 | &nbsp;&nbsp;&nbsp; 2540 | 2503401 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; Series A-5, 4.67%, 12/01/53 | &nbsp;&nbsp;&nbsp; $3090 | $2794388 |
| &nbsp;&nbsp;&nbsp; Series A-5, 5.10%, 06/01/54 | &nbsp;&nbsp;&nbsp; 2030 | 1933782 |
| Pinnacle West Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/28 | &nbsp;&nbsp;&nbsp; 2810 | 2856735 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1380 | 1425574 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | &nbsp;&nbsp;&nbsp; 3009 | 2581929 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/34 | &nbsp;&nbsp;&nbsp; 1800 | 1863573 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/54 | &nbsp;&nbsp;&nbsp; 1490 | 1473989 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | &nbsp;&nbsp;&nbsp; 1440 | 1632804 |
| PPL Capital Funding Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/30 | &nbsp;&nbsp;&nbsp; 2130 | 2121107 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/34 | &nbsp;&nbsp;&nbsp; 1605 | 1653399 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/49 | &nbsp;&nbsp;&nbsp; 2192 | 1485965 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/47 | &nbsp;&nbsp;&nbsp; 2173 | 1774515 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/44 | &nbsp;&nbsp;&nbsp; 1563 | 1329754 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/45 | &nbsp;&nbsp;&nbsp; 1945 | 1665531 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | &nbsp;&nbsp;&nbsp; 2330 | 1946746 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/43 | &nbsp;&nbsp;&nbsp; 1875 | 1740597 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/34 | &nbsp;&nbsp;&nbsp; 2575 | 2629393 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/33 | &nbsp;&nbsp;&nbsp; 3300 | 3405668 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 | &nbsp;&nbsp;&nbsp; 3510 | 3433959 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/55 | &nbsp;&nbsp;&nbsp; 4300 | 4350620 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/39 | &nbsp;&nbsp;&nbsp; 1070 | 1192089 |
| Progress Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/39 | &nbsp;&nbsp;&nbsp; 2852 | 3049837 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/30/31 | &nbsp;&nbsp;&nbsp; 2005 | 2262473 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/01/31 | &nbsp;&nbsp;&nbsp; 2914 | 3354991 |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 06/15/31 | &nbsp;&nbsp;&nbsp; 1300 | 1143719 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | &nbsp;&nbsp;&nbsp; 1933 | 1544239 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/28 | &nbsp;&nbsp;&nbsp; 2525 | 2518401 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/47 | &nbsp;&nbsp;&nbsp; 2189 | 1705537 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/49 | &nbsp;&nbsp;&nbsp; 2481 | 1961699 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/01/32 | &nbsp;&nbsp;&nbsp; 1645 | 1619940 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/48 | &nbsp;&nbsp;&nbsp; 1750 | 1414624 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/44 | &nbsp;&nbsp;&nbsp; 1576 | 1359138 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 2055 | 1750218 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | &nbsp;&nbsp;&nbsp; 2395 | 2441313 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 | &nbsp;&nbsp;&nbsp; 4035 | 3808705 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/34 | &nbsp;&nbsp;&nbsp; 3900 | 4042571 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/54 | &nbsp;&nbsp;&nbsp; 2220 | 2257371 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | &nbsp;&nbsp;&nbsp; 4690 | 4824584 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/38 | &nbsp;&nbsp;&nbsp; 610 | 687876 |
| &nbsp;&nbsp;&nbsp; Series 17, 6.25%, 09/01/37 | &nbsp;&nbsp;&nbsp; 1684 | 1857821 |
| &nbsp;&nbsp;&nbsp; Series 34, 3.20%, 03/01/50 | &nbsp;&nbsp;&nbsp; 2629 | 1819642 |
| &nbsp;&nbsp;&nbsp; Series 35, 1.90%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2229 | 1989433 |
| &nbsp;&nbsp;&nbsp; Series 36, 2.70%, 01/15/51 | &nbsp;&nbsp;&nbsp; 2250 | 1386691 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/49 | &nbsp;&nbsp;&nbsp; 1845 | 1384968 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/28 | &nbsp;&nbsp;&nbsp; 2250 | 2273899 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/53 | &nbsp;&nbsp;&nbsp; 1725 | 1635897 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/33 | &nbsp;&nbsp;&nbsp; 2675 | 2806963 |
| &nbsp;&nbsp;&nbsp; Series V, 2.20%, 06/15/31 | &nbsp;&nbsp;&nbsp; 590 | 531280 |
| Public Service Co. of Oklahoma |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/35 | &nbsp;&nbsp;&nbsp; 2385 | 2422984 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/33 | &nbsp;&nbsp;&nbsp; 2325 | 2400417 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/36 | &nbsp;&nbsp;&nbsp; 3935 | 4054465 |
| &nbsp;&nbsp;&nbsp; Series J, 2.20%, 08/15/31 | &nbsp;&nbsp;&nbsp; 1815 | 1612875 |
| &nbsp;&nbsp;&nbsp; Series K, 3.15%, 08/15/51 | &nbsp;&nbsp;&nbsp; 670 | 448398 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/31 | &nbsp;&nbsp;&nbsp; $2455 | $2174036 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3050 | 1683733 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/30 | &nbsp;&nbsp;&nbsp; 2084 | 1964002 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/01/50 | &nbsp;&nbsp;&nbsp; 2015 | 1276686 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/27 | &nbsp;&nbsp;&nbsp; 2874 | 2838964 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 1280 | 862438 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1204 | 1122871 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 | &nbsp;&nbsp;&nbsp; 1945 | 1353176 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/29 | &nbsp;&nbsp;&nbsp; 1919 | 1872618 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/01/49 | &nbsp;&nbsp;&nbsp; 2545 | 1790935 |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/47 | &nbsp;&nbsp;&nbsp; 2664 | 2042071 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/28 | &nbsp;&nbsp;&nbsp; 2583 | 2562744 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/42 | &nbsp;&nbsp;&nbsp; 1685 | 1377963 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/01/28 | &nbsp;&nbsp;&nbsp; 2274 | 2264421 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/01/43 | &nbsp;&nbsp;&nbsp; 1154 | 953241 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 | &nbsp;&nbsp;&nbsp; 2653 | 2130982 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 | &nbsp;&nbsp;&nbsp; 2622 | 2069229 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 | &nbsp;&nbsp;&nbsp; 1390 | 1188362 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/48 | &nbsp;&nbsp;&nbsp; 2711 | 2232620 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 1725 | 1743541 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/01/34 | &nbsp;&nbsp;&nbsp; 2325 | 2358706 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/32 | &nbsp;&nbsp;&nbsp; 2278 | 2344868 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/35 | &nbsp;&nbsp;&nbsp; 1180 | 1209666 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/53 | &nbsp;&nbsp;&nbsp; 985 | 941634 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | &nbsp;&nbsp;&nbsp; 1280 | 1335174 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/34 | &nbsp;&nbsp;&nbsp; 1990 | 2067192 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/54 | &nbsp;&nbsp;&nbsp; 2315 | 2263659 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/53 | &nbsp;&nbsp;&nbsp; 1040 | 1037993 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | &nbsp;&nbsp;&nbsp; 2310 | 2302624 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/40 | &nbsp;&nbsp;&nbsp; 1227 | 1272195 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/01/37 | &nbsp;&nbsp;&nbsp; 743 | 803897 |
| Public Service Electric and Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 | &nbsp;&nbsp;&nbsp; 1360 | 1378673 |
| &nbsp;&nbsp;&nbsp; Series Q, 5.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 370 | 370900 |
| Public Service Enterprise Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2783 | 2465913 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/31 | &nbsp;&nbsp;&nbsp; 3140 | 2811317 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2040 | 2090232 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/29 | &nbsp;&nbsp;&nbsp; 3565 | 3674551 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35 | &nbsp;&nbsp;&nbsp; 1600 | 1656003 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/34 | &nbsp;&nbsp;&nbsp; 2505 | 2610545 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/27 | &nbsp;&nbsp;&nbsp; 2080 | 2148244 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/28 | &nbsp;&nbsp;&nbsp; 3285 | 3438162 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/33 | &nbsp;&nbsp;&nbsp; 2525 | 2736340 |
| Puget Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 06/15/28 | &nbsp;&nbsp;&nbsp; 3705 | 3540227 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2744 | 2686109 |
| &nbsp;&nbsp;&nbsp; 4.22%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2304 | 2210441 |
| &nbsp;&nbsp;&nbsp; 5.73%, 03/15/35 | &nbsp;&nbsp;&nbsp; 955 | 984551 |
| Puget Sound Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.89%, 09/15/51 | &nbsp;&nbsp;&nbsp; 2055 | 1330979 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/49 | &nbsp;&nbsp;&nbsp; 3353 | 2330019 |
| &nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 | &nbsp;&nbsp;&nbsp; 3870 | 3225156 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/45 | &nbsp;&nbsp;&nbsp; 2352 | 1978720 |
| &nbsp;&nbsp;&nbsp; 5.33%, 06/15/34 | &nbsp;&nbsp;&nbsp; 1845 | 1912714 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/53 | &nbsp;&nbsp;&nbsp; 670 | 656136 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/55 | &nbsp;&nbsp;&nbsp; 3250 | 3225105 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/15/41 | &nbsp;&nbsp;&nbsp; 840 | 853178 |
| &nbsp;&nbsp;&nbsp; 5.69%, 06/15/54 | &nbsp;&nbsp;&nbsp; 1785 | 1810338 |
| &nbsp;&nbsp;&nbsp; 5.76%, 10/01/39 | &nbsp;&nbsp;&nbsp; 1560 | 1647115 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/40 | &nbsp;&nbsp;&nbsp; $1375 | $1441971 |
| &nbsp;&nbsp;&nbsp; 6.27%, 03/15/37 | &nbsp;&nbsp;&nbsp; 1125 | 1243595 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 2260 | 1658225 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | &nbsp;&nbsp;&nbsp; 2200 | 1786083 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/40 | &nbsp;&nbsp;&nbsp; 1633 | 1507256 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/28 | &nbsp;&nbsp;&nbsp; 3617 | 3702847 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/53 | &nbsp;&nbsp;&nbsp; 3725 | 3587293 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/35 | &nbsp;&nbsp;&nbsp; 2290 | 2385546 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/54 | &nbsp;&nbsp;&nbsp; 2895 | 2866455 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/39 | &nbsp;&nbsp;&nbsp; 1050 | 1136143 |
| &nbsp;&nbsp;&nbsp; Series RRR, 3.75%, 06/01/47 | &nbsp;&nbsp;&nbsp; 2420 | 1862900 |
| &nbsp;&nbsp;&nbsp; Series TTT, 4.10%, 06/15/49 | &nbsp;&nbsp;&nbsp; 2284 | 1840042 |
| &nbsp;&nbsp;&nbsp; Series UUU, 3.32%, 04/15/50 | &nbsp;&nbsp;&nbsp; 2291 | 1607996 |
| &nbsp;&nbsp;&nbsp; Series VVV, 1.70%, 10/01/30 | &nbsp;&nbsp;&nbsp; 4579 | 4086559 |
| &nbsp;&nbsp;&nbsp; Series WWW, 2.95%, 08/15/51 | &nbsp;&nbsp;&nbsp; 3970 | 2580672 |
| &nbsp;&nbsp;&nbsp; Series XXX, 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2355 | 2165454 |
| SCE Recovery Funding LLC, 5.34%, 03/15/47 | &nbsp;&nbsp;&nbsp; 1000 | 1013587 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 | &nbsp;&nbsp;&nbsp; 4103 | 4042428 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/01/28 | &nbsp;&nbsp;&nbsp; 5127 | 5049206 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 3128 | 3080731 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 | &nbsp;&nbsp;&nbsp; 4602 | 3982043 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | &nbsp;&nbsp;&nbsp; 3507 | 2712972 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/52, (5-year CMT + 2.87%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4290 | 4181695 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/33 | &nbsp;&nbsp;&nbsp; 3480 | 3653271 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/39 | &nbsp;&nbsp;&nbsp; 3350 | 3528814 |
| &nbsp;&nbsp;&nbsp; 6.40%, 10/01/54, (5-year CMT + 2.63%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1595 | 1625128 |
| &nbsp;&nbsp;&nbsp; 6.55%, 04/01/55, (5-year CMT + 2.14%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 156966 |
| &nbsp;&nbsp;&nbsp; 6.63%, 04/01/55, (5-year CMT + 2.35%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15152 |
| &nbsp;&nbsp;&nbsp; 6.88%, 10/01/54, (5-year CMT + 2.79%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1870 | 1918189 |
| Sierra Pacific Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/54 | &nbsp;&nbsp;&nbsp; 2155 | 2182469 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/15/55, (5-year CMT + 2.55%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1525 | 1513749 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 3092 | 2800539 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 3475 | 3090512 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/01/29 | &nbsp;&nbsp;&nbsp; 2558 | 2415459 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 | &nbsp;&nbsp;&nbsp; 2800 | 1897867 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 | &nbsp;&nbsp;&nbsp; 5779 | 4088088 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | &nbsp;&nbsp;&nbsp; 7689 | 5904420 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/42 | &nbsp;&nbsp;&nbsp; 2562 | 2074449 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | &nbsp;&nbsp;&nbsp; 2555 | 2269184 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 | &nbsp;&nbsp;&nbsp; 3738 | 3227743 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/27 | &nbsp;&nbsp;&nbsp; 3290 | 3309646 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/29 | &nbsp;&nbsp;&nbsp; 2700 | 2754199 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/34 | &nbsp;&nbsp;&nbsp; 3570 | 3602066 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2995 | 3074808 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/28 | &nbsp;&nbsp;&nbsp; 2145 | 2187294 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/31 | &nbsp;&nbsp;&nbsp; 2295 | 2374980 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/35 | &nbsp;&nbsp;&nbsp; 3200 | 3266096 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 2138 | 2125963 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/01/36 | &nbsp;&nbsp;&nbsp; 1589 | 1618932 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/01/28 | &nbsp;&nbsp;&nbsp; 1715 | 1774196 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/53 | &nbsp;&nbsp;&nbsp; 1755 | 1661294 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | &nbsp;&nbsp;&nbsp; 2025 | 1938246 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/27 | &nbsp;&nbsp;&nbsp; 3070 | 3154254 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/53 | &nbsp;&nbsp;&nbsp; 2990 | 2919280 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/55 | &nbsp;&nbsp;&nbsp; 2550 | 2512085 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/32 | &nbsp;&nbsp;&nbsp; 2539 | 2696129 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/34 | &nbsp;&nbsp;&nbsp; 3199 | 3374203 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/39 | &nbsp;&nbsp;&nbsp; $2200 | $2290130 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | &nbsp;&nbsp;&nbsp; 2675 | 2745800 |
| &nbsp;&nbsp;&nbsp; 6.65%, 04/01/29 | &nbsp;&nbsp;&nbsp; 2025 | 2134885 |
| &nbsp;&nbsp;&nbsp; Series 04-G, 5.75%, 04/01/35 | &nbsp;&nbsp;&nbsp; 1379 | 1434774 |
| &nbsp;&nbsp;&nbsp; Series 05-E, 5.35%, 07/15/35 | &nbsp;&nbsp;&nbsp; 1511 | 1528967 |
| &nbsp;&nbsp;&nbsp; Series 06-E, 5.55%, 01/15/37 | &nbsp;&nbsp;&nbsp; 1730 | 1749199 |
| &nbsp;&nbsp;&nbsp; Series 08-A, 5.95%, 02/01/38 | &nbsp;&nbsp;&nbsp; 2357 | 2426841 |
| &nbsp;&nbsp;&nbsp; Series 13-A, 3.90%, 03/15/43 | &nbsp;&nbsp;&nbsp; 2374 | 1855748 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.95%, 02/01/51 | &nbsp;&nbsp;&nbsp; 2620 | 1631000 |
| &nbsp;&nbsp;&nbsp; Series A, 4.20%, 03/01/29 | &nbsp;&nbsp;&nbsp; 3988 | 3964088 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 2452 | 2416561 |
| &nbsp;&nbsp;&nbsp; Series B, 4.88%, 03/01/49 | &nbsp;&nbsp;&nbsp; 3081 | 2644047 |
| &nbsp;&nbsp;&nbsp; Series C, 3.60%, 02/01/45 | &nbsp;&nbsp;&nbsp; 2010 | 1472067 |
| &nbsp;&nbsp;&nbsp; Series C, 4.13%, 03/01/48 | &nbsp;&nbsp;&nbsp; 6072 | 4712856 |
| &nbsp;&nbsp;&nbsp; Series D, 4.70%, 06/01/27 | &nbsp;&nbsp;&nbsp; 3527 | 3548193 |
| &nbsp;&nbsp;&nbsp; Series E, 5.45%, 06/01/52 | &nbsp;&nbsp;&nbsp; 1889 | 1735004 |
| &nbsp;&nbsp;&nbsp; Series G, 2.50%, 06/01/31 | &nbsp;&nbsp;&nbsp; 3607 | 3233218 |
| &nbsp;&nbsp;&nbsp; Series H, 3.65%, 06/01/51 | &nbsp;&nbsp;&nbsp; 2517 | 1767139 |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/01/36 | &nbsp;&nbsp;&nbsp; 2600 | 2448281 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/46 | &nbsp;&nbsp;&nbsp; 8891 | 7619922 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/28 | &nbsp;&nbsp;&nbsp; 3110 | 3166355 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/35 | &nbsp;&nbsp;&nbsp; 3430 | 3419237 |
| &nbsp;&nbsp;&nbsp; 5.11%, 08/01/27 | &nbsp;&nbsp;&nbsp; 3450 | 3504099 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/33 | &nbsp;&nbsp;&nbsp; 3835 | 3963985 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 4710 | 4894257 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/32 | &nbsp;&nbsp;&nbsp; 2595 | 2762414 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34 | &nbsp;&nbsp;&nbsp; 4060 | 4292287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2025, 6.38%, 03/15/55, (5-year CMT <br> + 2.07%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 260 | 275093 |
| &nbsp;&nbsp;&nbsp; Series 21-B, 1.75%, 03/15/28 | &nbsp;&nbsp;&nbsp; 2080 | 1973296 |
| &nbsp;&nbsp;&nbsp; Series A, 3.70%, 04/30/30 | &nbsp;&nbsp;&nbsp; 4910 | 4805217 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/41 | &nbsp;&nbsp;&nbsp; 2698 | 2626632 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | &nbsp;&nbsp;&nbsp; 1415 | 1359846 |
| &nbsp;&nbsp;&nbsp; Series A, 4.25%, 10/01/30 | &nbsp;&nbsp;&nbsp; 2150 | 2147027 |
| &nbsp;&nbsp;&nbsp; Series B, 4.90%, 10/01/35 | &nbsp;&nbsp;&nbsp; 2150 | 2135759 |
| &nbsp;&nbsp;&nbsp; Series F, 4.95%, 12/15/46 | &nbsp;&nbsp;&nbsp; 1905 | 1734023 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/51 | &nbsp;&nbsp;&nbsp; 3305 | 2213911 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/33 | &nbsp;&nbsp;&nbsp; 1520 | 1564408 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | &nbsp;&nbsp;&nbsp; 1669 | 1797160 |
| &nbsp;&nbsp;&nbsp; Series J, 3.90%, 04/01/45 | &nbsp;&nbsp;&nbsp; 1720 | 1353739 |
| &nbsp;&nbsp;&nbsp; Series L, 3.85%, 02/01/48 | &nbsp;&nbsp;&nbsp; 2333 | 1762787 |
| &nbsp;&nbsp;&nbsp; Series M, 4.10%, 09/15/28 | &nbsp;&nbsp;&nbsp; 2615 | 2611648 |
| Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/46 | &nbsp;&nbsp;&nbsp; 2098 | 1523717 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/47 | &nbsp;&nbsp;&nbsp; 2230 | 1692951 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/49 | &nbsp;&nbsp;&nbsp; 2028 | 1522740 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/41 | &nbsp;&nbsp;&nbsp; 2141 | 1935777 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35 | &nbsp;&nbsp;&nbsp; 2250 | 2312241 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 | &nbsp;&nbsp;&nbsp; 2860 | 2969425 |
| &nbsp;&nbsp;&nbsp; Series 6, 4.40%, 11/15/48 | &nbsp;&nbsp;&nbsp; 1368 | 1149149 |
| &nbsp;&nbsp;&nbsp; Series 8, 3.15%, 05/01/50 | &nbsp;&nbsp;&nbsp; 2333 | 1568823 |
| System Energy Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 | &nbsp;&nbsp;&nbsp; 2160 | 2193536 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/15/28 | &nbsp;&nbsp;&nbsp; 1675 | 1738896 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2114 | 1930876 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/51 | &nbsp;&nbsp;&nbsp; 1675 | 1207953 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/50 | &nbsp;&nbsp;&nbsp; 2251 | 1659649 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/42 | &nbsp;&nbsp;&nbsp; $1908 | $1631858 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/48 | &nbsp;&nbsp;&nbsp; 1854 | 1564374 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/44 | &nbsp;&nbsp;&nbsp; 1685 | 1454150 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/49 | &nbsp;&nbsp;&nbsp; 2379 | 2026149 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/01/29 | &nbsp;&nbsp;&nbsp; 2560 | 2623075 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 | &nbsp;&nbsp;&nbsp; 1465 | 1348313 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/35 | &nbsp;&nbsp;&nbsp; 2425 | 2473588 |
| Toledo Edison Co. (The), 6.15%, 05/15/37 | &nbsp;&nbsp;&nbsp; 1179 | 1297282 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/01/30 | &nbsp;&nbsp;&nbsp; 4101 | 3644860 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/32 | &nbsp;&nbsp;&nbsp; 1423 | 1325637 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | &nbsp;&nbsp;&nbsp; 1610 | 1082109 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/50 | &nbsp;&nbsp;&nbsp; 2542 | 1969350 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/48 | &nbsp;&nbsp;&nbsp; 1552 | 1394679 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | &nbsp;&nbsp;&nbsp; 1695 | 1745740 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/53 | &nbsp;&nbsp;&nbsp; 2405 | 2342703 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/55 | &nbsp;&nbsp;&nbsp; 1960 | 2015404 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2435 | 2141596 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/15/51 | &nbsp;&nbsp;&nbsp; 2406 | 1475464 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | &nbsp;&nbsp;&nbsp; 2708 | 2673479 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2969 | 2836009 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/49 | &nbsp;&nbsp;&nbsp; 1846 | 1296746 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 2971 | 2927200 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/15/45 | &nbsp;&nbsp;&nbsp; 2205 | 1732658 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/15/42 | &nbsp;&nbsp;&nbsp; 2180 | 1817200 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/52 | &nbsp;&nbsp;&nbsp; 1780 | 1389926 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 2060 | 1658764 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/55 | &nbsp;&nbsp;&nbsp; 1700 | 1596182 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/34 | &nbsp;&nbsp;&nbsp; 2240 | 2320513 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/35 | &nbsp;&nbsp;&nbsp; 2355 | 2444353 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 | &nbsp;&nbsp;&nbsp; 1770 | 1691826 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/37 | &nbsp;&nbsp;&nbsp; 1055 | 1076741 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | &nbsp;&nbsp;&nbsp; 2315 | 2266544 |
| &nbsp;&nbsp;&nbsp; 8.45%, 03/15/39 | &nbsp;&nbsp;&nbsp; 1373 | 1791823 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 | &nbsp;&nbsp;&nbsp; 2729 | 2434091 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/30/32 | &nbsp;&nbsp;&nbsp; 1525 | 1359926 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/15/50 | &nbsp;&nbsp;&nbsp; 4542 | 2653459 |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/15/51 | &nbsp;&nbsp;&nbsp; 4195 | 2695146 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/49 | &nbsp;&nbsp;&nbsp; 2655 | 1869739 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/43 | &nbsp;&nbsp;&nbsp; 2520 | 2104696 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/44 | &nbsp;&nbsp;&nbsp; 2690 | 2371643 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/01/48 | &nbsp;&nbsp;&nbsp; 2785 | 2439060 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/33 | &nbsp;&nbsp;&nbsp; 3580 | 3676295 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/34 | &nbsp;&nbsp;&nbsp; 2745 | 2801968 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/15/34 | &nbsp;&nbsp;&nbsp; 2760 | 2815526 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2390 | 2446301 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/33 | &nbsp;&nbsp;&nbsp; 1925 | 2009518 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/54 | &nbsp;&nbsp;&nbsp; 2255 | 2163676 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/53 | &nbsp;&nbsp;&nbsp; 3396 | 3300960 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/54 | &nbsp;&nbsp;&nbsp; 1835 | 1819970 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/55 | &nbsp;&nbsp;&nbsp; 1810 | 1809962 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/53 | &nbsp;&nbsp;&nbsp; 2770 | 2783123 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/30/37 | &nbsp;&nbsp;&nbsp; 2217 | 2469686 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/15/38 | &nbsp;&nbsp;&nbsp; 2843 | 3840423 |
| &nbsp;&nbsp;&nbsp; Series A, 2.88%, 07/15/29 | &nbsp;&nbsp;&nbsp; 2952 | 2837166 |
| &nbsp;&nbsp;&nbsp; Series A, 3.50%, 03/15/27 | &nbsp;&nbsp;&nbsp; 4202 | 4179326 |
| &nbsp;&nbsp;&nbsp; Series A, 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 3855 | 3840024 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 2642 | 2862840 |
| &nbsp;&nbsp;&nbsp; Series B, 3.75%, 05/15/27 | &nbsp;&nbsp;&nbsp; 2579 | 2571849 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; Series B, 3.80%, 09/15/47 | &nbsp;&nbsp;&nbsp; $2592 | $2028974 |
| &nbsp;&nbsp;&nbsp; Series B, 4.20%, 05/15/45 | &nbsp;&nbsp;&nbsp; 1682 | 1421684 |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 2124 | 2301075 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/46 | &nbsp;&nbsp;&nbsp; 2410 | 1955184 |
| &nbsp;&nbsp;&nbsp; Series C, 4.63%, 05/15/52 | &nbsp;&nbsp;&nbsp; 2920 | 2515385 |
| &nbsp;&nbsp;&nbsp; Series D, 4.65%, 08/15/43 | &nbsp;&nbsp;&nbsp; 2690 | 2446798 |
| Virginia Electric and Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 09/15/35 | &nbsp;&nbsp;&nbsp; 3300 | 3308023 |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, 09/15/55 | &nbsp;&nbsp;&nbsp; 5120 | 5094310 |
| &nbsp;&nbsp;&nbsp; Virginia Power Fuel Securitization LLC, <br> Series A-2, 4.88%, 05/01/33<br>| &nbsp;&nbsp;&nbsp; 6000 | 6137123 |
| WEC Energy Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/15/27 | &nbsp;&nbsp;&nbsp; 2934 | 2797350 |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/15/30 | &nbsp;&nbsp;&nbsp; 880 | 783975 |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/15/28 | &nbsp;&nbsp;&nbsp; 1547 | 1464620 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 2480 | 2516509 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/01/27 | &nbsp;&nbsp;&nbsp; 2555 | 2604447 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/56, (5-year CMT + 1.90%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1100 | 1117192 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/15/28 | &nbsp;&nbsp;&nbsp; 2105 | 1998070 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/15/30 | &nbsp;&nbsp;&nbsp; 2245 | 2245219 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/48 | &nbsp;&nbsp;&nbsp; 2195 | 1866312 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/01/34 | &nbsp;&nbsp;&nbsp; 1535 | 1537601 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/30/32 | &nbsp;&nbsp;&nbsp; 2075 | 2125313 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 | &nbsp;&nbsp;&nbsp; 1780 | 1833614 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1260 | 1185587 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1390 | 1497148 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/36 | &nbsp;&nbsp;&nbsp; 770 | 830925 |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 09/16/31 | &nbsp;&nbsp;&nbsp; 2920 | 2563108 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3023 | 2915504 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 | &nbsp;&nbsp;&nbsp; 1940 | 1910208 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/01/50 | &nbsp;&nbsp;&nbsp; 2275 | 1685030 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/01/32 | &nbsp;&nbsp;&nbsp; 2665 | 2575266 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/01/33 | &nbsp;&nbsp;&nbsp; 1930 | 1964783 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/30/34 | &nbsp;&nbsp;&nbsp; 1800 | 1870430 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/37 | &nbsp;&nbsp;&nbsp; 760 | 844957 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/01/51 | &nbsp;&nbsp;&nbsp; 2635 | 1690790 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/01/49 | &nbsp;&nbsp;&nbsp; 1935 | 1376202 |
| &nbsp;&nbsp;&nbsp; 3.67%, 12/01/42 | &nbsp;&nbsp;&nbsp; 2070 | 1667963 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/29 | &nbsp;&nbsp;&nbsp; 1095 | 1116113 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/44 | &nbsp;&nbsp;&nbsp; 2403 | 2196861 |
| Xcel Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/27 | &nbsp;&nbsp;&nbsp; 370 | 358988 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/15/31 | &nbsp;&nbsp;&nbsp; 1590 | 1418558 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/01/29 | &nbsp;&nbsp;&nbsp; 3501 | 3285030 |
| &nbsp;&nbsp;&nbsp; 3.35%, 12/01/26 | &nbsp;&nbsp;&nbsp; 3307 | 3283321 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/01/30 | &nbsp;&nbsp;&nbsp; 2915 | 2810954 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | &nbsp;&nbsp;&nbsp; 2605 | 1880158 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/28 | &nbsp;&nbsp;&nbsp; 3809 | 3806320 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/32 | &nbsp;&nbsp;&nbsp; 3445 | 3439796 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | &nbsp;&nbsp;&nbsp; 1440 | 1460224 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/33 | &nbsp;&nbsp;&nbsp; 3655 | 3798760 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/34 | &nbsp;&nbsp;&nbsp; 3935 | 4083065 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 | &nbsp;&nbsp;&nbsp; 2290 | 2387222 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/36 | &nbsp;&nbsp;&nbsp; 1469 | 1621982 |
|  |  | 3021345359 |
| **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** |
| ABB Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/03/28 | &nbsp;&nbsp;&nbsp; 1090 | 1096134 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electrical Components & Equipment (continued)** | **Electrical Components & Equipment (continued)** | **Electrical Components & Equipment (continued)** |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/08/42 | &nbsp;&nbsp;&nbsp; $580 | $526550 |
| Acuity Brands Lighting Inc., 2.15%, 12/15/30 | &nbsp;&nbsp;&nbsp; 2291 | 2074405 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/15/27 | &nbsp;&nbsp;&nbsp; 3486 | 3364062 |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/15/30 | &nbsp;&nbsp;&nbsp; 2416 | 2197206 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/21/28 | &nbsp;&nbsp;&nbsp; 4862 | 4604418 |
| &nbsp;&nbsp;&nbsp; 2.20%, 12/21/31 | &nbsp;&nbsp;&nbsp; 3991 | 3569041 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 | &nbsp;&nbsp;&nbsp; 2308 | 1506547 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/21/51 | &nbsp;&nbsp;&nbsp; 4495 | 2922309 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | &nbsp;&nbsp;&nbsp; 1155 | 1196108 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/39 | &nbsp;&nbsp;&nbsp; 2215 | 2294441 |
|  |  | 25351221 |
| **Electronics — 0.2%** | **Electronics — 0.2%** | **Electronics — 0.2%** |
| Allegion PLC, 3.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; 3321 | 3228116 |
| Allegion U.S. Holding Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 10/01/27 | &nbsp;&nbsp;&nbsp; 2817 | 2788351 |
| &nbsp;&nbsp;&nbsp; 5.41%, 07/01/32 | &nbsp;&nbsp;&nbsp; 2300 | 2406898 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/29/34 | &nbsp;&nbsp;&nbsp; 1970 | 2075777 |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 09/15/31 | &nbsp;&nbsp;&nbsp; 4175 | 3742795 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/15/30 | &nbsp;&nbsp;&nbsp; 5267 | 5009528 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | &nbsp;&nbsp;&nbsp; 4085 | 4077659 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/28 | &nbsp;&nbsp;&nbsp; 1770 | 1769912 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/30 | &nbsp;&nbsp;&nbsp; 3710 | 3705981 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/29 | &nbsp;&nbsp;&nbsp; 3291 | 3329681 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/28 | &nbsp;&nbsp;&nbsp; 1940 | 1960174 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/15/33 | &nbsp;&nbsp;&nbsp; 4775 | 4753843 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/36 | &nbsp;&nbsp;&nbsp; 6250 | 6187473 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 2660 | 2733828 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/27 | &nbsp;&nbsp;&nbsp; 2535 | 2571857 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/05/29 | &nbsp;&nbsp;&nbsp; 2665 | 2748154 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/34 | &nbsp;&nbsp;&nbsp; 1945 | 2035846 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/15/55 | &nbsp;&nbsp;&nbsp; 5455 | 5314212 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/15/54 | &nbsp;&nbsp;&nbsp; 1420 | 1405703 |
| Arrow Electronics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/15/32 | &nbsp;&nbsp;&nbsp; 3213 | 2884371 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/12/28 | &nbsp;&nbsp;&nbsp; 3310 | 3282386 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/21/29 | &nbsp;&nbsp;&nbsp; 2345 | 2403950 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/10/34 | &nbsp;&nbsp;&nbsp; 2425 | 2534339 |
| Avnet Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/31 | &nbsp;&nbsp;&nbsp; 1996 | 1811930 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 1825 | 1859960 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/28 | &nbsp;&nbsp;&nbsp; 2350 | 2434804 |
| Flex Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/29 | &nbsp;&nbsp;&nbsp; 3556 | 3607884 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/12/30 | &nbsp;&nbsp;&nbsp; 3169 | 3218172 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 4040 | 4125726 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/13/35 | &nbsp;&nbsp;&nbsp; 1250 | 1256373 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/28 | &nbsp;&nbsp;&nbsp; 2640 | 2727249 |
| Fortive Corp., 4.30%, 06/15/46 | &nbsp;&nbsp;&nbsp; 2490 | 2099462 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 03/01/27 | &nbsp;&nbsp;&nbsp; 4744 | 4585859 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/01/31 | &nbsp;&nbsp;&nbsp; 6620 | 5807942 |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/01/30 | &nbsp;&nbsp;&nbsp; 4451 | 4067104 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/15/29 | &nbsp;&nbsp;&nbsp; 4225 | 4040800 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/50 | &nbsp;&nbsp;&nbsp; 5635 | 3732270 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 | &nbsp;&nbsp;&nbsp; 2675 | 2142768 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4210 | 4248165 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/34 | &nbsp;&nbsp;&nbsp; 4295 | 4279355 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/27 | &nbsp;&nbsp;&nbsp; 3815 | 3863600 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/30 | &nbsp;&nbsp;&nbsp; 3815 | 3905866 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electronics (continued)** | **Electronics (continued)** | **Electronics (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; $2980 | $3050525 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/01/29 | &nbsp;&nbsp;&nbsp; 3250 | 3352310 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/28 | &nbsp;&nbsp;&nbsp; 3990 | 4082566 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/31 | &nbsp;&nbsp;&nbsp; 2785 | 2899445 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | &nbsp;&nbsp;&nbsp; 5085 | 5273350 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; 6220 | 6376832 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/54 | &nbsp;&nbsp;&nbsp; 5325 | 5152502 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/64 | &nbsp;&nbsp;&nbsp; 2930 | 2860005 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 1775 | 1846759 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/36 | &nbsp;&nbsp;&nbsp; 2419 | 2597775 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 2285 | 2451140 |
| Hubbell Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/31 | &nbsp;&nbsp;&nbsp; 1165 | 1062257 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/27 | &nbsp;&nbsp;&nbsp; 2557 | 2520154 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 3194 | 3165793 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/35 | &nbsp;&nbsp;&nbsp; 1225 | 1226654 |
| Jabil Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 3331 | 3095689 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/30 | &nbsp;&nbsp;&nbsp; 3021 | 2916800 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/12/28 | &nbsp;&nbsp;&nbsp; 3940 | 3927644 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/27 | &nbsp;&nbsp;&nbsp; 2345 | 2347261 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/29 | &nbsp;&nbsp;&nbsp; 1435 | 1475209 |
| Keysight Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/30/29 | &nbsp;&nbsp;&nbsp; 4679 | 4473456 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/06/27 | &nbsp;&nbsp;&nbsp; 5298 | 5319881 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/34 | &nbsp;&nbsp;&nbsp; 1155 | 1170467 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/30/30 | &nbsp;&nbsp;&nbsp; 925 | 964424 |
| TD SYNNEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/09/28 | &nbsp;&nbsp;&nbsp; 2790 | 2655616 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/09/31 | &nbsp;&nbsp;&nbsp; 3541 | 3187853 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/17/29 | &nbsp;&nbsp;&nbsp; 2215 | 2214549 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/10/35 | &nbsp;&nbsp;&nbsp; 1815 | 1816122 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/12/34 | &nbsp;&nbsp;&nbsp; 1750 | 1858898 |
| Trimble Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/15/28 | &nbsp;&nbsp;&nbsp; 3649 | 3704416 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/33 | &nbsp;&nbsp;&nbsp; 1555 | 1677593 |
| Tyco Electronics Group SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/04/32 | &nbsp;&nbsp;&nbsp; 1955 | 1761806 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/27 | &nbsp;&nbsp;&nbsp; 3900 | 3857968 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/31 | &nbsp;&nbsp;&nbsp; 2125 | 2152766 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/30 | &nbsp;&nbsp;&nbsp; 2295 | 2343201 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/09/35 | &nbsp;&nbsp;&nbsp; 1440 | 1464638 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/01/37 | &nbsp;&nbsp;&nbsp; 2206 | 2617762 |
| Vontier Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 04/01/28 | &nbsp;&nbsp;&nbsp; 3366 | 3215558 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/31 | &nbsp;&nbsp;&nbsp; 3174 | 2904397 |
|  |  | 247808164 |
| **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** | **Engineering & Construction — 0.0%** |
| Jacobs Engineering Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/33 | &nbsp;&nbsp;&nbsp; 4005 | 4233753 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/18/28 | &nbsp;&nbsp;&nbsp; 4342 | 4582281 |
| MasTec Inc., 5.90%, 06/15/29 | &nbsp;&nbsp;&nbsp; 970 | 1014656 |
|  |  | 9830690 |
| **Environmental Control — 0.1%** | **Environmental Control — 0.1%** | **Environmental Control — 0.1%** |
| &nbsp;&nbsp;&nbsp; Nature Conservancy (The), Series A, 3.96%, <br> 03/01/52<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2193 | 1763694 |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 02/15/31 | &nbsp;&nbsp;&nbsp; 3833 | 3352407 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/32 | &nbsp;&nbsp;&nbsp; 3195 | 2766172 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | &nbsp;&nbsp;&nbsp; 3275 | 3048976 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Environmental Control (continued)** | **Environmental Control (continued)** | **Environmental Control (continued)** |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/33 | &nbsp;&nbsp;&nbsp; $3565 | $3130468 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | &nbsp;&nbsp;&nbsp; 3100 | 2143070 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/15/27 | &nbsp;&nbsp;&nbsp; 3270 | 3243335 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/28 | &nbsp;&nbsp;&nbsp; 4441 | 4449642 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 1680 | 1725638 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/29 | &nbsp;&nbsp;&nbsp; 3295 | 3383764 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2210 | 2296164 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/33 | &nbsp;&nbsp;&nbsp; 2745 | 2852010 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/34 | &nbsp;&nbsp;&nbsp; 3415 | 3530699 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1815 | 1891620 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/34 | &nbsp;&nbsp;&nbsp; 2235 | 2331682 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/41 | &nbsp;&nbsp;&nbsp; 2006 | 2106215 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/40 | &nbsp;&nbsp;&nbsp; 1075 | 1198740 |
| Veralto Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/18/28 | &nbsp;&nbsp;&nbsp; 3600 | 3717264 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/18/33 | &nbsp;&nbsp;&nbsp; 1970 | 2068561 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/15/32 | &nbsp;&nbsp;&nbsp; 3123 | 2767389 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/30 | &nbsp;&nbsp;&nbsp; 3297 | 3114414 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | &nbsp;&nbsp;&nbsp; 2095 | 1380216 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/01/50 | &nbsp;&nbsp;&nbsp; 3431 | 2336526 |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/32 | &nbsp;&nbsp;&nbsp; 2230 | 2081143 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/29 | &nbsp;&nbsp;&nbsp; 2976 | 2933813 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/33 | &nbsp;&nbsp;&nbsp; 3055 | 3012419 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/28 | &nbsp;&nbsp;&nbsp; 2997 | 3021665 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/34 | &nbsp;&nbsp;&nbsp; 3230 | 3310347 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | &nbsp;&nbsp;&nbsp; 2725 | 2838212 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 2520 | 2373040 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 3368 | 2948109 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/29 | &nbsp;&nbsp;&nbsp; 2755 | 2581269 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 | &nbsp;&nbsp;&nbsp; 2437 | 1487156 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/41 | &nbsp;&nbsp;&nbsp; 2895 | 2234960 |
| &nbsp;&nbsp;&nbsp; 3.15%, 11/15/27 | &nbsp;&nbsp;&nbsp; 4273 | 4217912 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/29 | &nbsp;&nbsp;&nbsp; 740 | 738426 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 | &nbsp;&nbsp;&nbsp; 1110 | 947452 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | &nbsp;&nbsp;&nbsp; 2740 | 2727449 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 | &nbsp;&nbsp;&nbsp; 3152 | 2645628 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 4770 | 4836820 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/30 | &nbsp;&nbsp;&nbsp; 4130 | 4217352 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/33 | &nbsp;&nbsp;&nbsp; 2245 | 2284412 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | &nbsp;&nbsp;&nbsp; 3625 | 3707412 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/32 | &nbsp;&nbsp;&nbsp; 4400 | 4521863 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/29 | &nbsp;&nbsp;&nbsp; 3725 | 3829002 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/34 | &nbsp;&nbsp;&nbsp; 5610 | 5782217 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/27 | &nbsp;&nbsp;&nbsp; 2320 | 2358569 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/03/31 | &nbsp;&nbsp;&nbsp; 2230 | 2315547 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 6685 | 6852087 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/15/54 | &nbsp;&nbsp;&nbsp; 5730 | 5693299 |
|  |  | 147096246 |
| **Food — 0.4%** | **Food — 0.4%** | **Food — 0.4%** |
| Ahold Finance USA LLC, 6.88%, 05/01/29 | &nbsp;&nbsp;&nbsp; 4356 | 4739120 |
| Campbell's Company/The |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/24/30 | &nbsp;&nbsp;&nbsp; 3838 | 3539982 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/24/50 | &nbsp;&nbsp;&nbsp; 2245 | 1502550 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/28 | &nbsp;&nbsp;&nbsp; 5542 | 5553805 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/23/35 | &nbsp;&nbsp;&nbsp; 2865 | 2802240 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/48 | &nbsp;&nbsp;&nbsp; 3480 | 3100305 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/19/27 | &nbsp;&nbsp;&nbsp; 2665 | 2701069 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/21/29 | &nbsp;&nbsp;&nbsp; 2615 | 2692182 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/54 | &nbsp;&nbsp;&nbsp; 2045 | 1903657 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/21/34 | &nbsp;&nbsp;&nbsp; $3100 | $3190206 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/01/27 | &nbsp;&nbsp;&nbsp; 4743 | 4497632 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/01/28 | &nbsp;&nbsp;&nbsp; 4890 | 4953529 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/30 | &nbsp;&nbsp;&nbsp; 2365 | 2400248 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 | &nbsp;&nbsp;&nbsp; 5001 | 4832646 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/01/48 | &nbsp;&nbsp;&nbsp; 4853 | 4449493 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/01/35 | &nbsp;&nbsp;&nbsp; 2345 | 2413412 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/01/28 | &nbsp;&nbsp;&nbsp; 3589 | 3833231 |
| &nbsp;&nbsp;&nbsp; 8.25%, 09/15/30 | &nbsp;&nbsp;&nbsp; 1852 | 2136380 |
| Flowers Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2840 | 2525948 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50455 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/55 | &nbsp;&nbsp;&nbsp; 770 | 743334 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 10/14/31 | &nbsp;&nbsp;&nbsp; 3112 | 2769825 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3804 | 3605386 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1934 | 1275363 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/10/27 | &nbsp;&nbsp;&nbsp; 4217 | 4176367 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/43 | &nbsp;&nbsp;&nbsp; 1340 | 1135349 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/17/28 | &nbsp;&nbsp;&nbsp; 7973 | 7996115 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/30/27 | &nbsp;&nbsp;&nbsp; 3025 | 3047593 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/17/48 | &nbsp;&nbsp;&nbsp; 2010 | 1795936 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/30/30 | &nbsp;&nbsp;&nbsp; 4110 | 4212765 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/29/33 | &nbsp;&nbsp;&nbsp; 4646 | 4732428 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2550 | 2620426 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/40 | &nbsp;&nbsp;&nbsp; 2397 | 2441417 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/17/28 | &nbsp;&nbsp;&nbsp; 2225 | 2310560 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/01/30 | &nbsp;&nbsp;&nbsp; 2577 | 2323266 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | &nbsp;&nbsp;&nbsp; 2568 | 2429182 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/50 | &nbsp;&nbsp;&nbsp; 1105 | 694549 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/49 | &nbsp;&nbsp;&nbsp; 2104 | 1459973 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/46 | &nbsp;&nbsp;&nbsp; 1715 | 1295606 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/04/28 | &nbsp;&nbsp;&nbsp; 2295 | 2318589 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/04/33 | &nbsp;&nbsp;&nbsp; 2075 | 2094065 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | &nbsp;&nbsp;&nbsp; 1425 | 1449522 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | &nbsp;&nbsp;&nbsp; 2740 | 2814034 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | &nbsp;&nbsp;&nbsp; 2375 | 2469876 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | &nbsp;&nbsp;&nbsp; 2400 | 2482720 |
| Hormel Foods Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/03/28 | &nbsp;&nbsp;&nbsp; 5950 | 5637509 |
| &nbsp;&nbsp;&nbsp; 1.80%, 06/11/30 | &nbsp;&nbsp;&nbsp; 3417 | 3093777 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/03/51 | &nbsp;&nbsp;&nbsp; 2780 | 1877837 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/27 | &nbsp;&nbsp;&nbsp; 4190 | 4235715 |
| Ingredion Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/01/30 | &nbsp;&nbsp;&nbsp; 3724 | 3505395 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/50 | &nbsp;&nbsp;&nbsp; 2490 | 1890094 |
| J M Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2340 | 2024598 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/30 | &nbsp;&nbsp;&nbsp; 3110 | 2892506 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 | &nbsp;&nbsp;&nbsp; 3935 | 3889483 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 3222 | 3057034 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 | &nbsp;&nbsp;&nbsp; 3416 | 2896620 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/28 | &nbsp;&nbsp;&nbsp; 4320 | 4533161 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/33 | &nbsp;&nbsp;&nbsp; 4565 | 4967945 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/43 | &nbsp;&nbsp;&nbsp; 3930 | 4274967 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3100 | 3416156 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl/JBS USA Foods <br> Group Holdings Inc./JBS USA Food Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/02/29 | &nbsp;&nbsp;&nbsp; 1400 | 1348707 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 | &nbsp;&nbsp;&nbsp; $4736 | $4278374 |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/15/32 | &nbsp;&nbsp;&nbsp; 2055 | 1928003 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/31 | &nbsp;&nbsp;&nbsp; 1915 | 1820671 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/02/52 | &nbsp;&nbsp;&nbsp; 4130 | 3256681 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/36<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 4950 | 5072600 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/33 | &nbsp;&nbsp;&nbsp; 7174 | 7513051 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/01/56<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5910 | 5991718 |
| &nbsp;&nbsp;&nbsp; 6.38%, 02/25/55<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 2690 | 2786215 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/66<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5100 | 5202802 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/52 | &nbsp;&nbsp;&nbsp; 7244 | 7578285 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/34 | &nbsp;&nbsp;&nbsp; 7440 | 8264204 |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/53 | &nbsp;&nbsp;&nbsp; 4440 | 5043538 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/01/30 | &nbsp;&nbsp;&nbsp; 2360 | 2157215 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/27 | &nbsp;&nbsp;&nbsp; 3337 | 3304460 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/28 | &nbsp;&nbsp;&nbsp; 3549 | 3575164 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 2859 | 2536257 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/33 | &nbsp;&nbsp;&nbsp; 1405 | 1460563 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/16/54 | &nbsp;&nbsp;&nbsp; 1680 | 1698248 |
| &nbsp;&nbsp;&nbsp; Series B, 7.45%, 04/01/31 | &nbsp;&nbsp;&nbsp; 3552 | 4090567 |
| &nbsp;&nbsp;&nbsp; Koninklijke Ahold Delhaize NV, 5.70%, <br> 10/01/40<br>| &nbsp;&nbsp;&nbsp; 1885 | 1978313 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | &nbsp;&nbsp;&nbsp; 3905 | 3822532 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/27 | &nbsp;&nbsp;&nbsp; 7715 | 7689089 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/31 | &nbsp;&nbsp;&nbsp; 2537 | 2515701 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 | &nbsp;&nbsp;&nbsp; 11790 | 9909648 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/30/29 | &nbsp;&nbsp;&nbsp; 2010 | 2041062 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/39 | &nbsp;&nbsp;&nbsp; 2155 | 1974851 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 | &nbsp;&nbsp;&nbsp; 5955 | 5225305 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/35 | &nbsp;&nbsp;&nbsp; 3025 | 3032337 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/42 | &nbsp;&nbsp;&nbsp; 6576 | 6093733 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2245 | 2317577 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 | &nbsp;&nbsp;&nbsp; 7070 | 6580757 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2265 | 2338534 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 3320 | 3147734 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/09/40 | &nbsp;&nbsp;&nbsp; 3010 | 3268781 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1635 | 1822714 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/26/39 | &nbsp;&nbsp;&nbsp; 3835 | 4305319 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2645 | 2330927 |
| &nbsp;&nbsp;&nbsp; 2.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 2533 | 2335194 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/27 | &nbsp;&nbsp;&nbsp; 4800 | 4782583 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 | &nbsp;&nbsp;&nbsp; 2536 | 1992015 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 | &nbsp;&nbsp;&nbsp; 3566 | 2785645 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/01/47 | &nbsp;&nbsp;&nbsp; 4836 | 4140887 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | &nbsp;&nbsp;&nbsp; 4646 | 4713053 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/48 | &nbsp;&nbsp;&nbsp; 2534 | 2216253 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/34 | &nbsp;&nbsp;&nbsp; 9010 | 9143725 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/42 | &nbsp;&nbsp;&nbsp; 2221 | 2102927 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/01/43 | &nbsp;&nbsp;&nbsp; 2500 | 2380046 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/40 | &nbsp;&nbsp;&nbsp; 1633 | 1655359 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/49 | &nbsp;&nbsp;&nbsp; 3057 | 2959390 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/54 | &nbsp;&nbsp;&nbsp; 6555 | 6390193 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/64 | &nbsp;&nbsp;&nbsp; 6275 | 6104038 |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/15/38 | &nbsp;&nbsp;&nbsp; 2755 | 3192185 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2278 | 2610040 |
| McCormick & Co. Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | &nbsp;&nbsp;&nbsp; 3193 | 2823098 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3110 | 2897919 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/27 | &nbsp;&nbsp;&nbsp; 5340 | 5285465 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/47 | &nbsp;&nbsp;&nbsp; $2000 | $1652578 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/34 | &nbsp;&nbsp;&nbsp; 2110 | 2091755 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/33 | &nbsp;&nbsp;&nbsp; 2590 | 2642338 |
| Mondelez International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/04/31 | &nbsp;&nbsp;&nbsp; 3186 | 2774743 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3129 | 2689180 |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/17/27 | &nbsp;&nbsp;&nbsp; 3310 | 3251513 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/04/50 | &nbsp;&nbsp;&nbsp; 5290 | 3214450 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/13/30 | &nbsp;&nbsp;&nbsp; 4143 | 3909584 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/32 | &nbsp;&nbsp;&nbsp; 1405 | 1292673 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/07/28 | &nbsp;&nbsp;&nbsp; 1675 | 1678343 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/06/28 | &nbsp;&nbsp;&nbsp; 1830 | 1840390 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/30 | &nbsp;&nbsp;&nbsp; 1950 | 1970976 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/20/29 | &nbsp;&nbsp;&nbsp; 2870 | 2935936 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/28/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2400 | 2404063 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/06/35 | &nbsp;&nbsp;&nbsp; 1610 | 1654534 |
| Pilgrim's Pride Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 | &nbsp;&nbsp;&nbsp; 5485 | 5064143 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/31 | &nbsp;&nbsp;&nbsp; 6300 | 6122973 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/33 | &nbsp;&nbsp;&nbsp; 4295 | 4614612 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/15/34 | &nbsp;&nbsp;&nbsp; 3450 | 3828831 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | &nbsp;&nbsp;&nbsp; 2504 | 2332464 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/14/31 | &nbsp;&nbsp;&nbsp; 2590 | 2321751 |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/14/51 | &nbsp;&nbsp;&nbsp; 1805 | 1215436 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 5415 | 5350160 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/50 | &nbsp;&nbsp;&nbsp; 2319 | 1631981 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 | &nbsp;&nbsp;&nbsp; 2403 | 2069650 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 2695 | 2347474 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 | &nbsp;&nbsp;&nbsp; 2925 | 2681201 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/23/30 | &nbsp;&nbsp;&nbsp; 4890 | 5055418 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/21/35 | &nbsp;&nbsp;&nbsp; 2004 | 2087349 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/23/35 | &nbsp;&nbsp;&nbsp; 2210 | 2301574 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/17/29 | &nbsp;&nbsp;&nbsp; 3160 | 3310608 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 4633 | 4918364 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/17/34 | &nbsp;&nbsp;&nbsp; 2366 | 2577887 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/40 | &nbsp;&nbsp;&nbsp; 1445 | 1624629 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/50 | &nbsp;&nbsp;&nbsp; 5767 | 6413847 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/02/27 | &nbsp;&nbsp;&nbsp; 8124 | 8054943 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | &nbsp;&nbsp;&nbsp; 4729 | 4743679 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/02/47 | &nbsp;&nbsp;&nbsp; 3161 | 2721704 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/34 | &nbsp;&nbsp;&nbsp; 3086 | 3092457 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/28/48 | &nbsp;&nbsp;&nbsp; 6855 | 6350161 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/44 | &nbsp;&nbsp;&nbsp; 2596 | 2454112 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3370 | 3485916 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3420 | 3615571 |
|  |  | 538909336 |
| **Forest Products & Paper — 0.0%** | **Forest Products & Paper — 0.0%** | **Forest Products & Paper — 0.0%** |
| Celulosa Arauco y Constitucion SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/02/27 | &nbsp;&nbsp;&nbsp; 2878 | 2837619 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/02/47 | &nbsp;&nbsp;&nbsp; 1850 | 1669415 |
| Georgia-Pacific LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.75%, 11/15/29 | &nbsp;&nbsp;&nbsp; 3723 | 4223062 |
| &nbsp;&nbsp;&nbsp; 8.88%, 05/15/31 | &nbsp;&nbsp;&nbsp; 2365 | 2885986 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/15/48 | &nbsp;&nbsp;&nbsp; 3576 | 2935339 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 | &nbsp;&nbsp;&nbsp; 2903 | 2427024 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | &nbsp;&nbsp;&nbsp; 3140 | 2824249 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/35 | &nbsp;&nbsp;&nbsp; 2215 | 2224635 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/46 | &nbsp;&nbsp;&nbsp; 2180 | 2030565 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Forest Products & Paper (continued)** | **Forest Products & Paper (continued)** | **Forest Products & Paper (continued)** |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/41 | &nbsp;&nbsp;&nbsp; $2791 | $2899614 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/15/39 | &nbsp;&nbsp;&nbsp; 1390 | 1636740 |
| Suzano Austria GmbH |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 2644 | 2495779 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/32 | &nbsp;&nbsp;&nbsp; 4867 | 4351682 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 4476 | 4213591 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 4756 | 4771377 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 7902 | 8139431 |
| Suzano Netherlands BV, 5.50%, 01/15/36 | &nbsp;&nbsp;&nbsp; 1150 | 1140263 |
|  |  | 53706371 |
| **Gas — 0.2%** | **Gas — 0.2%** | **Gas — 0.2%** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2840 | 2494217 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/15/29 | &nbsp;&nbsp;&nbsp; 2991 | 2843977 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/15/52 | &nbsp;&nbsp;&nbsp; 3008 | 1910411 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/27 | &nbsp;&nbsp;&nbsp; 3415 | 3375510 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 | &nbsp;&nbsp;&nbsp; 3172 | 2288014 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/44 | &nbsp;&nbsp;&nbsp; 3201 | 2746096 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 | &nbsp;&nbsp;&nbsp; 3139 | 2566307 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/43 | &nbsp;&nbsp;&nbsp; 3164 | 2728148 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 | &nbsp;&nbsp;&nbsp; 2308 | 1960210 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/54 | &nbsp;&nbsp;&nbsp; 725 | 673416 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | &nbsp;&nbsp;&nbsp; 1795 | 1861293 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/15/32 | &nbsp;&nbsp;&nbsp; 635 | 673921 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/56 | &nbsp;&nbsp;&nbsp; 2980 | 2942056 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/41 | &nbsp;&nbsp;&nbsp; 2686 | 2786289 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/52 | &nbsp;&nbsp;&nbsp; 2395 | 2480147 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | &nbsp;&nbsp;&nbsp; 3565 | 3886026 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | &nbsp;&nbsp;&nbsp; 1685 | 1857314 |
| CenterPoint Energy Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/01/30 | &nbsp;&nbsp;&nbsp; 3080 | 2748203 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/28 | &nbsp;&nbsp;&nbsp; 2133 | 2129782 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/32 | &nbsp;&nbsp;&nbsp; 2205 | 2190331 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/28 | &nbsp;&nbsp;&nbsp; 5327 | 5463781 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/01/34 | &nbsp;&nbsp;&nbsp; 1645 | 1707600 |
| &nbsp;&nbsp;&nbsp; 5.85%, 01/15/41 | &nbsp;&nbsp;&nbsp; 1478 | 1559844 |
| National Fuel Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/31 | &nbsp;&nbsp;&nbsp; 1975 | 1805466 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/27 | &nbsp;&nbsp;&nbsp; 1089 | 1082949 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2253 | 2274930 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/30 | &nbsp;&nbsp;&nbsp; 1355 | 1402054 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 1035 | 1089775 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 5250 | 4599213 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 4234 | 4058235 |
| &nbsp;&nbsp;&nbsp; 3.49%, 05/15/27 | &nbsp;&nbsp;&nbsp; 5264 | 5223350 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/01/30 | &nbsp;&nbsp;&nbsp; 5283 | 5137472 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/30/48 | &nbsp;&nbsp;&nbsp; 3546 | 2821845 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/47 | &nbsp;&nbsp;&nbsp; 4671 | 3942213 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/44 | &nbsp;&nbsp;&nbsp; 3474 | 3155944 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | &nbsp;&nbsp;&nbsp; 2280 | 2060060 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/29 | &nbsp;&nbsp;&nbsp; 2620 | 2704878 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/28 | &nbsp;&nbsp;&nbsp; 3841 | 3940391 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/43 | &nbsp;&nbsp;&nbsp; 2399 | 2321985 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/34 | &nbsp;&nbsp;&nbsp; 3130 | 3242150 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/15/35 | &nbsp;&nbsp;&nbsp; 4360 | 4477685 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/30/33 | &nbsp;&nbsp;&nbsp; 1623 | 1686881 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/45 | &nbsp;&nbsp;&nbsp; 2542 | 2533861 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/56, (5-year CMT + 2.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1650 | 1669336 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/55 | &nbsp;&nbsp;&nbsp; 6275 | 6366892 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/41 | &nbsp;&nbsp;&nbsp; 1895 | 1990342 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Gas (continued)** | **Gas (continued)** | **Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 6.95%, 11/30/54, (5-year CMT + 2.45%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $1160 | $1207811 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1167 | 1072269 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/01/32 | &nbsp;&nbsp;&nbsp; 1055 | 1046574 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 2070 | 1796386 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 | &nbsp;&nbsp;&nbsp; 1908 | 1730188 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/29 | &nbsp;&nbsp;&nbsp; 2975 | 3070174 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2310 | 2101899 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/50 | &nbsp;&nbsp;&nbsp; 2275 | 1598829 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/29 | &nbsp;&nbsp;&nbsp; 3374 | 3310852 |
| &nbsp;&nbsp;&nbsp; 3.64%, 11/01/46 | &nbsp;&nbsp;&nbsp; 2032 | 1539667 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/01/43 | &nbsp;&nbsp;&nbsp; 1615 | 1476050 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/52 | &nbsp;&nbsp;&nbsp; 2038 | 1851481 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/35 | &nbsp;&nbsp;&nbsp; 1465 | 1499171 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/33 | &nbsp;&nbsp;&nbsp; 1739 | 1819622 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/27 | &nbsp;&nbsp;&nbsp; 4415 | 4352824 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/42 | &nbsp;&nbsp;&nbsp; 1645 | 1338933 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/34 | &nbsp;&nbsp;&nbsp; 3250 | 3330293 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/40 | &nbsp;&nbsp;&nbsp; 1515 | 1503255 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | &nbsp;&nbsp;&nbsp; 2990 | 3100721 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/35 | &nbsp;&nbsp;&nbsp; 4005 | 4189326 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/54 | &nbsp;&nbsp;&nbsp; 2345 | 2342908 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/53 | &nbsp;&nbsp;&nbsp; 2420 | 2455188 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/55 | &nbsp;&nbsp;&nbsp; 3769 | 3949059 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/15/52 | &nbsp;&nbsp;&nbsp; 2750 | 3021874 |
| &nbsp;&nbsp;&nbsp; Series UU, 4.13%, 06/01/48 | &nbsp;&nbsp;&nbsp; 2044 | 1661685 |
| &nbsp;&nbsp;&nbsp; Series VV, 4.30%, 01/15/49 | &nbsp;&nbsp;&nbsp; 2700 | 2254127 |
| &nbsp;&nbsp;&nbsp; Series WW, 3.95%, 02/15/50 | &nbsp;&nbsp;&nbsp; 1607 | 1249537 |
| &nbsp;&nbsp;&nbsp; Series XX, 2.55%, 02/01/30 | &nbsp;&nbsp;&nbsp; 3848 | 3627720 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/46 | &nbsp;&nbsp;&nbsp; 2827 | 2255723 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/43 | &nbsp;&nbsp;&nbsp; 2430 | 2117343 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/30/47 | &nbsp;&nbsp;&nbsp; 2403 | 2032290 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/34 | &nbsp;&nbsp;&nbsp; 2015 | 2031012 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/32 | &nbsp;&nbsp;&nbsp; 2885 | 2975594 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/33 | &nbsp;&nbsp;&nbsp; 2728 | 2904758 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/41 | &nbsp;&nbsp;&nbsp; 3100 | 3241930 |
| &nbsp;&nbsp;&nbsp; Series 2020-A, 1.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 3109 | 2748545 |
| &nbsp;&nbsp;&nbsp; Series 21A, 3.15%, 09/30/51 | &nbsp;&nbsp;&nbsp; 2145 | 1413970 |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 09/15/28 | &nbsp;&nbsp;&nbsp; 1000 | 1000408 |
| &nbsp;&nbsp;&nbsp; Series B, 5.10%, 09/15/35 | &nbsp;&nbsp;&nbsp; 1275 | 1290481 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/30 | &nbsp;&nbsp;&nbsp; 1757 | 1603983 |
| &nbsp;&nbsp;&nbsp; 3.18%, 08/15/51 | &nbsp;&nbsp;&nbsp; 1965 | 1368680 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/28 | &nbsp;&nbsp;&nbsp; 1783 | 1766512 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/29/46 | &nbsp;&nbsp;&nbsp; 1451 | 1120348 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2712 | 2628305 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | &nbsp;&nbsp;&nbsp; 1439 | 1168207 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/23/28 | &nbsp;&nbsp;&nbsp; 2010 | 2064140 |
| &nbsp;&nbsp;&nbsp; 5.80%, 12/01/27 | &nbsp;&nbsp;&nbsp; 1970 | 2028167 |
| Spire Missouri Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/51 | &nbsp;&nbsp;&nbsp; 540 | 374661 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33 | &nbsp;&nbsp;&nbsp; 1520 | 1537921 |
| &nbsp;&nbsp;&nbsp; Series 2034, 5.15%, 08/15/34 | &nbsp;&nbsp;&nbsp; 1320 | 1366007 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/49 | &nbsp;&nbsp;&nbsp; 2635 | 1955639 |
| &nbsp;&nbsp;&nbsp; Series K, 3.80%, 09/15/46 | &nbsp;&nbsp;&nbsp; 2436 | 1904463 |
|  |  | 233858310 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** |
| Kennametal Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 03/01/31 | &nbsp;&nbsp;&nbsp; $1645 | $1516588 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/28 | &nbsp;&nbsp;&nbsp; 1280 | 1286496 |
| Snap-on Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2464 | 1714386 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; 2375 | 2353366 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/48 | &nbsp;&nbsp;&nbsp; 1735 | 1456935 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/30 | &nbsp;&nbsp;&nbsp; 4380 | 3998469 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/50 | &nbsp;&nbsp;&nbsp; 3985 | 2391764 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/32 | &nbsp;&nbsp;&nbsp; 2197 | 1986931 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/28 | &nbsp;&nbsp;&nbsp; 2346 | 2349267 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/48 | &nbsp;&nbsp;&nbsp; 2557 | 2255867 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/01/40 | &nbsp;&nbsp;&nbsp; 1398 | 1379066 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/06/28 | &nbsp;&nbsp;&nbsp; 3595 | 3727690 |
|  |  | 26416825 |
| **Health Care - Products — 0.3%** | **Health Care - Products — 0.3%** | **Health Care - Products — 0.3%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 01/30/28 | &nbsp;&nbsp;&nbsp; 5579 | 5285578 |
| &nbsp;&nbsp;&nbsp; 1.40%, 06/30/30 | &nbsp;&nbsp;&nbsp; 4798 | 4304451 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/30/36 | &nbsp;&nbsp;&nbsp; 4923 | 4996862 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/43 | &nbsp;&nbsp;&nbsp; 3010 | 2891747 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 | &nbsp;&nbsp;&nbsp; 13617 | 13039522 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/27/40 | &nbsp;&nbsp;&nbsp; 4305 | 4489827 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/39 | &nbsp;&nbsp;&nbsp; 2580 | 2887967 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/30/37 | &nbsp;&nbsp;&nbsp; 3460 | 3920566 |
| Agilent Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/04/30 | &nbsp;&nbsp;&nbsp; 3146 | 2874764 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/12/31 | &nbsp;&nbsp;&nbsp; 4709 | 4264287 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/29 | &nbsp;&nbsp;&nbsp; 3374 | 3209699 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/09/27 | &nbsp;&nbsp;&nbsp; 1790 | 1795353 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/09/34 | &nbsp;&nbsp;&nbsp; 2390 | 2398281 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.73%, 04/01/31 | &nbsp;&nbsp;&nbsp; 4815 | 4128666 |
| &nbsp;&nbsp;&nbsp; 1.92%, 02/01/27 | &nbsp;&nbsp;&nbsp; 6755 | 6581033 |
| &nbsp;&nbsp;&nbsp; 2.27%, 12/01/28 | &nbsp;&nbsp;&nbsp; 6425 | 6047995 |
| &nbsp;&nbsp;&nbsp; 2.54%, 02/01/32 | &nbsp;&nbsp;&nbsp; 4865 | 4253758 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3897 | 2507053 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 2568 | 1864365 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 3080 | 3001549 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/29 | &nbsp;&nbsp;&nbsp; 675 | 677897 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 | &nbsp;&nbsp;&nbsp; 2915 | 2932747 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/15/35 | &nbsp;&nbsp;&nbsp; 3175 | 3233312 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 5511 | 5199907 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 3420 | 3431121 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 | &nbsp;&nbsp;&nbsp; 2468 | 2380319 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/49 | &nbsp;&nbsp;&nbsp; 2494 | 2288953 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/15/35 | &nbsp;&nbsp;&nbsp; 1878 | 2114826 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/40 | &nbsp;&nbsp;&nbsp; 1616 | 1978129 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 | &nbsp;&nbsp;&nbsp; 4573 | 2853675 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 | &nbsp;&nbsp;&nbsp; 4415 | 2842272 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 2378 | 2117161 |
| Dentsply Sirona Inc., 3.25%, 06/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4153 | 3835937 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/15/29 | &nbsp;&nbsp;&nbsp; 5966 | 5659770 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 | &nbsp;&nbsp;&nbsp; 3877 | 3214068 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 | &nbsp;&nbsp;&nbsp; 3759 | 2786304 |
| Edwards Lifesciences Corp., 4.30%, 06/15/28 | &nbsp;&nbsp;&nbsp; 4356 | 4372956 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Products (continued)** | **Health Care - Products (continued)** | **Health Care - Products (continued)** |
| GE HealthCare Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/29 | &nbsp;&nbsp;&nbsp; $4665 | $4773629 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1255 | 1280971 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; 1525 | 1593202 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/15/27 | &nbsp;&nbsp;&nbsp; 9405 | 9677814 |
| &nbsp;&nbsp;&nbsp; 5.86%, 03/15/30 | &nbsp;&nbsp;&nbsp; 5935 | 6291495 |
| &nbsp;&nbsp;&nbsp; 5.91%, 11/22/32 | &nbsp;&nbsp;&nbsp; 3745 | 4045157 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/22/52 | &nbsp;&nbsp;&nbsp; 5148 | 5706343 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/42 | &nbsp;&nbsp;&nbsp; 2757 | 2607059 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/11/38 | &nbsp;&nbsp;&nbsp; 3255 | 3686831 |
| Medtronic Global Holdings SCA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/30/28 | &nbsp;&nbsp;&nbsp; 6070 | 6113127 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/33 | &nbsp;&nbsp;&nbsp; 4405 | 4434120 |
| Medtronic Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/43 | &nbsp;&nbsp;&nbsp; 100 | 86233 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/35 | &nbsp;&nbsp;&nbsp; 9010 | 8926914 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/45 | &nbsp;&nbsp;&nbsp; 8587 | 7942336 |
| Revvity Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/28 | &nbsp;&nbsp;&nbsp; 3318 | 3119807 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/15/31 | &nbsp;&nbsp;&nbsp; 2695 | 2378643 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2070 | 1873219 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/29 | &nbsp;&nbsp;&nbsp; 4176 | 4029986 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/51 | &nbsp;&nbsp;&nbsp; 1940 | 1395931 |
| Smith & Nephew PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.03%, 10/14/30 | &nbsp;&nbsp;&nbsp; 5995 | 5389779 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/20/27 | &nbsp;&nbsp;&nbsp; 1865 | 1886020 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/34 | &nbsp;&nbsp;&nbsp; 2535 | 2646146 |
| Solventum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/01/29 | &nbsp;&nbsp;&nbsp; 4208 | 4352015 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/25/27 | &nbsp;&nbsp;&nbsp; 1321 | 1339570 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/13/31 | &nbsp;&nbsp;&nbsp; 5080 | 5310205 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/23/34 | &nbsp;&nbsp;&nbsp; 6580 | 6878594 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/30/54 | &nbsp;&nbsp;&nbsp; 6225 | 6388236 |
| STERIS Irish FinCo Unlimited Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | &nbsp;&nbsp;&nbsp; 3076 | 2833433 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/15/51 | &nbsp;&nbsp;&nbsp; 3950 | 2956400 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 6088 | 5538746 |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | &nbsp;&nbsp;&nbsp; 2101 | 1411821 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/07/28 | &nbsp;&nbsp;&nbsp; 4602 | 4582804 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | &nbsp;&nbsp;&nbsp; 1783 | 1540404 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/11/29 | &nbsp;&nbsp;&nbsp; 3070 | 3096452 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/44 | &nbsp;&nbsp;&nbsp; 2453 | 2167132 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/10/27 | &nbsp;&nbsp;&nbsp; 3495 | 3521004 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/11/34 | &nbsp;&nbsp;&nbsp; 2670 | 2674817 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 | &nbsp;&nbsp;&nbsp; 4805 | 4351075 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/10/28 | &nbsp;&nbsp;&nbsp; 3395 | 3448083 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/08/28 | &nbsp;&nbsp;&nbsp; 3930 | 4028526 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/10/30 | &nbsp;&nbsp;&nbsp; 3315 | 3409586 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/35 | &nbsp;&nbsp;&nbsp; 3565 | 3702419 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/15/28 | &nbsp;&nbsp;&nbsp; 3780 | 3562950 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/15/31 | &nbsp;&nbsp;&nbsp; 5865 | 5241920 |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/29 | &nbsp;&nbsp;&nbsp; 5019 | 4771619 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 | &nbsp;&nbsp;&nbsp; 4965 | 3697405 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/15/47 | &nbsp;&nbsp;&nbsp; 2329 | 1972968 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/31 | &nbsp;&nbsp;&nbsp; 2175 | 2179634 |
| &nbsp;&nbsp;&nbsp; 4.47%, 10/07/32 | &nbsp;&nbsp;&nbsp; 2460 | 2478533 |
| &nbsp;&nbsp;&nbsp; 4.79%, 10/07/35 | &nbsp;&nbsp;&nbsp; 2360 | 2383063 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/21/27 | &nbsp;&nbsp;&nbsp; 5093 | 5184531 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Products (continued)** | **Health Care - Products (continued)** | **Health Care - Products (continued)** |
| &nbsp;&nbsp;&nbsp; 4.89%, 10/07/37 | &nbsp;&nbsp;&nbsp; $2760 | $2768286 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/21/32 | &nbsp;&nbsp;&nbsp; 2585 | 2688994 |
| &nbsp;&nbsp;&nbsp; 4.98%, 08/10/30 | &nbsp;&nbsp;&nbsp; 4038 | 4188822 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/05/26 | &nbsp;&nbsp;&nbsp; 4700 | 4746822 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/29 | &nbsp;&nbsp;&nbsp; 4995 | 5152408 |
| &nbsp;&nbsp;&nbsp; 5.09%, 08/10/33 | &nbsp;&nbsp;&nbsp; 4145 | 4323520 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/31/34 | &nbsp;&nbsp;&nbsp; 2760 | 2889020 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/44 | &nbsp;&nbsp;&nbsp; 1864 | 1865562 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/10/43 | &nbsp;&nbsp;&nbsp; 3630 | 3696081 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 11/24/31 | &nbsp;&nbsp;&nbsp; 3995 | 3610538 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/45 | &nbsp;&nbsp;&nbsp; 2629 | 2310944 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/27 | &nbsp;&nbsp;&nbsp; 1455 | 1465169 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/19/30 | &nbsp;&nbsp;&nbsp; 1875 | 1933647 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34 | &nbsp;&nbsp;&nbsp; 3280 | 3366268 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/28 | &nbsp;&nbsp;&nbsp; 4235 | 4381369 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/19/35 | &nbsp;&nbsp;&nbsp; 1955 | 2041891 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/39 | &nbsp;&nbsp;&nbsp; 1113 | 1169357 |
|  |  | 384150082 |
| **Health Care - Services — 0.9%** | **Health Care - Services — 0.9%** | **Health Care - Services — 0.9%** |
| &nbsp;&nbsp;&nbsp; AdventHealth Obligated Group, Series E, <br> 2.80%, 11/15/51<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1529 | 980812 |
| Adventist Health System/West |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/49 | &nbsp;&nbsp;&nbsp; 2331 | 1629490 |
| &nbsp;&nbsp;&nbsp; 5.43%, 03/01/32 | &nbsp;&nbsp;&nbsp; 2515 | 2592887 |
| &nbsp;&nbsp;&nbsp; 5.76%, 12/01/34 | &nbsp;&nbsp;&nbsp; 1350 | 1402198 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.74%, 12/01/30 | &nbsp;&nbsp;&nbsp; 1165 | 1178492 |
| Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.39%, 10/15/49 | &nbsp;&nbsp;&nbsp; 1787 | 1318062 |
| &nbsp;&nbsp;&nbsp; 3.83%, 08/15/28 | &nbsp;&nbsp;&nbsp; 1186 | 1183517 |
| &nbsp;&nbsp;&nbsp; 4.27%, 08/15/48 | &nbsp;&nbsp;&nbsp; 1586 | 1352271 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.21%, 06/15/30 | &nbsp;&nbsp;&nbsp; 455 | 421091 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.01%, 06/15/50 | &nbsp;&nbsp;&nbsp; 1622 | 1100885 |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/47 | &nbsp;&nbsp;&nbsp; 60 | 45692 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 | &nbsp;&nbsp;&nbsp; 3391 | 2939425 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/44 | &nbsp;&nbsp;&nbsp; 2724 | 2399246 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/36 | &nbsp;&nbsp;&nbsp; 3841 | 4239641 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/15/37 | &nbsp;&nbsp;&nbsp; 2928 | 3269931 |
| AHS Hospital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/01/45 | &nbsp;&nbsp;&nbsp; 2240 | 2157407 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.78%, 07/01/51 | &nbsp;&nbsp;&nbsp; 1876 | 1199369 |
| Allina Health System |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/15/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1970 | 1276272 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.89%, 04/15/49 | &nbsp;&nbsp;&nbsp; 1838 | 1455178 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/46 | &nbsp;&nbsp;&nbsp; 4880 | 4069890 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2320 | 2137858 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.08%, 11/15/28 | &nbsp;&nbsp;&nbsp; 830 | 834564 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.29%, 11/15/30 | &nbsp;&nbsp;&nbsp; 2695 | 2714571 |
| &nbsp;&nbsp;&nbsp; Series 2025, 4.92%, 11/15/35 | &nbsp;&nbsp;&nbsp; 2045 | 2077668 |
| &nbsp;&nbsp;&nbsp; Series B, 2.53%, 11/15/29 | &nbsp;&nbsp;&nbsp; 4184 | 3964164 |
| &nbsp;&nbsp;&nbsp; Series B, 3.11%, 11/15/39 | &nbsp;&nbsp;&nbsp; 3831 | 3083965 |
| Banner Health |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 01/01/31 | &nbsp;&nbsp;&nbsp; 2263 | 2036160 |
| &nbsp;&nbsp;&nbsp; 2.34%, 01/01/30 | &nbsp;&nbsp;&nbsp; 2532 | 2372650 |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/42 | &nbsp;&nbsp;&nbsp; 1120 | 839958 |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/51 | &nbsp;&nbsp;&nbsp; 1927 | 1262677 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.18%, 01/01/50 | &nbsp;&nbsp;&nbsp; 1183 | 826506 |
| &nbsp;&nbsp;&nbsp; Baptist Health South Florida Obligated Group, <br> Series 2021, 3.12%, 11/15/71<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 510 | 307487 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; Baptist Healthcare System Obligated Group, <br> Series 20B, 3.54%, 08/15/50<br>| &nbsp;&nbsp;&nbsp; $708 | $518548 |
| &nbsp;&nbsp;&nbsp; BayCare Health System Inc., Series 2020, <br> 3.83%, 11/15/50<br>| &nbsp;&nbsp;&nbsp; 2514 | 1986735 |
| Baylor Scott & White Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/15/46 | &nbsp;&nbsp;&nbsp; 1960 | 1612850 |
| &nbsp;&nbsp;&nbsp; 4.19%, 11/15/45 | &nbsp;&nbsp;&nbsp; 2583 | 2216417 |
| &nbsp;&nbsp;&nbsp; Series 2021, 1.78%, 11/15/30 | &nbsp;&nbsp;&nbsp; 1761 | 1581737 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.84%, 11/15/50 | &nbsp;&nbsp;&nbsp; 3510 | 2284750 |
| &nbsp;&nbsp;&nbsp; Beth Israel Lahey Health Inc., Series L, 3.08%, <br> 07/01/51<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 730 | 484685 |
| Bon Secours Mercy Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.46%, 06/01/30 | &nbsp;&nbsp;&nbsp; 4296 | 4202013 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.30%, 07/01/28 | &nbsp;&nbsp;&nbsp; 1851 | 1861158 |
| &nbsp;&nbsp;&nbsp; Catholic Health Services of Long Island <br> Obligated Group, Series 2020, 3.37%, <br> 07/01/50<br>| &nbsp;&nbsp;&nbsp; 1655 | 1161024 |
| &nbsp;&nbsp;&nbsp; Cedars-Sinai Health System, Series 2021, <br> 2.29%, 08/15/31<br>| &nbsp;&nbsp;&nbsp; 2210 | 2004126 |
| Centene Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 07/15/28 | &nbsp;&nbsp;&nbsp; 10125 | 9428355 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 | &nbsp;&nbsp;&nbsp; 10160 | 8761259 |
| &nbsp;&nbsp;&nbsp; 2.63%, 08/01/31 | &nbsp;&nbsp;&nbsp; 6215 | 5328177 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/30 | &nbsp;&nbsp;&nbsp; 10215 | 9113635 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/30 | &nbsp;&nbsp;&nbsp; 9390 | 8631170 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/27 | &nbsp;&nbsp;&nbsp; 11760 | 11620387 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | &nbsp;&nbsp;&nbsp; 16150 | 15631511 |
| &nbsp;&nbsp;&nbsp; Children's Health System of Texas, 2.51%, <br> 08/15/50<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2541 | 1532666 |
| Children's Hospital Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017, 4.12%, 01/01/47 | &nbsp;&nbsp;&nbsp; 2278 | 1932906 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.59%, 02/01/50 | &nbsp;&nbsp;&nbsp; 1105 | 690234 |
| &nbsp;&nbsp;&nbsp; Children's Hospital Medical Center/Cincinnati <br> OH, 4.27%, 05/15/44<br>| &nbsp;&nbsp;&nbsp; 1283 | 1139526 |
| &nbsp;&nbsp;&nbsp; Children's Hospital of Philadelphia (The), <br> Series 2020, 2.70%, 07/01/50<br>| &nbsp;&nbsp;&nbsp; 2868 | 1837587 |
| &nbsp;&nbsp;&nbsp; Children's Hospital/DC, Series 2020, 2.93%, <br> 07/15/50<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1136 | 749017 |
| &nbsp;&nbsp;&nbsp; CHRISTUS Health, Series C, 4.34%, <br> 07/01/28<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2834 | 2846434 |
| Cigna Group (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 8286 | 7503103 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/30 | &nbsp;&nbsp;&nbsp; 6187 | 5749834 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/15/27 | &nbsp;&nbsp;&nbsp; 3159 | 3108213 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 | &nbsp;&nbsp;&nbsp; 4075 | 3249182 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/27 | &nbsp;&nbsp;&nbsp; 7338 | 7285206 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 | &nbsp;&nbsp;&nbsp; 6992 | 4972122 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 | &nbsp;&nbsp;&nbsp; 5910 | 4159852 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 | &nbsp;&nbsp;&nbsp; 5161 | 4031124 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/28 | &nbsp;&nbsp;&nbsp; 15758 | 15906210 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 4425 | 4459977 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 | &nbsp;&nbsp;&nbsp; 10769 | 10413938 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 | &nbsp;&nbsp;&nbsp; 4714 | 4253395 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/32 | &nbsp;&nbsp;&nbsp; 3955 | 4026462 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 | &nbsp;&nbsp;&nbsp; 12073 | 10959841 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/29 | &nbsp;&nbsp;&nbsp; 2740 | 2816170 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/31 | &nbsp;&nbsp;&nbsp; 3730 | 3864369 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/34 | &nbsp;&nbsp;&nbsp; 4450 | 4607038 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/36 | &nbsp;&nbsp;&nbsp; 5845 | 5993634 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/33 | &nbsp;&nbsp;&nbsp; 4265 | 4467879 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54 | &nbsp;&nbsp;&nbsp; 5365 | 5287847 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/56 | &nbsp;&nbsp;&nbsp; $4610 | $4802187 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/41 | &nbsp;&nbsp;&nbsp; 3533 | 3774752 |
| City of Hope |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013, 5.62%, 11/15/43 | &nbsp;&nbsp;&nbsp; 1910 | 1909054 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.38%, 08/15/48 | &nbsp;&nbsp;&nbsp; 1847 | 1561952 |
| &nbsp;&nbsp;&nbsp; Cleveland Clinic Foundation (The), 4.86%, <br> 01/01/2114<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1745 | 1527049 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp; 2.78%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1872 | 1751719 |
| &nbsp;&nbsp;&nbsp; 3.35%, 10/01/29 | &nbsp;&nbsp;&nbsp; 3045 | 2951268 |
| &nbsp;&nbsp;&nbsp; 3.82%, 10/01/49 | &nbsp;&nbsp;&nbsp; 3052 | 2334645 |
| &nbsp;&nbsp;&nbsp; 3.91%, 10/01/50 | &nbsp;&nbsp;&nbsp; 1304 | 990919 |
| &nbsp;&nbsp;&nbsp; 4.19%, 10/01/49 | &nbsp;&nbsp;&nbsp; 2966 | 2377876 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/01/30 | &nbsp;&nbsp;&nbsp; 1505 | 1507187 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/01/42 | &nbsp;&nbsp;&nbsp; 2968 | 2587571 |
| &nbsp;&nbsp;&nbsp; 4.98%, 09/01/35 | &nbsp;&nbsp;&nbsp; 1630 | 1629744 |
| &nbsp;&nbsp;&nbsp; 5.21%, 12/01/31 | &nbsp;&nbsp;&nbsp; 2205 | 2290850 |
| &nbsp;&nbsp;&nbsp; 5.32%, 12/01/34 | &nbsp;&nbsp;&nbsp; 2130 | 2192851 |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/01/54 | &nbsp;&nbsp;&nbsp; 600 | 584651 |
| &nbsp;&nbsp;&nbsp; 5.58%, 09/01/45 | &nbsp;&nbsp;&nbsp; 2470 | 2454808 |
| &nbsp;&nbsp;&nbsp; 5.66%, 09/01/55 | &nbsp;&nbsp;&nbsp; 520 | 515514 |
| &nbsp;&nbsp;&nbsp; 6.07%, 11/01/27 | &nbsp;&nbsp;&nbsp; 1756 | 1816065 |
| &nbsp;&nbsp;&nbsp; 6.46%, 11/01/52 | &nbsp;&nbsp;&nbsp; 915 | 1002867 |
| &nbsp;&nbsp;&nbsp; Community Health Network Inc., Series 20-A, <br> 3.10%, 05/01/50<br>| &nbsp;&nbsp;&nbsp; 1631 | 1070645 |
| &nbsp;&nbsp;&nbsp; Corewell Health Obligated Group, Series 19A, <br> 3.49%, 07/15/49<br>| &nbsp;&nbsp;&nbsp; 1948 | 1440589 |
| &nbsp;&nbsp;&nbsp; Cottage Health Obligated Group, Series 2020, <br> 3.30%, 11/01/49<br>| &nbsp;&nbsp;&nbsp; 2635 | 1893037 |
| &nbsp;&nbsp;&nbsp; Dartmouth-Hitchcock Health, Series B, 4.18%, <br> 08/01/48<br>| &nbsp;&nbsp;&nbsp; 2367 | 1880498 |
| Dignity Health |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1030 | 905641 |
| &nbsp;&nbsp;&nbsp; 5.27%, 11/01/64 | &nbsp;&nbsp;&nbsp; 1100 | 1011080 |
| &nbsp;&nbsp;&nbsp; Duke University Health System Inc., Series <br> 2017, 3.92%, 06/01/47<br>| &nbsp;&nbsp;&nbsp; 3226 | 2649273 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 4913 | 4522514 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5520 | 5047665 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/29 | &nbsp;&nbsp;&nbsp; 4567 | 4357999 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 | &nbsp;&nbsp;&nbsp; 2661 | 1768255 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 | &nbsp;&nbsp;&nbsp; 6463 | 4666878 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/27 | &nbsp;&nbsp;&nbsp; 8098 | 8042309 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 | &nbsp;&nbsp;&nbsp; 5322 | 3945423 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | &nbsp;&nbsp;&nbsp; 3090 | 3083358 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/28 | &nbsp;&nbsp;&nbsp; 6463 | 6467610 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/32 | &nbsp;&nbsp;&nbsp; 2813 | 2744902 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 | &nbsp;&nbsp;&nbsp; 7286 | 6114269 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 | &nbsp;&nbsp;&nbsp; 4535 | 3899896 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 | &nbsp;&nbsp;&nbsp; 2725 | 2290421 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/15/32 | &nbsp;&nbsp;&nbsp; 2660 | 2661816 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/42 | &nbsp;&nbsp;&nbsp; 2699 | 2441548 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 | &nbsp;&nbsp;&nbsp; 5765 | 5207978 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 | &nbsp;&nbsp;&nbsp; 2942 | 2619162 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/30 | &nbsp;&nbsp;&nbsp; 3190 | 3257342 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/33 | &nbsp;&nbsp;&nbsp; 3690 | 3718913 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/01/31 | &nbsp;&nbsp;&nbsp; 4135 | 4237887 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 2860 | 2864761 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | &nbsp;&nbsp;&nbsp; 4283 | 4074906 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/53 | &nbsp;&nbsp;&nbsp; 4040 | 3692705 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/15/29 | &nbsp;&nbsp;&nbsp; 2535 | 2614402 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/35 | &nbsp;&nbsp;&nbsp; $5115 | $5241401 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; 4035 | 4185718 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 3650 | 3851243 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 3860 | 3794710 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/55 | &nbsp;&nbsp;&nbsp; 5810 | 5748803 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | &nbsp;&nbsp;&nbsp; 3870 | 3837530 |
| &nbsp;&nbsp;&nbsp; 5.85%, 01/15/36 | &nbsp;&nbsp;&nbsp; 1509 | 1608129 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | &nbsp;&nbsp;&nbsp; 3572 | 3543594 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/15/34 | &nbsp;&nbsp;&nbsp; 2585 | 2778598 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 | &nbsp;&nbsp;&nbsp; 2725 | 2842198 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/37 | &nbsp;&nbsp;&nbsp; 2470 | 2711665 |
| &nbsp;&nbsp;&nbsp; Franciscan Missionaries of Our Lady Health <br> System Inc., Series B, 3.91%, 07/01/49<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 205 | 160242 |
| &nbsp;&nbsp;&nbsp; Fred Hutchinson Cancer Center, 4.97%, <br> 01/01/52<br>| &nbsp;&nbsp;&nbsp; 667 | 615254 |
| Hackensack Meridian Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.21%, 07/01/48 | &nbsp;&nbsp;&nbsp; 1936 | 1636109 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/57 | &nbsp;&nbsp;&nbsp; 1355 | 1167070 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 09/01/41 | &nbsp;&nbsp;&nbsp; 2756 | 2028533 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.88%, 09/01/50 | &nbsp;&nbsp;&nbsp; 1557 | 1018678 |
| Hartford HealthCare Corp., 3.45%, 07/01/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2080 | 1518185 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | &nbsp;&nbsp;&nbsp; 5625 | 5042957 |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/15/27 | &nbsp;&nbsp;&nbsp; 4840 | 4779003 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 1807 | 1762829 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 11530 | 11111937 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 | &nbsp;&nbsp;&nbsp; 7120 | 4960310 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/15/32 | &nbsp;&nbsp;&nbsp; 9047 | 8580290 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/29 | &nbsp;&nbsp;&nbsp; 8360 | 8345418 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/30 | &nbsp;&nbsp;&nbsp; 2405 | 2400196 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | &nbsp;&nbsp;&nbsp; 3131 | 2716055 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/27 | &nbsp;&nbsp;&nbsp; 6088 | 6102203 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 | &nbsp;&nbsp;&nbsp; 3835 | 3833809 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 | &nbsp;&nbsp;&nbsp; 8080 | 6742524 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/15/35 | &nbsp;&nbsp;&nbsp; 3365 | 3352020 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 1170 | 1192678 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 | &nbsp;&nbsp;&nbsp; 4385 | 4289995 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/28 | &nbsp;&nbsp;&nbsp; 3545 | 3634070 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/30 | &nbsp;&nbsp;&nbsp; 2615 | 2708533 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 | &nbsp;&nbsp;&nbsp; 8241 | 7597556 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/31 | &nbsp;&nbsp;&nbsp; 4425 | 4632016 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/34 | &nbsp;&nbsp;&nbsp; 5370 | 5578525 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/32 | &nbsp;&nbsp;&nbsp; 4005 | 4198184 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/33 | &nbsp;&nbsp;&nbsp; 5211 | 5467250 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 7562 | 7273989 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/34 | &nbsp;&nbsp;&nbsp; 6255 | 6551789 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/28 | &nbsp;&nbsp;&nbsp; 7027 | 7256074 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/55 | &nbsp;&nbsp;&nbsp; 4950 | 4837978 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/35 | &nbsp;&nbsp;&nbsp; 6460 | 6820121 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/01/29 | &nbsp;&nbsp;&nbsp; 5090 | 5304820 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/53 | &nbsp;&nbsp;&nbsp; 5140 | 5123843 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 | &nbsp;&nbsp;&nbsp; 3645 | 3668579 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 | &nbsp;&nbsp;&nbsp; 5990 | 6078654 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64 | &nbsp;&nbsp;&nbsp; 3135 | 3179840 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/55 | &nbsp;&nbsp;&nbsp; 3040 | 3167514 |
| &nbsp;&nbsp;&nbsp; Hoag Memorial Hospital Presbyterian, 3.80%, <br> 07/15/52<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2897 | 2255709 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/03/27 | &nbsp;&nbsp;&nbsp; 3770 | 3649747 |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/03/32 | &nbsp;&nbsp;&nbsp; 3630 | 3149727 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/29 | &nbsp;&nbsp;&nbsp; 2771 | 2661381 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/29 | &nbsp;&nbsp;&nbsp; $4825 | $4733894 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3539 | 3529327 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/49 | &nbsp;&nbsp;&nbsp; 2582 | 1947445 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 | &nbsp;&nbsp;&nbsp; 2910 | 2536625 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 | &nbsp;&nbsp;&nbsp; 2465 | 2120342 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/30 | &nbsp;&nbsp;&nbsp; 2795 | 2833877 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 | &nbsp;&nbsp;&nbsp; 4034 | 3596917 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/31 | &nbsp;&nbsp;&nbsp; 4070 | 4210496 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp; 1880 | 1739326 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/01/35 | &nbsp;&nbsp;&nbsp; 970 | 995828 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/28 | &nbsp;&nbsp;&nbsp; 2456 | 2538230 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/28 | &nbsp;&nbsp;&nbsp; 1345 | 1399580 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | &nbsp;&nbsp;&nbsp; 2254 | 2156617 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/33 | &nbsp;&nbsp;&nbsp; 3465 | 3657421 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/34 | &nbsp;&nbsp;&nbsp; 3855 | 4069716 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 100 | 99316 |
| ICON Investments Six DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/08/27 | &nbsp;&nbsp;&nbsp; 2870 | 2926660 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/08/29 | &nbsp;&nbsp;&nbsp; 2790 | 2914612 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/08/34 | &nbsp;&nbsp;&nbsp; 1970 | 2080754 |
| Indiana University Health Inc. Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/48 | &nbsp;&nbsp;&nbsp; 2460 | 2012996 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.85%, 11/01/51 | &nbsp;&nbsp;&nbsp; 1245 | 808611 |
| &nbsp;&nbsp;&nbsp; Inova Health System Foundation, 4.07%, <br> 05/15/52<br>| &nbsp;&nbsp;&nbsp; 2599 | 2111481 |
| &nbsp;&nbsp;&nbsp; Integris Baptist Medical Center Inc., Series A, <br> 3.88%, 08/15/50<br>| &nbsp;&nbsp;&nbsp; 2304 | 1708802 |
| &nbsp;&nbsp;&nbsp; Iowa Health System, Series 2020, 3.67%, <br> 02/15/50<br>| &nbsp;&nbsp;&nbsp; 275 | 209053 |
| IQVIA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/28 | &nbsp;&nbsp;&nbsp; 4775 | 4926022 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 2120 | 2235529 |
| &nbsp;&nbsp;&nbsp; Johns Hopkins Health System Corp. (The), <br> 3.84%, 05/15/46<br>| &nbsp;&nbsp;&nbsp; 3091 | 2527584 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 | &nbsp;&nbsp;&nbsp; 4428 | 4387356 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 | &nbsp;&nbsp;&nbsp; 7262 | 6164954 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/42 | &nbsp;&nbsp;&nbsp; 2782 | 2671115 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.27%, 11/01/49 | &nbsp;&nbsp;&nbsp; 4178 | 2993359 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.81%, 06/01/41 | &nbsp;&nbsp;&nbsp; 5692 | 4281812 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.00%, 06/01/51 | &nbsp;&nbsp;&nbsp; 5827 | 3911645 |
| Laboratory Corp. of America Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/31 | &nbsp;&nbsp;&nbsp; 2850 | 2619560 |
| &nbsp;&nbsp;&nbsp; 2.95%, 12/01/29 | &nbsp;&nbsp;&nbsp; 2812 | 2679406 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | &nbsp;&nbsp;&nbsp; 4370 | 4343369 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/30 | &nbsp;&nbsp;&nbsp; 3530 | 3540155 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 2700 | 2708731 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/45 | &nbsp;&nbsp;&nbsp; 4303 | 3889056 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/34 | &nbsp;&nbsp;&nbsp; 4190 | 4172077 |
| Mass General Brigham Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015, 4.12%, 07/01/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 199 | 165361 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.77%, 07/01/48 | &nbsp;&nbsp;&nbsp; 1264 | 997733 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.19%, 07/01/49 | &nbsp;&nbsp;&nbsp; 1835 | 1297271 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.34%, 07/01/60 | &nbsp;&nbsp;&nbsp; 2326 | 1568918 |
| Mayo Clinic |  |  |
| &nbsp;&nbsp;&nbsp; 3.77%, 11/15/43 | &nbsp;&nbsp;&nbsp; 1485 | 1231577 |
| &nbsp;&nbsp;&nbsp; Series 2013, 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp; 290 | 236867 |
| &nbsp;&nbsp;&nbsp; Series 2016, 4.13%, 11/15/52 | &nbsp;&nbsp;&nbsp; 2611 | 2156246 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.20%, 11/15/61 | &nbsp;&nbsp;&nbsp; 2261 | 1495426 |
| &nbsp;&nbsp;&nbsp; McLaren Health Care Corp., Series A, 4.39%, <br> 05/15/48<br>| &nbsp;&nbsp;&nbsp; 2702 | 2327489 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; MedStar Health Inc., Series 20A, 3.63%, <br> 08/15/49<br>| &nbsp;&nbsp;&nbsp; $1777 | $1338983 |
| Memorial Health Services, 3.45%, 11/01/49 | &nbsp;&nbsp;&nbsp; 1628 | 1187544 |
| Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/52 | &nbsp;&nbsp;&nbsp; 1730 | 1421987 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/42 | &nbsp;&nbsp;&nbsp; 690 | 674579 |
| &nbsp;&nbsp;&nbsp; Series 2015, 4.20%, 07/01/55 | &nbsp;&nbsp;&nbsp; 2009 | 1684462 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.96%, 01/01/50 | &nbsp;&nbsp;&nbsp; 781 | 528148 |
| &nbsp;&nbsp;&nbsp; Methodist Hospital (The), Series 20A, 2.71%, <br> 12/01/50<br>| &nbsp;&nbsp;&nbsp; 3016 | 1907908 |
| Montefiore Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.29%, 09/01/50 | &nbsp;&nbsp;&nbsp; 1216 | 865065 |
| &nbsp;&nbsp;&nbsp; Series 18-C, 5.25%, 11/01/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1802 | 1521642 |
| &nbsp;&nbsp;&nbsp; Mount Nittany Medical Center Obligated <br> Group, 3.80%, 11/15/52<br>| &nbsp;&nbsp;&nbsp; 850 | 647599 |
| &nbsp;&nbsp;&nbsp; MyMichigan Health, Series 2020, 3.41%, <br> 06/01/50<br>| &nbsp;&nbsp;&nbsp; 2518 | 1793697 |
| &nbsp;&nbsp;&nbsp; Nationwide Children's Hospital Inc., 4.56%, <br> 11/01/52<br>| &nbsp;&nbsp;&nbsp; 1806 | 1597733 |
| New York and Presbyterian Hospital (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 08/01/40 | &nbsp;&nbsp;&nbsp; 1079 | 769752 |
| &nbsp;&nbsp;&nbsp; 2.61%, 08/01/60<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1308 | 740419 |
| &nbsp;&nbsp;&nbsp; 4.02%, 08/01/45 | &nbsp;&nbsp;&nbsp; 3024 | 2557353 |
| &nbsp;&nbsp;&nbsp; 4.06%, 08/01/56 | &nbsp;&nbsp;&nbsp; 553 | 442974 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.95%, 08/01/2119 | &nbsp;&nbsp;&nbsp; 1835 | 1295627 |
| Northwell Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/01/49 | &nbsp;&nbsp;&nbsp; 2460 | 1854665 |
| &nbsp;&nbsp;&nbsp; 3.98%, 11/01/46 | &nbsp;&nbsp;&nbsp; 2505 | 2001683 |
| &nbsp;&nbsp;&nbsp; 4.26%, 11/01/47 | &nbsp;&nbsp;&nbsp; 4000 | 3333363 |
| &nbsp;&nbsp;&nbsp; Northwestern Memorial Healthcare Obligated <br> Group, Series 2021, 2.63%, 07/15/51<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2330 | 1475488 |
| Novant Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 11/01/36 | &nbsp;&nbsp;&nbsp; 2726 | 2214586 |
| &nbsp;&nbsp;&nbsp; 3.17%, 11/01/51 | &nbsp;&nbsp;&nbsp; 2909 | 1994944 |
| &nbsp;&nbsp;&nbsp; 3.32%, 11/01/61 | &nbsp;&nbsp;&nbsp; 1751 | 1155426 |
| &nbsp;&nbsp;&nbsp; NY Society for Relief of Ruptured & Crippled <br> Maintaining Hosp Special Surgery, Series <br> 2020, 2.67%, 10/01/50<br>| &nbsp;&nbsp;&nbsp; 1260 | 789121 |
| OhioHealth Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/31 | &nbsp;&nbsp;&nbsp; 2594 | 2343055 |
| &nbsp;&nbsp;&nbsp; 2.83%, 11/15/41 | &nbsp;&nbsp;&nbsp; 2130 | 1592114 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.04%, 11/15/50 | &nbsp;&nbsp;&nbsp; 1876 | 1304394 |
| Orlando Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 3.33%, 10/01/50 | &nbsp;&nbsp;&nbsp; 1087 | 791573 |
| &nbsp;&nbsp;&nbsp; 4.09%, 10/01/48 | &nbsp;&nbsp;&nbsp; 2117 | 1755040 |
| &nbsp;&nbsp;&nbsp; 5.48%, 10/01/35 | &nbsp;&nbsp;&nbsp; 2210 | 2326535 |
| PeaceHealth Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.34%, 11/15/28 | &nbsp;&nbsp;&nbsp; 865 | 870936 |
| &nbsp;&nbsp;&nbsp; 4.86%, 11/15/32 | &nbsp;&nbsp;&nbsp; 580 | 588311 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.79%, 11/15/48 | &nbsp;&nbsp;&nbsp; 2007 | 1764545 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.22%, 11/15/50 | &nbsp;&nbsp;&nbsp; 2417 | 1605297 |
| Piedmont Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.04%, 01/01/32 | &nbsp;&nbsp;&nbsp; 2247 | 1955665 |
| &nbsp;&nbsp;&nbsp; 2.86%, 01/01/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1846 | 1193446 |
| &nbsp;&nbsp;&nbsp; Series 2042, 2.72%, 01/01/42 | &nbsp;&nbsp;&nbsp; 2461 | 1771582 |
| &nbsp;&nbsp;&nbsp; Presbyterian Healthcare Services, 4.88%, <br> 08/01/52<br>| &nbsp;&nbsp;&nbsp; 2290 | 2085397 |
| &nbsp;&nbsp;&nbsp; Providence St Joseph Health Obligated Group, <br> 5.37%, 10/01/32<br>| &nbsp;&nbsp;&nbsp; 2270 | 2361933 |
| Providence St. Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/33 | &nbsp;&nbsp;&nbsp; 3075 | 3195057 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; Series 19A, 2.53%, 10/01/29 | &nbsp;&nbsp;&nbsp; $2877 | $2715538 |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.70%, 10/01/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4060 | 2454619 |
| &nbsp;&nbsp;&nbsp; Series A, 3.93%, 10/01/48 | &nbsp;&nbsp;&nbsp; 1360 | 1067362 |
| &nbsp;&nbsp;&nbsp; Series I, 3.74%, 10/01/47 | &nbsp;&nbsp;&nbsp; 2268 | 1747778 |
| &nbsp;&nbsp;&nbsp; Queen's Health Systems (The), 4.81%, <br> 07/01/52<br>| &nbsp;&nbsp;&nbsp; 2181 | 1984222 |
| Quest Diagnostics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/30/31 | &nbsp;&nbsp;&nbsp; 3501 | 3237702 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/30/30 | &nbsp;&nbsp;&nbsp; 6837 | 6483401 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/30/29 | &nbsp;&nbsp;&nbsp; 3183 | 3196257 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | &nbsp;&nbsp;&nbsp; 3210 | 3249834 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/29 | &nbsp;&nbsp;&nbsp; 3395 | 3457674 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/30/45 | &nbsp;&nbsp;&nbsp; 2276 | 2087820 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/34 | &nbsp;&nbsp;&nbsp; 2850 | 2907015 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/30/33 | &nbsp;&nbsp;&nbsp; 1670 | 1859936 |
| &nbsp;&nbsp;&nbsp; Rady Children's Hospital-San Diego, Series <br> 21A, 3.15%, 08/15/51<br>| &nbsp;&nbsp;&nbsp; 1470 | 1008824 |
| &nbsp;&nbsp;&nbsp; Rush Obligated Group, Series 2020, 3.92%, <br> 11/15/29<br>| &nbsp;&nbsp;&nbsp; 1503 | 1492782 |
| &nbsp;&nbsp;&nbsp; Seattle Children's Hospital, Series 2021, <br> 2.72%, 10/01/50<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1775 | 1129338 |
| Sentara Health, 2.93%, 11/01/51 | &nbsp;&nbsp;&nbsp; 1849 | 1204175 |
| &nbsp;&nbsp;&nbsp; Sharp HealthCare, Series 20B, 2.68%, <br> 08/01/50<br>| &nbsp;&nbsp;&nbsp; 2591 | 1638829 |
| SSM Health Care Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.89%, 06/01/28 | &nbsp;&nbsp;&nbsp; 2705 | 2755079 |
| &nbsp;&nbsp;&nbsp; Series A, 3.82%, 06/01/27 | &nbsp;&nbsp;&nbsp; 2605 | 2600563 |
| Stanford Health Care |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 08/15/51 | &nbsp;&nbsp;&nbsp; 2385 | 1605308 |
| &nbsp;&nbsp;&nbsp; Series 2018, 3.80%, 11/15/48 | &nbsp;&nbsp;&nbsp; 2646 | 2108393 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.31%, 08/15/30 | &nbsp;&nbsp;&nbsp; 1470 | 1422936 |
| Summa Health, 3.51%, 11/15/51 | &nbsp;&nbsp;&nbsp; 1810 | 1403258 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/53 | &nbsp;&nbsp;&nbsp; 248 | 252085 |
| &nbsp;&nbsp;&nbsp; Series 2018, 3.70%, 08/15/28 | &nbsp;&nbsp;&nbsp; 2054 | 2044459 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.09%, 08/15/48 | &nbsp;&nbsp;&nbsp; 2161 | 1797361 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.21%, 08/15/32 | &nbsp;&nbsp;&nbsp; 965 | 1006065 |
| &nbsp;&nbsp;&nbsp; Series 2025, 5.54%, 08/15/35 | &nbsp;&nbsp;&nbsp; 2940 | 3112011 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.29%, 08/15/30 | &nbsp;&nbsp;&nbsp; 1489 | 1374165 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.16%, 08/15/40 | &nbsp;&nbsp;&nbsp; 857 | 686624 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.36%, 08/15/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2014 | 1451253 |
| Texas Health Resources |  |  |
| &nbsp;&nbsp;&nbsp; 2.33%, 11/15/50 | &nbsp;&nbsp;&nbsp; 1862 | 1088056 |
| &nbsp;&nbsp;&nbsp; 4.33%, 11/15/55 | &nbsp;&nbsp;&nbsp; 1499 | 1286554 |
| Toledo Hospital (The), 5.75%, 11/15/38 | &nbsp;&nbsp;&nbsp; 1960 | 1979982 |
| Trinity Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/45 | &nbsp;&nbsp;&nbsp; 1881 | 1608193 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.43%, 12/01/48 | &nbsp;&nbsp;&nbsp; 1315 | 1019461 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.63%, 12/01/40 | &nbsp;&nbsp;&nbsp; 2346 | 1751134 |
| &nbsp;&nbsp;&nbsp; UMass Memorial Health Care Obligated <br> Group, 5.36%, 07/01/52<br>| &nbsp;&nbsp;&nbsp; 490 | 466822 |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/27 | &nbsp;&nbsp;&nbsp; 3754 | 3745186 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 6215 | 5686663 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 | &nbsp;&nbsp;&nbsp; 6190 | 5596529 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 | &nbsp;&nbsp;&nbsp; 5126 | 3886415 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/29 | &nbsp;&nbsp;&nbsp; 4349 | 4177713 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 | &nbsp;&nbsp;&nbsp; 6248 | 4057295 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/15/27 | &nbsp;&nbsp;&nbsp; 4474 | 4403904 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/41 | &nbsp;&nbsp;&nbsp; 4732 | 3638016 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 | &nbsp;&nbsp;&nbsp; 4279 | 2669951 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 | &nbsp;&nbsp;&nbsp; $9345 | $6452754 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/27 | &nbsp;&nbsp;&nbsp; 3333 | 3308599 |
| &nbsp;&nbsp;&nbsp; 3.45%, 01/15/27 | &nbsp;&nbsp;&nbsp; 4333 | 4311501 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 | &nbsp;&nbsp;&nbsp; 5869 | 4956849 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 | &nbsp;&nbsp;&nbsp; 5547 | 4196631 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 | &nbsp;&nbsp;&nbsp; 5421 | 4208827 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/28 | &nbsp;&nbsp;&nbsp; 5576 | 5567933 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/28 | &nbsp;&nbsp;&nbsp; 4142 | 4133665 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 | &nbsp;&nbsp;&nbsp; 5582 | 4112213 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | &nbsp;&nbsp;&nbsp; 3660 | 3078682 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/29 | &nbsp;&nbsp;&nbsp; 4539 | 4539981 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/32 | &nbsp;&nbsp;&nbsp; 6360 | 6308985 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 | &nbsp;&nbsp;&nbsp; 3884 | 3236668 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 6260 | 6307122 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 | &nbsp;&nbsp;&nbsp; 2886 | 2512791 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 | &nbsp;&nbsp;&nbsp; 3954 | 3316689 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 | &nbsp;&nbsp;&nbsp; 6288 | 5241758 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | &nbsp;&nbsp;&nbsp; 3049 | 2730174 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/15/28 | &nbsp;&nbsp;&nbsp; 2525 | 2555246 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 | &nbsp;&nbsp;&nbsp; 5271 | 4514008 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/33 | &nbsp;&nbsp;&nbsp; 6585 | 6561005 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/27 | &nbsp;&nbsp;&nbsp; 3200 | 3226245 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/15/35 | &nbsp;&nbsp;&nbsp; 4576 | 4558643 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 | &nbsp;&nbsp;&nbsp; 3731 | 3458418 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 3515 | 3578364 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/29 | &nbsp;&nbsp;&nbsp; 2280 | 2332515 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 | &nbsp;&nbsp;&nbsp; 8685 | 7931762 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 | &nbsp;&nbsp;&nbsp; 8120 | 7169735 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/30 | &nbsp;&nbsp;&nbsp; 5980 | 6137795 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/31 | &nbsp;&nbsp;&nbsp; 3876 | 3992039 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/32 | &nbsp;&nbsp;&nbsp; 8180 | 8421029 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 | &nbsp;&nbsp;&nbsp; 4840 | 4257408 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/34 | &nbsp;&nbsp;&nbsp; 5688 | 5820815 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/53 | &nbsp;&nbsp;&nbsp; 7875 | 7253196 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/15/34 | &nbsp;&nbsp;&nbsp; 9055 | 9356375 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/63 | &nbsp;&nbsp;&nbsp; 7020 | 6454862 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 5750 | 5910286 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 5349 | 5591332 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | &nbsp;&nbsp;&nbsp; 4070 | 4241911 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/15/33 | &nbsp;&nbsp;&nbsp; 8625 | 9042898 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/54 | &nbsp;&nbsp;&nbsp; 7005 | 6769950 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/44 | &nbsp;&nbsp;&nbsp; 6605 | 6655556 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/64 | &nbsp;&nbsp;&nbsp; 4350 | 4186473 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 | &nbsp;&nbsp;&nbsp; 11435 | 11453366 |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/15/40 | &nbsp;&nbsp;&nbsp; 2244 | 2370129 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/64 | &nbsp;&nbsp;&nbsp; 9305 | 9329974 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 | &nbsp;&nbsp;&nbsp; 3845 | 4133310 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 | &nbsp;&nbsp;&nbsp; 7840 | 8067805 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/41 | &nbsp;&nbsp;&nbsp; 2350 | 2516262 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/55 | &nbsp;&nbsp;&nbsp; 2740 | 2869553 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 | &nbsp;&nbsp;&nbsp; 5830 | 6107145 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/37 | &nbsp;&nbsp;&nbsp; 2688 | 3037141 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/37 | &nbsp;&nbsp;&nbsp; 3193 | 3652329 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/38 | &nbsp;&nbsp;&nbsp; 5191 | 6052974 |
| Universal Health Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 10/15/30 | &nbsp;&nbsp;&nbsp; 3743 | 3416018 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | &nbsp;&nbsp;&nbsp; 2475 | 2183669 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/29 | &nbsp;&nbsp;&nbsp; 3095 | 3115047 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/15/34 | &nbsp;&nbsp;&nbsp; 2210 | 2178335 |
| UPMC |  |  |
| &nbsp;&nbsp;&nbsp; 5.04%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1995 | 2049736 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/15/43 | &nbsp;&nbsp;&nbsp; $1940 | $1928044 |
| WakeMed, Series A, 3.29%, 10/01/52 | &nbsp;&nbsp;&nbsp; 1455 | 1010444 |
| &nbsp;&nbsp;&nbsp; West Virginia United Health System Obligated <br> Group, Series 2020, 3.13%, 06/01/50<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 833 | 540297 |
| Willis-Knighton Medical Center |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.81%, 09/01/48 | &nbsp;&nbsp;&nbsp; 1833 | 1637537 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.07%, 03/01/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2417 | 1548627 |
| &nbsp;&nbsp;&nbsp; Yale-New Haven Health Services Corp., <br> Series 2020, 2.50%, 07/01/50<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2391 | 1434240 |
|  |  | 1251497663 |
| **Holding Companies - Diversified — 0.1%** | **Holding Companies - Diversified — 0.1%** | **Holding Companies - Diversified — 0.1%** |
| Apollo Debt Solutions BDC |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/30/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1690 | 1712911 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 2140 | 2224618 |
| &nbsp;&nbsp;&nbsp; 6.70%, 07/29/31 | &nbsp;&nbsp;&nbsp; 4520 | 4749534 |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/13/29 | &nbsp;&nbsp;&nbsp; 2400 | 2516921 |
| Ares Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/27 | &nbsp;&nbsp;&nbsp; 2264 | 2211798 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 6000 | 5725395 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/15/31 | &nbsp;&nbsp;&nbsp; 3195 | 2833707 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1650 | 1631010 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 3560 | 3590537 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/08/32 | &nbsp;&nbsp;&nbsp; 4605 | 4658097 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/01/29 | &nbsp;&nbsp;&nbsp; 4835 | 4963745 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/29 | &nbsp;&nbsp;&nbsp; 3044 | 3129722 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/27 | &nbsp;&nbsp;&nbsp; 4382 | 4496335 |
| Ares Strategic Income Fund |  |  |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1480 | 1461498 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1550 | 1524303 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/09/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1355 | 1362843 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/30 | &nbsp;&nbsp;&nbsp; 3070 | 3085627 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/28 | &nbsp;&nbsp;&nbsp; 1520 | 1539526 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/09/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1550 | 1567891 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/21/32 | &nbsp;&nbsp;&nbsp; 3190 | 3272602 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/15/29 | &nbsp;&nbsp;&nbsp; 1520 | 1567212 |
| &nbsp;&nbsp;&nbsp; Bain Capital Specialty Finance Inc., 5.95%, <br> 03/15/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 249752 |
| Barings BDC Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/28 | &nbsp;&nbsp;&nbsp; 50 | 49790 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 190 | 196613 |
| &nbsp;&nbsp;&nbsp; Barings Private Credit Corp., 6.15%, <br> 06/11/30<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 70 | 69511 |
| Blackstone Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 12/15/26 | &nbsp;&nbsp;&nbsp; 3615 | 3541510 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/27 | &nbsp;&nbsp;&nbsp; 5730 | 5629605 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2820 | 2740335 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/26/27 | &nbsp;&nbsp;&nbsp; 1660 | 1669067 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/10/30 | &nbsp;&nbsp;&nbsp; 1965 | 1938738 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/30 | &nbsp;&nbsp;&nbsp; 590 | 588116 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/22/29 | &nbsp;&nbsp;&nbsp; 2610 | 2642264 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/16/29 | &nbsp;&nbsp;&nbsp; 2955 | 3019752 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/29/32 | &nbsp;&nbsp;&nbsp; 4500 | 4601493 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/22/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3450 | 3506604 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/25/31 | &nbsp;&nbsp;&nbsp; 1720 | 1781434 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/27/28 | &nbsp;&nbsp;&nbsp; 1275 | 1355412 |
| Blackstone Secured Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/15/27 | &nbsp;&nbsp;&nbsp; 2909 | 2820978 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/30/28 | &nbsp;&nbsp;&nbsp; 3730 | 3525010 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/31/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1265 | 1252938 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/30 | &nbsp;&nbsp;&nbsp; 1780 | 1785609 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/13/28 | &nbsp;&nbsp;&nbsp; 930 | 939330 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/27 | &nbsp;&nbsp;&nbsp; $1950 | $1990102 |
| Blue Owl Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 | &nbsp;&nbsp;&nbsp; 3152 | 3071364 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/11/28 | &nbsp;&nbsp;&nbsp; 3930 | 3707138 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 600 | 608011 |
| &nbsp;&nbsp;&nbsp; 6.20%, 07/15/30 | &nbsp;&nbsp;&nbsp; 1230 | 1255359 |
| Blue Owl Capital Corp. III, 3.13%, 04/13/27 | &nbsp;&nbsp;&nbsp; 2205 | 2149986 |
| Blue Owl Credit Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/08/27 | &nbsp;&nbsp;&nbsp; 2100 | 2089347 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 3065 | 3059725 |
| &nbsp;&nbsp;&nbsp; 6.60%, 09/15/29 | &nbsp;&nbsp;&nbsp; 4050 | 4163157 |
| &nbsp;&nbsp;&nbsp; 6.65%, 03/15/31 | &nbsp;&nbsp;&nbsp; 3235 | 3343473 |
| &nbsp;&nbsp;&nbsp; 7.75%, 09/16/27 | &nbsp;&nbsp;&nbsp; 1235 | 1285344 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2310 | 2445558 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/13/28 | &nbsp;&nbsp;&nbsp; 1233 | 1306282 |
| Blue Owl Technology Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/27 | &nbsp;&nbsp;&nbsp; 2012 | 1950193 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/28<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1445 | 1449327 |
| &nbsp;&nbsp;&nbsp; Blue Owl Technology Finance Corp. II, 6.75%, <br> 04/04/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1710 | 1741618 |
| Capital Southwest Corp., 5.95%, 09/18/30 | &nbsp;&nbsp;&nbsp; 650 | 653219 |
| Carlyle Secured Lending Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/31 | &nbsp;&nbsp;&nbsp; 650 | 639340 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/18/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 154071 |
| Franklin BSP Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/02/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1025 | 1013593 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/15/29 | &nbsp;&nbsp;&nbsp; 250 | 258094 |
| FS KKR Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/15/27 | &nbsp;&nbsp;&nbsp; 2789 | 2706124 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/12/28 | &nbsp;&nbsp;&nbsp; 3789 | 3508571 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 2000 | 1928787 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1650 | 1640671 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1025 | 1007876 |
| &nbsp;&nbsp;&nbsp; 6.88%, 08/15/29 | &nbsp;&nbsp;&nbsp; 2710 | 2757913 |
| &nbsp;&nbsp;&nbsp; 7.88%, 01/15/29 | &nbsp;&nbsp;&nbsp; 300 | 312541 |
| Goldman Sachs BDC Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/09/30 | &nbsp;&nbsp;&nbsp; 875 | 883495 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/11/27 | &nbsp;&nbsp;&nbsp; 690 | 705142 |
| Goldman Sachs Private Credit Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 650 | 649713 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/06/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 955 | 970805 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/31/31<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 650 | 651708 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/06/30<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 835 | 850874 |
| Golub Capital BDC Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/27 | &nbsp;&nbsp;&nbsp; 2188 | 2114887 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/29 | &nbsp;&nbsp;&nbsp; 2305 | 2350537 |
| &nbsp;&nbsp;&nbsp; 7.05%, 12/05/28 | &nbsp;&nbsp;&nbsp; 1250 | 1314814 |
| Golub Capital Private Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 715 | 719113 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/12/29 | &nbsp;&nbsp;&nbsp; 410 | 414803 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/30 | &nbsp;&nbsp;&nbsp; 2200 | 2229740 |
| HA Sustainable Infrastructure Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1200 | 1231928 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/01/34 | &nbsp;&nbsp;&nbsp; 4315 | 4409813 |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/15/35 | &nbsp;&nbsp;&nbsp; 1200 | 1245471 |
| Main Street Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/28 | &nbsp;&nbsp;&nbsp; 70 | 70164 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/27 | &nbsp;&nbsp;&nbsp; 1580 | 1614162 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/01/29 | &nbsp;&nbsp;&nbsp; 930 | 967536 |
| Morgan Stanley Direct Lending Fund |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/11/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1270 | 1267231 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** | **Holding Companies - Diversified (continued)** |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/19/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $1100 | $1125534 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/17/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1585 | 1634799 |
| MSD Investment Corp., 6.25%, 05/31/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 830 | 834363 |
| New Mountain Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/27 | &nbsp;&nbsp;&nbsp; 650 | 661117 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 330 | 336509 |
| North Haven Private Income Fund LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/25/28<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 1025 | 1020384 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/30 | &nbsp;&nbsp;&nbsp; 90 | 90072 |
| &nbsp;&nbsp;&nbsp; Nuveen Churchill Direct Lending Corp., 6.65%, <br> 03/15/30<br>| &nbsp;&nbsp;&nbsp; 100 | 102974 |
| Oaktree Specialty Lending Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/15/27 | &nbsp;&nbsp;&nbsp; 2463 | 2393708 |
| &nbsp;&nbsp;&nbsp; 6.34%, 02/27/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 930 | 932326 |
| &nbsp;&nbsp;&nbsp; 7.10%, 02/15/29 | &nbsp;&nbsp;&nbsp; 1330 | 1368133 |
| Oaktree Strategic Credit Fund |  |  |
| &nbsp;&nbsp;&nbsp; 6.19%, 07/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 875 | 881601 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/23/29 | &nbsp;&nbsp;&nbsp; 460 | 473763 |
| &nbsp;&nbsp;&nbsp; 8.40%, 11/14/28 | &nbsp;&nbsp;&nbsp; 400 | 431299 |
| Sixth Street Lending Partners |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/30 | &nbsp;&nbsp;&nbsp; 740 | 749358 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 3270 | 3360003 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/11/29 | &nbsp;&nbsp;&nbsp; 510 | 529874 |
| Sixth Street Specialty Lending Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/15/30 | &nbsp;&nbsp;&nbsp; 915 | 926530 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 430 | 441415 |
| &nbsp;&nbsp;&nbsp; 6.95%, 08/14/28 | &nbsp;&nbsp;&nbsp; 715 | 751126 |
|  |  | 199633301 |
| **Home Builders — 0.0%** | **Home Builders — 0.0%** | **Home Builders — 0.0%** |
| DR Horton Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 10/15/27 | &nbsp;&nbsp;&nbsp; 1779 | 1699866 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 61530 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/34 | &nbsp;&nbsp;&nbsp; 1780 | 1813525 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | &nbsp;&nbsp;&nbsp; 2090 | 2186853 |
| Lennar Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/29/27 | &nbsp;&nbsp;&nbsp; 3998 | 4030020 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 | &nbsp;&nbsp;&nbsp; 2413 | 2431535 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/30/30 | &nbsp;&nbsp;&nbsp; 2270 | 2344286 |
| Meritage Homes Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/06/27 | &nbsp;&nbsp;&nbsp; 710 | 714299 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/35 | &nbsp;&nbsp;&nbsp; 1165 | 1194786 |
| NVR Inc., 3.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 2518 | 2396498 |
| PulteGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/27 | &nbsp;&nbsp;&nbsp; 2895 | 2916958 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/35 | &nbsp;&nbsp;&nbsp; 1368 | 1479892 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1821 | 2002183 |
| &nbsp;&nbsp;&nbsp; 7.88%, 06/15/32 | &nbsp;&nbsp;&nbsp; 1359 | 1592579 |
| Sekisui House U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2007 | 1790585 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/30 | &nbsp;&nbsp;&nbsp; 1976 | 1911024 |
| &nbsp;&nbsp;&nbsp; 3.97%, 08/06/61<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1515 | 1038520 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/43 | &nbsp;&nbsp;&nbsp; 3372 | 3162515 |
| Toll Brothers Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/29 | &nbsp;&nbsp;&nbsp; 2555 | 2507734 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/28 | &nbsp;&nbsp;&nbsp; 2435 | 2445114 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3005 | 3022549 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1560 | 1612981 |
|  |  | 44355832 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** |
| Leggett & Platt Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/27 | &nbsp;&nbsp;&nbsp; $3032 | $2973364 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/51 | &nbsp;&nbsp;&nbsp; 3080 | 2000722 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3212 | 3158067 |
|  |  | 8132153 |
| **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** |
| Avery Dennison Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/32 | &nbsp;&nbsp;&nbsp; 2440 | 2140124 |
| &nbsp;&nbsp;&nbsp; 2.65%, 04/30/30 | &nbsp;&nbsp;&nbsp; 2237 | 2093771 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/06/28 | &nbsp;&nbsp;&nbsp; 3866 | 3946335 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/33 | &nbsp;&nbsp;&nbsp; 1880 | 1994943 |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 12/15/31 | &nbsp;&nbsp;&nbsp; 2384 | 2127422 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/01/27 | &nbsp;&nbsp;&nbsp; 2406 | 2378311 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | &nbsp;&nbsp;&nbsp; 2105 | 1703199 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | &nbsp;&nbsp;&nbsp; 2590 | 2405345 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/32 | &nbsp;&nbsp;&nbsp; 2795 | 2983561 |
| Clorox Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 3274 | 2955735 |
| &nbsp;&nbsp;&nbsp; 3.10%, 10/01/27 | &nbsp;&nbsp;&nbsp; 3548 | 3497168 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/28 | &nbsp;&nbsp;&nbsp; 3613 | 3611681 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/29 | &nbsp;&nbsp;&nbsp; 3570 | 3609465 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/32 | &nbsp;&nbsp;&nbsp; 3459 | 3500523 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 09/15/27 | &nbsp;&nbsp;&nbsp; 3481 | 3321880 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/02/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2883 | 2599718 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/07/50 | &nbsp;&nbsp;&nbsp; 1579 | 1052425 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/26/30 | &nbsp;&nbsp;&nbsp; 4058 | 3910977 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/25/29 | &nbsp;&nbsp;&nbsp; 4295 | 4197942 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 | &nbsp;&nbsp;&nbsp; 1935 | 1410716 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/04/47 | &nbsp;&nbsp;&nbsp; 1172 | 941560 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/01/28 | &nbsp;&nbsp;&nbsp; 3407 | 3424350 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/16/33 | &nbsp;&nbsp;&nbsp; 1940 | 1974225 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/41 | &nbsp;&nbsp;&nbsp; 2500 | 2536892 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/01/37 | &nbsp;&nbsp;&nbsp; 3593 | 4197489 |
|  |  | 68515757 |
| **Insurance — 0.8%** | **Insurance — 0.8%** | **Insurance — 0.8%** |
| &nbsp;&nbsp;&nbsp; ACE Capital Trust II, Series N, 9.70%, <br> 04/01/30<br>| &nbsp;&nbsp;&nbsp; 2972 | 3573553 |
| &nbsp;&nbsp;&nbsp; Aegon Ltd., 5.50%, 04/11/48, (6-mo. SOFR US <br> + 3.97%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3170 | 3204841 |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/30 | &nbsp;&nbsp;&nbsp; 5773 | 5681997 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/46 | &nbsp;&nbsp;&nbsp; 2091 | 1703691 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | &nbsp;&nbsp;&nbsp; 3568 | 3195825 |
| Alleghany Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/51 | &nbsp;&nbsp;&nbsp; 3300 | 2280290 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 4484 | 4394544 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/44 | &nbsp;&nbsp;&nbsp; 2405 | 2237211 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 12/15/30 | &nbsp;&nbsp;&nbsp; 3194 | 2787818 |
| &nbsp;&nbsp;&nbsp; 3.28%, 12/15/26 | &nbsp;&nbsp;&nbsp; 2982 | 2962007 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/10/49 | &nbsp;&nbsp;&nbsp; 2718 | 2108619 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/15/46 | &nbsp;&nbsp;&nbsp; 3902 | 3265489 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/43 | &nbsp;&nbsp;&nbsp; 2708 | 2411646 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/24/29 | &nbsp;&nbsp;&nbsp; 2275 | 2350838 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/30/33 | &nbsp;&nbsp;&nbsp; 2220 | 2315223 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/33 | &nbsp;&nbsp;&nbsp; 2094 | 2189999 |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/09/35 | &nbsp;&nbsp;&nbsp; 3086 | 3252838 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/36 | &nbsp;&nbsp;&nbsp; 2265 | 2439632 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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;&nbsp;&nbsp;&nbsp;&nbsp; 6.50%, 05/15/67, (3-mo. SOFR US + <br> 2.38%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $2495 | $2623185 |
| &nbsp;&nbsp;&nbsp; American Financial Group Inc., 5.00%, <br> 09/23/35<br>| &nbsp;&nbsp;&nbsp; 975 | 957315 |
| American Financial Group Inc./OH |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 1995 | 1693184 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 902 | 945652 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/30/30 | &nbsp;&nbsp;&nbsp; 2805 | 2705477 |
| &nbsp;&nbsp;&nbsp; 3.88%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1770 | 1667327 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 | &nbsp;&nbsp;&nbsp; 5389 | 4549840 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 | &nbsp;&nbsp;&nbsp; 2210 | 1967660 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/48 | &nbsp;&nbsp;&nbsp; 6128 | 5501121 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/10/45 | &nbsp;&nbsp;&nbsp; 640 | 586804 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/07/30 | &nbsp;&nbsp;&nbsp; 1640 | 1681527 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/27/33 | &nbsp;&nbsp;&nbsp; 3465 | 3583250 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/07/35 | &nbsp;&nbsp;&nbsp; 1870 | 1958966 |
| &nbsp;&nbsp;&nbsp; Series A-9, 5.75%, 04/01/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10175 |
| American National Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/27 | &nbsp;&nbsp;&nbsp; 3116 | 3136863 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/29 | &nbsp;&nbsp;&nbsp; 900 | 932443 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/15/35 | &nbsp;&nbsp;&nbsp; 2390 | 2420133 |
| Aon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 4881 | 4603420 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/02/29 | &nbsp;&nbsp;&nbsp; 4122 | 4071315 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | &nbsp;&nbsp;&nbsp; 2937 | 2975374 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/30/40 | &nbsp;&nbsp;&nbsp; 3334 | 3681656 |
| &nbsp;&nbsp;&nbsp; 8.21%, 01/01/27 | &nbsp;&nbsp;&nbsp; 1121 | 1166811 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/23/31 | &nbsp;&nbsp;&nbsp; 2465 | 2178730 |
| &nbsp;&nbsp;&nbsp; 2.60%, 12/02/31 | &nbsp;&nbsp;&nbsp; 2400 | 2171166 |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/28/27 | &nbsp;&nbsp;&nbsp; 2925 | 2873715 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 | &nbsp;&nbsp;&nbsp; 5070 | 3199178 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/28/52 | &nbsp;&nbsp;&nbsp; 3665 | 2780134 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/12/32 | &nbsp;&nbsp;&nbsp; 2305 | 2371233 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/28/33 | &nbsp;&nbsp;&nbsp; 2800 | 2925619 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 | &nbsp;&nbsp;&nbsp; 4992 | 4421011 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/45 | &nbsp;&nbsp;&nbsp; 2549 | 2290815 |
| Aon North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/27 | &nbsp;&nbsp;&nbsp; 3365 | 3406106 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/29 | &nbsp;&nbsp;&nbsp; 4555 | 4696645 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/31 | &nbsp;&nbsp;&nbsp; 3440 | 3588620 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/34 | &nbsp;&nbsp;&nbsp; 7483 | 7825953 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/01/54 | &nbsp;&nbsp;&nbsp; 5680 | 5747178 |
| Arch Capital Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.01%, 12/15/26 | &nbsp;&nbsp;&nbsp; 3217 | 3215583 |
| &nbsp;&nbsp;&nbsp; 5.03%, 12/15/46 | &nbsp;&nbsp;&nbsp; 2614 | 2483455 |
| Arch Capital Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.64%, 06/30/50 | &nbsp;&nbsp;&nbsp; 5037 | 3809898 |
| &nbsp;&nbsp;&nbsp; 7.35%, 05/01/34 | &nbsp;&nbsp;&nbsp; 1545 | 1811001 |
| Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | &nbsp;&nbsp;&nbsp; 2805 | 2709957 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 11/09/31 | &nbsp;&nbsp;&nbsp; 2460 | 2196782 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 | &nbsp;&nbsp;&nbsp; 3965 | 2543528 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 | &nbsp;&nbsp;&nbsp; 6307 | 4477605 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/27 | &nbsp;&nbsp;&nbsp; 3365 | 3397651 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 | &nbsp;&nbsp;&nbsp; 1720 | 1758831 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/32 | &nbsp;&nbsp;&nbsp; 2300 | 2353005 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | &nbsp;&nbsp;&nbsp; 4500 | 4570579 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/34 | &nbsp;&nbsp;&nbsp; 1988 | 2069838 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/02/33 | &nbsp;&nbsp;&nbsp; $1790 | $1870893 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/55 | &nbsp;&nbsp;&nbsp; 3175 | 3084260 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/53 | &nbsp;&nbsp;&nbsp; 2378 | 2364918 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 | &nbsp;&nbsp;&nbsp; 1890 | 1880610 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/34 | &nbsp;&nbsp;&nbsp; 2095 | 2321504 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/54 | &nbsp;&nbsp;&nbsp; 2625 | 2938398 |
| &nbsp;&nbsp;&nbsp; Aspen Insurance Holdings Ltd., 5.75%, <br> 07/01/30<br>| &nbsp;&nbsp;&nbsp; 60 | 62773 |
| Assurant Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | &nbsp;&nbsp;&nbsp; 1985 | 1758955 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/22/30 | &nbsp;&nbsp;&nbsp; 2387 | 2324769 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/27/28 | &nbsp;&nbsp;&nbsp; 2465 | 2496135 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/36 | &nbsp;&nbsp;&nbsp; 1315 | 1338464 |
| Assured Guaranty U.S. Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/15/31 | &nbsp;&nbsp;&nbsp; 2961 | 2794123 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/51 | &nbsp;&nbsp;&nbsp; 1930 | 1388972 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/28 | &nbsp;&nbsp;&nbsp; 1450 | 1524049 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/52 | &nbsp;&nbsp;&nbsp; 4320 | 2795637 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2860 | 2709534 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/25/51 | &nbsp;&nbsp;&nbsp; 3595 | 2537134 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/28 | &nbsp;&nbsp;&nbsp; 5480 | 5464641 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/15/34 | &nbsp;&nbsp;&nbsp; 3743 | 3887072 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/03/30 | &nbsp;&nbsp;&nbsp; 2347 | 2488800 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/54 | &nbsp;&nbsp;&nbsp; 3070 | 3036464 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/54, (5-year CMT + 2.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 910 | 887240 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/19/55 | &nbsp;&nbsp;&nbsp; 2615 | 2710390 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/33 | &nbsp;&nbsp;&nbsp; 2205 | 2383627 |
| &nbsp;&nbsp;&nbsp; 6.88%, 06/28/55, (5-year CMT + 2.58%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 620 | 607547 |
| AXA SA, 8.60%, 12/15/30 | &nbsp;&nbsp;&nbsp; 425 | 502998 |
| Axis Specialty Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/15/29 | &nbsp;&nbsp;&nbsp; 2189 | 2161099 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/40, (5-year CMT + 3.19%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1821 | 1756370 |
| Axis Specialty Finance PLC, 4.00%, 12/06/27 | &nbsp;&nbsp;&nbsp; 2289 | 2279540 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 10/15/30 | &nbsp;&nbsp;&nbsp; 4651 | 4143442 |
| &nbsp;&nbsp;&nbsp; 1.85%, 03/12/30 | &nbsp;&nbsp;&nbsp; 3398 | 3127669 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 6220 | 6114049 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/51 | &nbsp;&nbsp;&nbsp; 5835 | 3579169 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/15/50 | &nbsp;&nbsp;&nbsp; 8434 | 5554527 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/15/32 | &nbsp;&nbsp;&nbsp; 5439 | 5110701 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 | &nbsp;&nbsp;&nbsp; 7730 | 6090916 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | &nbsp;&nbsp;&nbsp; 10307 | 8795972 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 | &nbsp;&nbsp;&nbsp; 8264 | 7108700 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | &nbsp;&nbsp;&nbsp; 3937 | 3552651 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/42 | &nbsp;&nbsp;&nbsp; 5283 | 4941794 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/40 | &nbsp;&nbsp;&nbsp; 4473 | 4899573 |
| Berkshire Hathaway Inc., 4.50%, 02/11/43<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5380 | 5116695 |
| Brighthouse Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/22/27 | &nbsp;&nbsp;&nbsp; 145 | 142101 |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/22/51 | &nbsp;&nbsp;&nbsp; 1290 | 804015 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/22/47 | &nbsp;&nbsp;&nbsp; 3577 | 2676666 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2794 | 2821004 |
| Brown & Brown Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 4593 | 4113595 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/17/32 | &nbsp;&nbsp;&nbsp; 1610 | 1557635 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3415 | 3428195 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/23/26 | &nbsp;&nbsp;&nbsp; 2045 | 2053608 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/23/28 | &nbsp;&nbsp;&nbsp; 2165 | 2186628 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/23/30 | &nbsp;&nbsp;&nbsp; 2675 | 2711539 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/17/52 | &nbsp;&nbsp;&nbsp; 3845 | 3371827 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 5.25%, 06/23/32 | &nbsp;&nbsp;&nbsp; $2155 | $2207755 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/23/35 | &nbsp;&nbsp;&nbsp; 2275 | 2339085 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/11/34 | &nbsp;&nbsp;&nbsp; 2380 | 2469384 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/23/55 | &nbsp;&nbsp;&nbsp; 1590 | 1666730 |
| Chubb Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | &nbsp;&nbsp;&nbsp; 4814 | 5275476 |
| &nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | &nbsp;&nbsp;&nbsp; 2010 | 2284628 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 09/15/30 | &nbsp;&nbsp;&nbsp; 3620 | 3190923 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/51 | &nbsp;&nbsp;&nbsp; 3040 | 1985560 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/15/61 | &nbsp;&nbsp;&nbsp; 3128 | 1965523 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/13/43 | &nbsp;&nbsp;&nbsp; 3100 | 2713202 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | &nbsp;&nbsp;&nbsp; 7245 | 6422499 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/29 | &nbsp;&nbsp;&nbsp; 4225 | 4321746 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/35 | &nbsp;&nbsp;&nbsp; 4515 | 4568629 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | &nbsp;&nbsp;&nbsp; 6120 | 6295276 |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/36 | &nbsp;&nbsp;&nbsp; 715 | 826478 |
| Cincinnati Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/34 | &nbsp;&nbsp;&nbsp; 2094 | 2265064 |
| &nbsp;&nbsp;&nbsp; 6.92%, 05/15/28 | &nbsp;&nbsp;&nbsp; 1919 | 2048131 |
| CNA Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2580 | 2326033 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/15/27 | &nbsp;&nbsp;&nbsp; 3312 | 3274847 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/29 | &nbsp;&nbsp;&nbsp; 5436 | 5383410 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | &nbsp;&nbsp;&nbsp; 1345 | 1358351 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | &nbsp;&nbsp;&nbsp; 1500 | 1516429 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/33 | &nbsp;&nbsp;&nbsp; 1295 | 1347003 |
| CNO Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/29 | &nbsp;&nbsp;&nbsp; 2905 | 2959140 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/15/34 | &nbsp;&nbsp;&nbsp; 2460 | 2608347 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/27 | &nbsp;&nbsp;&nbsp; 7701 | 7641515 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/05/29 | &nbsp;&nbsp;&nbsp; 4268 | 4205137 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/05/32 | &nbsp;&nbsp;&nbsp; 5955 | 5665162 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/05/42 | &nbsp;&nbsp;&nbsp; 2640 | 2273623 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/05/52 | &nbsp;&nbsp;&nbsp; 5120 | 4179475 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | &nbsp;&nbsp;&nbsp; 3530 | 3686190 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/15/33 | &nbsp;&nbsp;&nbsp; 3160 | 3365315 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/15/54, (5-year CMT + 2.65%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 580 | 584436 |
| &nbsp;&nbsp;&nbsp; 6.88%, 12/15/52, (5-year CMT + 3.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2505 | 2556492 |
| &nbsp;&nbsp;&nbsp; Enstar Finance LLC, 5.50%, 01/15/42, (5-year <br> CMT + 4.01%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1275 | 1258249 |
| Enstar Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/01/31 | &nbsp;&nbsp;&nbsp; 2856 | 2575039 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/29 | &nbsp;&nbsp;&nbsp; 3221 | 3260111 |
| Equitable Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/20/28 | &nbsp;&nbsp;&nbsp; 5036 | 5056874 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/48 | &nbsp;&nbsp;&nbsp; 4684 | 4249472 |
| &nbsp;&nbsp;&nbsp; 5.59%, 01/11/33 | &nbsp;&nbsp;&nbsp; 2645 | 2770244 |
| &nbsp;&nbsp;&nbsp; 6.70%, 03/28/55, (5-year CMT + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208343 |
| Essent Group Ltd., 6.25%, 07/01/29 | &nbsp;&nbsp;&nbsp; 1375 | 1438594 |
| Everest Reinsurance Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 | &nbsp;&nbsp;&nbsp; 4893 | 3133470 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/50 | &nbsp;&nbsp;&nbsp; 5114 | 3607611 |
| &nbsp;&nbsp;&nbsp; 4.87%, 06/01/44 | &nbsp;&nbsp;&nbsp; 2256 | 2037621 |
| F&G Annuities & Life Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/04/34 | &nbsp;&nbsp;&nbsp; 1995 | 2025455 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/04/29 | &nbsp;&nbsp;&nbsp; 2300 | 2398996 |
| &nbsp;&nbsp;&nbsp; 7.40%, 01/13/28 | &nbsp;&nbsp;&nbsp; 2726 | 2858686 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/03/31 | &nbsp;&nbsp;&nbsp; 2102 | 1980152 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/29/30 | &nbsp;&nbsp;&nbsp; $2687 | $2699318 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/17/28 | &nbsp;&nbsp;&nbsp; 3049 | 3086861 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/32 | &nbsp;&nbsp;&nbsp; 2430 | 2540943 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/20/35 | &nbsp;&nbsp;&nbsp; 300 | 313694 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/07/33 | &nbsp;&nbsp;&nbsp; 3145 | 3350518 |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/55 | &nbsp;&nbsp;&nbsp; 2205 | 2236822 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/22/54 | &nbsp;&nbsp;&nbsp; 1300 | 1358201 |
| Fidelity National Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | &nbsp;&nbsp;&nbsp; 3534 | 3158614 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/17/51 | &nbsp;&nbsp;&nbsp; 3475 | 2239947 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/30 | &nbsp;&nbsp;&nbsp; 3515 | 3351917 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/28 | &nbsp;&nbsp;&nbsp; 2802 | 2816202 |
| First American Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/15/31 | &nbsp;&nbsp;&nbsp; 2557 | 2241241 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 2625 | 2546005 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/30/34 | &nbsp;&nbsp;&nbsp; 1930 | 1954827 |
| Globe Life Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 08/15/30 | &nbsp;&nbsp;&nbsp; 3522 | 3193156 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/28 | &nbsp;&nbsp;&nbsp; 3850 | 3890125 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/32 | &nbsp;&nbsp;&nbsp; 2180 | 2196285 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/34 | &nbsp;&nbsp;&nbsp; 2070 | 2175317 |
| Hanover Insurance Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 2185 | 1989509 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/35 | &nbsp;&nbsp;&nbsp; 1075 | 1097355 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/19/29 | &nbsp;&nbsp;&nbsp; 3580 | 3418176 |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/51 | &nbsp;&nbsp;&nbsp; 3155 | 2062458 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | &nbsp;&nbsp;&nbsp; 4126 | 3121936 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/43 | &nbsp;&nbsp;&nbsp; 1711 | 1498253 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 | &nbsp;&nbsp;&nbsp; 2573 | 2226746 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | &nbsp;&nbsp;&nbsp; 1975 | 2155466 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/01/41 | &nbsp;&nbsp;&nbsp; 2094 | 2268597 |
| Horace Mann Educators Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1470 | 1465520 |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/15/28 | &nbsp;&nbsp;&nbsp; 180 | 193204 |
| Jackson Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/23/31 | &nbsp;&nbsp;&nbsp; 3575 | 3255416 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/23/51 | &nbsp;&nbsp;&nbsp; 2980 | 2109123 |
| &nbsp;&nbsp;&nbsp; 5.17%, 06/08/27 | &nbsp;&nbsp;&nbsp; 3340 | 3377986 |
| &nbsp;&nbsp;&nbsp; 5.67%, 06/08/32 | &nbsp;&nbsp;&nbsp; 1360 | 1410286 |
| Kemper Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 09/30/30 | &nbsp;&nbsp;&nbsp; 3085 | 2756487 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/23/32 | &nbsp;&nbsp;&nbsp; 1960 | 1810188 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/15/30 | &nbsp;&nbsp;&nbsp; 3276 | 3125732 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3014 | 2857542 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/01/32 | &nbsp;&nbsp;&nbsp; 584 | 542795 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/12/26 | &nbsp;&nbsp;&nbsp; 1763 | 1754923 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2459 | 2443054 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/48 | &nbsp;&nbsp;&nbsp; 1119 | 904378 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/35 | &nbsp;&nbsp;&nbsp; 1325 | 1329917 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/34 | &nbsp;&nbsp;&nbsp; 1275 | 1341094 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/09/37 | &nbsp;&nbsp;&nbsp; 1610 | 1734930 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/40 | &nbsp;&nbsp;&nbsp; 2223 | 2519858 |
| Loews Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/15/30 | &nbsp;&nbsp;&nbsp; 3300 | 3163117 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/43 | &nbsp;&nbsp;&nbsp; 4257 | 3671386 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/35 | &nbsp;&nbsp;&nbsp; 966 | 1048540 |
| Manulife Financial Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.48%, 05/19/27 | &nbsp;&nbsp;&nbsp; 3460 | 3387012 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/16/32 | &nbsp;&nbsp;&nbsp; 3910 | 3764168 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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;&nbsp;&nbsp;&nbsp;&nbsp; 4.06%, 02/24/32, (5-year USD ICE Swap <br> +1.65%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $4013 | $3993992 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/04/46 | &nbsp;&nbsp;&nbsp; 3288 | 3294673 |
| Markel Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/17/29 | &nbsp;&nbsp;&nbsp; 2135 | 2061240 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/07/52 | &nbsp;&nbsp;&nbsp; 3160 | 2181516 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/27 | &nbsp;&nbsp;&nbsp; 2867 | 2832751 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 | &nbsp;&nbsp;&nbsp; 2651 | 2082282 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/01/47 | &nbsp;&nbsp;&nbsp; 2121 | 1742147 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/05/46 | &nbsp;&nbsp;&nbsp; 2715 | 2460361 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | &nbsp;&nbsp;&nbsp; 2335 | 2100670 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/16/54 | &nbsp;&nbsp;&nbsp; 2480 | 2549014 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/30 | &nbsp;&nbsp;&nbsp; 4620 | 4220004 |
| &nbsp;&nbsp;&nbsp; 2.38%, 12/15/31 | &nbsp;&nbsp;&nbsp; 755 | 677465 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/51 | &nbsp;&nbsp;&nbsp; 2595 | 1675313 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 4335 | 3634449 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | &nbsp;&nbsp;&nbsp; 3052 | 2628199 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 8257 | 8352576 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/08/27 | &nbsp;&nbsp;&nbsp; 6080 | 6151233 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/30 | &nbsp;&nbsp;&nbsp; 6185 | 6311291 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 | &nbsp;&nbsp;&nbsp; 3378 | 3287952 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/31 | &nbsp;&nbsp;&nbsp; 5660 | 5810837 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | &nbsp;&nbsp;&nbsp; 5451 | 4999311 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/35 | &nbsp;&nbsp;&nbsp; 9310 | 9474668 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 1941 | 2011271 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 | &nbsp;&nbsp;&nbsp; 2415 | 2391246 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/33 | &nbsp;&nbsp;&nbsp; 3005 | 3166091 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 | &nbsp;&nbsp;&nbsp; 6755 | 6607398 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | &nbsp;&nbsp;&nbsp; 1795 | 1766932 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/54 | &nbsp;&nbsp;&nbsp; 1725 | 1695730 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 | &nbsp;&nbsp;&nbsp; 4485 | 4585153 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/32 | &nbsp;&nbsp;&nbsp; 1745 | 1877850 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/01/33 | &nbsp;&nbsp;&nbsp; 1940 | 2111885 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/52 | &nbsp;&nbsp;&nbsp; 1965 | 2161114 |
| Mercury General Corp., 4.40%, 03/15/27 | &nbsp;&nbsp;&nbsp; 2560 | 2557316 |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/45 | &nbsp;&nbsp;&nbsp; 4586 | 3823257 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/13/42 | &nbsp;&nbsp;&nbsp; 3923 | 3372990 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/23/30 | &nbsp;&nbsp;&nbsp; 5802 | 5929551 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 | &nbsp;&nbsp;&nbsp; 3529 | 3194890 |
| &nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 | &nbsp;&nbsp;&nbsp; 2756 | 2526073 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/13/43 | &nbsp;&nbsp;&nbsp; 5060 | 4742861 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 | &nbsp;&nbsp;&nbsp; 4215 | 3910396 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 | &nbsp;&nbsp;&nbsp; 4420 | 4272572 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/34 | &nbsp;&nbsp;&nbsp; 4230 | 4414015 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/33 | &nbsp;&nbsp;&nbsp; 3555 | 3752756 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/35 | &nbsp;&nbsp;&nbsp; 6738 | 7225700 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/06/41 | &nbsp;&nbsp;&nbsp; 3917 | 4142983 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/34 | &nbsp;&nbsp;&nbsp; 3350 | 3768881 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/66 | &nbsp;&nbsp;&nbsp; 5297 | 5563196 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/32 | &nbsp;&nbsp;&nbsp; 2805 | 3161886 |
| &nbsp;&nbsp;&nbsp; 10.75%, 08/01/69 | &nbsp;&nbsp;&nbsp; 3657 | 4869198 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series G, 6.35%, 03/15/55, (5-year CMT + <br> 2.08%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 211202 |
| MGIC Investment Corp., 5.25%, 08/15/28 | &nbsp;&nbsp;&nbsp; 1040 | 1039980 |
| &nbsp;&nbsp;&nbsp; Nationwide Financial Services Inc., 6.75%, <br> 05/15/87<br>| &nbsp;&nbsp;&nbsp; 824 | 825109 |
| NMI Holdings Inc., 6.00%, 08/15/29 | &nbsp;&nbsp;&nbsp; 1200 | 1245496 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Old Republic International Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/11/51 | &nbsp;&nbsp;&nbsp; $2874 | $2129594 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/28/34 | &nbsp;&nbsp;&nbsp; 2180 | 2281608 |
| PartnerRe Finance B LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/02/29 | &nbsp;&nbsp;&nbsp; 4386 | 4300713 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/50, (5-year CMT + 3.82%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 507 | 478669 |
| Primerica Inc., 2.80%, 11/19/31 | &nbsp;&nbsp;&nbsp; 2333 | 2117029 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 06/15/30 | &nbsp;&nbsp;&nbsp; 3569 | 3246147 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3030 | 2981726 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 | &nbsp;&nbsp;&nbsp; 1914 | 1638356 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/43 | &nbsp;&nbsp;&nbsp; 1913 | 1673721 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/42 | &nbsp;&nbsp;&nbsp; 1866 | 1708603 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/33 | &nbsp;&nbsp;&nbsp; 2215 | 2303587 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp; 1585 | 1578780 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/15/36 | &nbsp;&nbsp;&nbsp; 2640 | 2887370 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/27 | &nbsp;&nbsp;&nbsp; 3571 | 3515821 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3515 | 3454917 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1599 | 1482522 |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/26/30 | &nbsp;&nbsp;&nbsp; 3431 | 3314234 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/26/45 | &nbsp;&nbsp;&nbsp; 1577 | 1264399 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 2390 | 1839043 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 | &nbsp;&nbsp;&nbsp; 2684 | 2156256 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 3462 | 3470975 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | &nbsp;&nbsp;&nbsp; 4503 | 3801014 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 2735 | 2319444 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/25/44 | &nbsp;&nbsp;&nbsp; 2298 | 2039824 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/33 | &nbsp;&nbsp;&nbsp; 1940 | 1998559 |
| &nbsp;&nbsp;&nbsp; 6.25%, 12/01/32 | &nbsp;&nbsp;&nbsp; 2086 | 2325704 |
| &nbsp;&nbsp;&nbsp; 6.63%, 03/01/29 | &nbsp;&nbsp;&nbsp; 2426 | 2625750 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/10/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3775 | 3506221 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | &nbsp;&nbsp;&nbsp; 2817 | 2212930 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/50, (5-year CMT + 3.04%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1505 | 1399571 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 | &nbsp;&nbsp;&nbsp; 6819 | 5162433 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/27/28 | &nbsp;&nbsp;&nbsp; 3142 | 3140916 |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | &nbsp;&nbsp;&nbsp; 4346 | 3479942 |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 | &nbsp;&nbsp;&nbsp; 5166 | 4081063 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 | &nbsp;&nbsp;&nbsp; 4417 | 3728827 |
| &nbsp;&nbsp;&nbsp; 4.42%, 03/27/48 | &nbsp;&nbsp;&nbsp; 2198 | 1889489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.50%, 09/15/47, (3-mo. SOFR US + <br> 2.64%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 3780 | 3730419 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/44 | &nbsp;&nbsp;&nbsp; 3646 | 3274347 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/52, (5-year CMT + 3.16%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2780 | 2755053 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/14/35 | &nbsp;&nbsp;&nbsp; 2200 | 2265457 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/14/36 | &nbsp;&nbsp;&nbsp; 3949 | 4223795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.70%, 09/15/48, (3-mo. SOFR US + <br> 2.93%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4188 | 4230929 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/33 | &nbsp;&nbsp;&nbsp; 3187 | 3450632 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/52, (5-year CMT + 3.23%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1356 | 1404178 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/54, (5-year CMT + 2.40%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4680 | 4926435 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/01/37 | &nbsp;&nbsp;&nbsp; 2266 | 2596338 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/21/40 | &nbsp;&nbsp;&nbsp; 2065 | 2387545 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/53, (5-year CMT + 2.85%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 1725 | 1834181 |
| Prudential Funding Asia PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/14/30 | &nbsp;&nbsp;&nbsp; 3706 | 3556512 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/24/32 | &nbsp;&nbsp;&nbsp; 2350 | 2237900 |
| Reinsurance Group of America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/15/30 | &nbsp;&nbsp;&nbsp; 4246 | 4026628 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/29 | &nbsp;&nbsp;&nbsp; 5223 | 5169590 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 5.75%, 09/15/34 | &nbsp;&nbsp;&nbsp; $2080 | $2171779 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/15/33 | &nbsp;&nbsp;&nbsp; 1806 | 1932913 |
| &nbsp;&nbsp;&nbsp; 6.65%, 09/15/55, (5-year CMT + 2.39%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20581 |
| &nbsp;&nbsp;&nbsp; RenaissanceRe Finance Inc., 3.45%, <br> 07/01/27<br>| &nbsp;&nbsp;&nbsp; 2468 | 2438246 |
| RenaissanceRe Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/15/29 | &nbsp;&nbsp;&nbsp; 3375 | 3307550 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/05/33 | &nbsp;&nbsp;&nbsp; 4080 | 4286757 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/35 | &nbsp;&nbsp;&nbsp; 1345 | 1412752 |
| Selective Insurance Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/49 | &nbsp;&nbsp;&nbsp; 750 | 696490 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/35 | &nbsp;&nbsp;&nbsp; 1235 | 1294386 |
| SiriusPoint Ltd., 7.00%, 04/05/29 | &nbsp;&nbsp;&nbsp; 240 | 251631 |
| &nbsp;&nbsp;&nbsp; Stewart Information Services Corp., 3.60%, <br> 11/15/31<br>| &nbsp;&nbsp;&nbsp; 2755 | 2466572 |
| Transatlantic Holdings Inc., 8.00%, 11/30/39 | &nbsp;&nbsp;&nbsp; 2073 | 2638576 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/27/50 | &nbsp;&nbsp;&nbsp; 2746 | 1695450 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/08/51 | &nbsp;&nbsp;&nbsp; 3889 | 2622692 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 2835 | 2258140 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 | &nbsp;&nbsp;&nbsp; 3364 | 2771757 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/07/48 | &nbsp;&nbsp;&nbsp; 2776 | 2285249 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 | &nbsp;&nbsp;&nbsp; 2921 | 2409473 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 | &nbsp;&nbsp;&nbsp; 2071 | 1797535 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 | &nbsp;&nbsp;&nbsp; 2610 | 2376108 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/24/35 | &nbsp;&nbsp;&nbsp; 1805 | 1847229 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 | &nbsp;&nbsp;&nbsp; 4197 | 4308442 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/53 | &nbsp;&nbsp;&nbsp; 2755 | 2762476 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/24/55 | &nbsp;&nbsp;&nbsp; 1040 | 1079682 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 | &nbsp;&nbsp;&nbsp; 4218 | 4725802 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/20/36 | &nbsp;&nbsp;&nbsp; 2392 | 2775318 |
| &nbsp;&nbsp;&nbsp; Travelers Property Casualty Corp., 6.38%, <br> 03/15/33<br>| &nbsp;&nbsp;&nbsp; 2603 | 2946271 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; 2811 | 2783005 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 | &nbsp;&nbsp;&nbsp; 2980 | 2285875 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 | &nbsp;&nbsp;&nbsp; 1595 | 1303160 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/35 | &nbsp;&nbsp;&nbsp; 1010 | 1008609 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/42 | &nbsp;&nbsp;&nbsp; 3290 | 3301702 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | &nbsp;&nbsp;&nbsp; 1295 | 1286877 |
| W R Berkley Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/30/61 | &nbsp;&nbsp;&nbsp; 1455 | 917322 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/30/52 | &nbsp;&nbsp;&nbsp; 1373 | 988737 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 | &nbsp;&nbsp;&nbsp; 2606 | 2038371 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/44 | &nbsp;&nbsp;&nbsp; 2628 | 2428113 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 3964 | 3775371 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 | &nbsp;&nbsp;&nbsp; 3035 | 2303431 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 4313 | 4346773 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/15/27 | &nbsp;&nbsp;&nbsp; 4948 | 4982705 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 | &nbsp;&nbsp;&nbsp; 2335 | 2138030 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1895 | 1968582 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 | &nbsp;&nbsp;&nbsp; 3725 | 3773832 |
| XL Group Ltd., 5.25%, 12/15/43 | &nbsp;&nbsp;&nbsp; 2290 | 2190190 |
|  |  | 1050253178 |
| **Internet — 0.5%** | **Internet — 0.5%** | **Internet — 0.5%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/09/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5180 | 4724642 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/09/41<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4915 | 3653039 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 | &nbsp;&nbsp;&nbsp; 7210 | 5045539 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/09/61 | &nbsp;&nbsp;&nbsp; 4558 | 3044872 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| &nbsp;&nbsp;&nbsp; 3.40%, 12/06/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $12144 | $12024722 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/06/37 | &nbsp;&nbsp;&nbsp; 5065 | 4698875 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/06/47 | &nbsp;&nbsp;&nbsp; 8215 | 7028855 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/06/57 | &nbsp;&nbsp;&nbsp; 4345 | 3714195 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/28/34 | &nbsp;&nbsp;&nbsp; 3182 | 3167294 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/26/30 | &nbsp;&nbsp;&nbsp; 370 | 382849 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/26/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1160 | 1213920 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/26/54 | &nbsp;&nbsp;&nbsp; 2555 | 2650964 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 0.80%, 08/15/27 | &nbsp;&nbsp;&nbsp; 6345 | 6056724 |
| &nbsp;&nbsp;&nbsp; 1.10%, 08/15/30 | &nbsp;&nbsp;&nbsp; 11699 | 10340916 |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/40 | &nbsp;&nbsp;&nbsp; 6523 | 4518538 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/50 | &nbsp;&nbsp;&nbsp; 12573 | 7125921 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/60<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7235 | 3864369 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/28 | &nbsp;&nbsp;&nbsp; 1645 | 1655003 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 4615 | 4644102 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/30 | &nbsp;&nbsp;&nbsp; 6975 | 7039255 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/32 | &nbsp;&nbsp;&nbsp; 2160 | 2184810 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; 7285 | 7340722 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/35 | &nbsp;&nbsp;&nbsp; 8825 | 8969003 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/55 | &nbsp;&nbsp;&nbsp; 3400 | 3379865 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/65 | &nbsp;&nbsp;&nbsp; 3920 | 3855091 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/45 | &nbsp;&nbsp;&nbsp; 6975 | 7129649 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/55 | &nbsp;&nbsp;&nbsp; 6850 | 6960570 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/75 | &nbsp;&nbsp;&nbsp; 6820 | 7007508 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.20%, 06/03/27 | &nbsp;&nbsp;&nbsp; 3448 | 3323710 |
| &nbsp;&nbsp;&nbsp; 1.50%, 06/03/30 | &nbsp;&nbsp;&nbsp; 10245 | 9244106 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/12/28 | &nbsp;&nbsp;&nbsp; 11527 | 10972128 |
| &nbsp;&nbsp;&nbsp; 2.10%, 05/12/31 | &nbsp;&nbsp;&nbsp; 11535 | 10444627 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 | &nbsp;&nbsp;&nbsp; 10351 | 6364596 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | &nbsp;&nbsp;&nbsp; 9010 | 5240089 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 | &nbsp;&nbsp;&nbsp; 10229 | 7897724 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 | &nbsp;&nbsp;&nbsp; 13190 | 9098701 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/22/27 | &nbsp;&nbsp;&nbsp; 15828 | 15690077 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | &nbsp;&nbsp;&nbsp; 7847 | 5194454 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/13/27 | &nbsp;&nbsp;&nbsp; 7255 | 7216860 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/13/29 | &nbsp;&nbsp;&nbsp; 5910 | 5843781 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/13/32 | &nbsp;&nbsp;&nbsp; 10130 | 9861090 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 | &nbsp;&nbsp;&nbsp; 12767 | 11857210 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/20/28 | &nbsp;&nbsp;&nbsp; 7105 | 7133630 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 | &nbsp;&nbsp;&nbsp; 10300 | 8270438 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | &nbsp;&nbsp;&nbsp; 14571 | 12256953 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/20/30 | &nbsp;&nbsp;&nbsp; 8825 | 8875413 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 | &nbsp;&nbsp;&nbsp; 5428 | 4292035 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 | &nbsp;&nbsp;&nbsp; 9711 | 8033748 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/20/33 | &nbsp;&nbsp;&nbsp; 6600 | 6647980 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/27 | &nbsp;&nbsp;&nbsp; 4269 | 4335678 |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/01/29 | &nbsp;&nbsp;&nbsp; 6440 | 6615173 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/20/35 | &nbsp;&nbsp;&nbsp; 10120 | 10228873 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8335 | 8595786 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/05/34 | &nbsp;&nbsp;&nbsp; 6250 | 6478054 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/05/44 | &nbsp;&nbsp;&nbsp; 6608 | 6492562 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/20/55 | &nbsp;&nbsp;&nbsp; 11025 | 11128482 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/65 | &nbsp;&nbsp;&nbsp; 8825 | 8874193 |
| AppLovin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/01/29 | &nbsp;&nbsp;&nbsp; 3985 | 4078709 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/01/31 | &nbsp;&nbsp;&nbsp; 1475 | 1533852 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34 | &nbsp;&nbsp;&nbsp; 3300 | 3413675 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/54 | &nbsp;&nbsp;&nbsp; 2450 | 2468489 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| Baidu Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.63%, 02/23/27 | &nbsp;&nbsp;&nbsp; $1524 | $1481776 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/23/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 760 | 693555 |
| &nbsp;&nbsp;&nbsp; 3.43%, 04/07/30 | &nbsp;&nbsp;&nbsp; 1425 | 1387568 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/06/27 | &nbsp;&nbsp;&nbsp; 1964 | 1954042 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/29/28 | &nbsp;&nbsp;&nbsp; 2260 | 2277557 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/28 | &nbsp;&nbsp;&nbsp; 1965 | 2012245 |
| Booking Holdings Inc., 3.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 3269 | 3242689 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/10/31 | &nbsp;&nbsp;&nbsp; 3955 | 3622731 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/11/30 | &nbsp;&nbsp;&nbsp; 4500 | 4231382 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/05/27 | &nbsp;&nbsp;&nbsp; 4470 | 4440047 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 | &nbsp;&nbsp;&nbsp; 5094 | 3793978 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 | &nbsp;&nbsp;&nbsp; 4586 | 3824583 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/06/29 | &nbsp;&nbsp;&nbsp; 1325 | 1330552 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/06/35 | &nbsp;&nbsp;&nbsp; 2000 | 2009331 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/22/27 | &nbsp;&nbsp;&nbsp; 1895 | 1963950 |
| &nbsp;&nbsp;&nbsp; 6.30%, 11/22/32 | &nbsp;&nbsp;&nbsp; 1875 | 2060801 |
| Expedia Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2753 | 2561094 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/30 | &nbsp;&nbsp;&nbsp; 6044 | 5806746 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | &nbsp;&nbsp;&nbsp; 3974 | 3949027 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/27 | &nbsp;&nbsp;&nbsp; 2111 | 2124794 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 | &nbsp;&nbsp;&nbsp; 3695 | 3816025 |
| JD.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2265 | 2210648 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/14/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1900 | 1605808 |
| MercadoLibre Inc., 3.13%, 01/14/31 | &nbsp;&nbsp;&nbsp; 150 | 138753 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/27 | &nbsp;&nbsp;&nbsp; 16545 | 16488995 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/32 | &nbsp;&nbsp;&nbsp; 15515 | 15145633 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/30 | &nbsp;&nbsp;&nbsp; 9600 | 9668295 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/15/29 | &nbsp;&nbsp;&nbsp; 5995 | 6086903 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 | &nbsp;&nbsp;&nbsp; 11305 | 9520277 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/15/31 | &nbsp;&nbsp;&nbsp; 6245 | 6383025 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | &nbsp;&nbsp;&nbsp; 6345 | 6470892 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/32 | &nbsp;&nbsp;&nbsp; 5700 | 5787227 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 | &nbsp;&nbsp;&nbsp; 6830 | 5725840 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/34 | &nbsp;&nbsp;&nbsp; 12910 | 13138237 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 5920 | 6114367 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 | &nbsp;&nbsp;&nbsp; 7950 | 8039502 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 | &nbsp;&nbsp;&nbsp; 9135 | 9458630 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | &nbsp;&nbsp;&nbsp; 11740 | 11363598 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/45 | &nbsp;&nbsp;&nbsp; 23360 | 23350508 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 | &nbsp;&nbsp;&nbsp; 12180 | 11781020 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/53 | &nbsp;&nbsp;&nbsp; 11195 | 11153332 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/55 | &nbsp;&nbsp;&nbsp; 12950 | 12912214 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/63 | &nbsp;&nbsp;&nbsp; 7955 | 7942853 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/65 | &nbsp;&nbsp;&nbsp; 20740 | 20627959 |
| Netflix Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/28 | &nbsp;&nbsp;&nbsp; 4815 | 4920811 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/34 | &nbsp;&nbsp;&nbsp; 2860 | 2963268 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | &nbsp;&nbsp;&nbsp; 3430 | 3408439 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/28 | &nbsp;&nbsp;&nbsp; 3700 | 3902747 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/29 | &nbsp;&nbsp;&nbsp; 5000 | 5378729 |
| &nbsp;&nbsp;&nbsp; Tencent Music Entertainment Group, 2.00%, <br> 09/03/30<br>| &nbsp;&nbsp;&nbsp; 3891 | 3527749 |
| Uber Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/31 | &nbsp;&nbsp;&nbsp; 3860 | 3845440 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/30 | &nbsp;&nbsp;&nbsp; 1150 | 1156349 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/34 | &nbsp;&nbsp;&nbsp; 6490 | 6522414 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | &nbsp;&nbsp;&nbsp; $3770 | $3766938 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/15/54 | &nbsp;&nbsp;&nbsp; 2820 | 2736092 |
| VeriSign Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/15/31 | &nbsp;&nbsp;&nbsp; 4255 | 3865741 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/27 | &nbsp;&nbsp;&nbsp; 4065 | 4063518 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/32 | &nbsp;&nbsp;&nbsp; 485 | 498653 |
| Weibo Corp., 3.38%, 07/08/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4764 | 4536704 |
|  |  | 726217269 |
| **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/16/29 | &nbsp;&nbsp;&nbsp; 2747 | 2754730 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/17/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2300 | 2481093 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/17/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2640 | 2762632 |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/29/27 | &nbsp;&nbsp;&nbsp; 6015 | 6260539 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/41 | &nbsp;&nbsp;&nbsp; 2340 | 2561091 |
| &nbsp;&nbsp;&nbsp; 6.80%, 11/29/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4295 | 4810047 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/39 | &nbsp;&nbsp;&nbsp; 3045 | 3451395 |
| Gerdau Trade Inc., 5.75%, 06/09/35 | &nbsp;&nbsp;&nbsp; 60 | 62074 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/01/30 | &nbsp;&nbsp;&nbsp; 3294 | 3099444 |
| &nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 | &nbsp;&nbsp;&nbsp; 1622 | 1025572 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/01/32 | &nbsp;&nbsp;&nbsp; 2065 | 1922067 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/52 | &nbsp;&nbsp;&nbsp; 3190 | 2467132 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/28 | &nbsp;&nbsp;&nbsp; 2593 | 2593851 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/23/27 | &nbsp;&nbsp;&nbsp; 4725 | 4749022 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/48 | &nbsp;&nbsp;&nbsp; 2054 | 1782342 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 2635 | 2691857 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/35 | &nbsp;&nbsp;&nbsp; 2220 | 2276717 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/43 | &nbsp;&nbsp;&nbsp; 1440 | 1419747 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/37 | &nbsp;&nbsp;&nbsp; 1631 | 1835960 |
| Reliance Inc., 2.15%, 08/15/30 | &nbsp;&nbsp;&nbsp; 935 | 847852 |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 10/15/27 | &nbsp;&nbsp;&nbsp; 1650 | 1578602 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2781 | 2647665 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 | &nbsp;&nbsp;&nbsp; 2619 | 1817624 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/30 | &nbsp;&nbsp;&nbsp; 2484 | 2402236 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/28 | &nbsp;&nbsp;&nbsp; 2200 | 2194710 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/26 | &nbsp;&nbsp;&nbsp; 5103 | 5107093 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 3250 | 3338822 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/34 | &nbsp;&nbsp;&nbsp; 2465 | 2567309 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/55 | &nbsp;&nbsp;&nbsp; 1375 | 1399124 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/08/30 | &nbsp;&nbsp;&nbsp; 4764 | 4595243 |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/12/33 | &nbsp;&nbsp;&nbsp; 6535 | 7005311 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/28/54 | &nbsp;&nbsp;&nbsp; 4910 | 5049358 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/21/36 | &nbsp;&nbsp;&nbsp; 2836 | 3213476 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/10/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1431 | 1622990 |
| Vale SA, 5.63%, 09/11/42 | &nbsp;&nbsp;&nbsp; 1176 | 1187538 |
|  |  | 97582265 |
| **Leisure Time — 0.0%** | **Leisure Time — 0.0%** | **Leisure Time — 0.0%** |
| Brunswick Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/18/31 | &nbsp;&nbsp;&nbsp; 2284 | 2004191 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/15/32 | &nbsp;&nbsp;&nbsp; 2720 | 2599665 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/52 | &nbsp;&nbsp;&nbsp; 1905 | 1540190 |
| Brunswick Corp/DE, 5.85%, 03/18/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2110 | 2178767 |
| Harley-Davidson Inc., 4.63%, 07/28/45 | &nbsp;&nbsp;&nbsp; 1784 | 1468516 |
| Polaris Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/01/31 | &nbsp;&nbsp;&nbsp; 1325 | 1342527 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 1350 | 1435240 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Leisure Time (continued)** | **Leisure Time (continued)** | **Leisure Time (continued)** |
| Royal Caribbean Cruises Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/28 | &nbsp;&nbsp;&nbsp; $160 | $157854 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/36 | &nbsp;&nbsp;&nbsp; 935 | 945108 |
| &nbsp;&nbsp;&nbsp; 7.50%, 10/15/27 | &nbsp;&nbsp;&nbsp; 80 | 84466 |
|  |  | 13756524 |
| **Lodging — 0.1%** | **Lodging — 0.1%** | **Lodging — 0.1%** |
| Choice Hotels International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/29 | &nbsp;&nbsp;&nbsp; 2206 | 2132184 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2220 | 2100333 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/01/34 | &nbsp;&nbsp;&nbsp; 2495 | 2563665 |
| Hyatt Hotels Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 3125 | 3136817 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/28 | &nbsp;&nbsp;&nbsp; 1500 | 1525855 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 1840 | 1893636 |
| &nbsp;&nbsp;&nbsp; 5.38%, 12/15/31 | &nbsp;&nbsp;&nbsp; 2290 | 2358206 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/15/35 | &nbsp;&nbsp;&nbsp; 1775 | 1792886 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/30/34 | &nbsp;&nbsp;&nbsp; 1410 | 1457066 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/30/27 | &nbsp;&nbsp;&nbsp; 2915 | 2960655 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/23/30 | &nbsp;&nbsp;&nbsp; 2302 | 2409061 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/30/32 | &nbsp;&nbsp;&nbsp; 1460 | 1532065 |
| Las Vegas Sands Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/08/29 | &nbsp;&nbsp;&nbsp; 4930 | 4800634 |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/28 | &nbsp;&nbsp;&nbsp; 3270 | 3344097 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/27 | &nbsp;&nbsp;&nbsp; 3380 | 3442438 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/29 | &nbsp;&nbsp;&nbsp; 2755 | 2887116 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/14/30 | &nbsp;&nbsp;&nbsp; 2805 | 2943926 |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/34 | &nbsp;&nbsp;&nbsp; 2420 | 2549587 |
| Marriott International Inc., 5.50%, 04/15/37 | &nbsp;&nbsp;&nbsp; 6615 | 6835886 |
| Marriott International Inc./MD |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27 | &nbsp;&nbsp;&nbsp; 955 | 958103 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/31 | &nbsp;&nbsp;&nbsp; 4300 | 4317520 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2970 | 3036012 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/29 | &nbsp;&nbsp;&nbsp; 1575 | 1609900 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | &nbsp;&nbsp;&nbsp; 4295 | 4393777 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/15/27 | &nbsp;&nbsp;&nbsp; 3850 | 3918786 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/32 | &nbsp;&nbsp;&nbsp; 2430 | 2510158 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/35 | &nbsp;&nbsp;&nbsp; 1440 | 1469488 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/34 | &nbsp;&nbsp;&nbsp; 3235 | 3354842 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2800 | 2895530 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/28 | &nbsp;&nbsp;&nbsp; 2975 | 3094019 |
| &nbsp;&nbsp;&nbsp; Series AA, 4.65%, 12/01/28 | &nbsp;&nbsp;&nbsp; 2679 | 2723264 |
| &nbsp;&nbsp;&nbsp; Series FF, 4.63%, 06/15/30 | &nbsp;&nbsp;&nbsp; 5182 | 5259990 |
| &nbsp;&nbsp;&nbsp; Series GG, 3.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 4119 | 3854587 |
| &nbsp;&nbsp;&nbsp; Series HH, 2.85%, 04/15/31 | &nbsp;&nbsp;&nbsp; 2361 | 2191007 |
| &nbsp;&nbsp;&nbsp; Series II, 2.75%, 10/15/33 | &nbsp;&nbsp;&nbsp; 4275 | 3745513 |
| &nbsp;&nbsp;&nbsp; Series X, 4.00%, 04/15/28 | &nbsp;&nbsp;&nbsp; 2084 | 2083982 |
| Sands China Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/08/27 | &nbsp;&nbsp;&nbsp; 2640 | 2566804 |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/08/29 | &nbsp;&nbsp;&nbsp; 3040 | 2867682 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/08/31 | &nbsp;&nbsp;&nbsp; 2860 | 2618661 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/18/30 | &nbsp;&nbsp;&nbsp; 3305 | 3234356 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/08/28 | &nbsp;&nbsp;&nbsp; 4680 | 4753000 |
|  |  | 120123094 |
| **Machinery — 0.3%** | **Machinery — 0.3%** | **Machinery — 0.3%** |
| AGCO Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/21/27 | &nbsp;&nbsp;&nbsp; 3065 | 3105030 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/21/34 | &nbsp;&nbsp;&nbsp; 2915 | 3045567 |
| Caterpillar Financial Services Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.10%, 09/14/27 | &nbsp;&nbsp;&nbsp; 2906 | 2775993 |
| &nbsp;&nbsp;&nbsp; 1.70%, 01/08/27 | &nbsp;&nbsp;&nbsp; 4215 | 4121593 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/12/27 | &nbsp;&nbsp;&nbsp; $4545 | $4533924 |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/14/28 | &nbsp;&nbsp;&nbsp; 3075 | 3083536 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/29 | &nbsp;&nbsp;&nbsp; 1785 | 1813795 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/27 | &nbsp;&nbsp;&nbsp; 2265 | 2291526 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/03/28 | &nbsp;&nbsp;&nbsp; 1510 | 1528649 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/07/27 | &nbsp;&nbsp;&nbsp; 1365 | 1376467 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/08/27 | &nbsp;&nbsp;&nbsp; 1955 | 1969880 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/27 | &nbsp;&nbsp;&nbsp; 3100 | 3149840 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; 3995 | 4107076 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/08/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1690 | 1753370 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/27/29 | &nbsp;&nbsp;&nbsp; 2345 | 2414755 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/14/27 | &nbsp;&nbsp;&nbsp; 3790 | 3854364 |
| &nbsp;&nbsp;&nbsp; Series K, 4.10%, 08/15/28 | &nbsp;&nbsp;&nbsp; 2700 | 2718299 |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/12/31 | &nbsp;&nbsp;&nbsp; 2035 | 1836565 |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/19/29 | &nbsp;&nbsp;&nbsp; 3526 | 3365592 |
| &nbsp;&nbsp;&nbsp; 2.60%, 04/09/30 | &nbsp;&nbsp;&nbsp; 5450 | 5159320 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 | &nbsp;&nbsp;&nbsp; 4969 | 3612388 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/50 | &nbsp;&nbsp;&nbsp; 4647 | 3389324 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/42 | &nbsp;&nbsp;&nbsp; 7513 | 6382878 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/44 | &nbsp;&nbsp;&nbsp; 2517 | 2241345 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/64 | &nbsp;&nbsp;&nbsp; 1508 | 1355644 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/35 | &nbsp;&nbsp;&nbsp; 6780 | 7096191 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/27/41 | &nbsp;&nbsp;&nbsp; 3536 | 3602746 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/35 | &nbsp;&nbsp;&nbsp; 1645 | 1740325 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/55 | &nbsp;&nbsp;&nbsp; 1980 | 2033277 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/36 | &nbsp;&nbsp;&nbsp; 2538 | 2846919 |
| CNH Industrial Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/08/27 | &nbsp;&nbsp;&nbsp; 1140 | 1148487 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/30 | &nbsp;&nbsp;&nbsp; 2275 | 2280983 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/10/28 | &nbsp;&nbsp;&nbsp; 3145 | 3171859 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/21/28 | &nbsp;&nbsp;&nbsp; 1975 | 2001352 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/20/29 | &nbsp;&nbsp;&nbsp; 2915 | 2989131 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/12/29 | &nbsp;&nbsp;&nbsp; 2160 | 2238372 |
| CNH Industrial NV, 3.85%, 11/15/27 | &nbsp;&nbsp;&nbsp; 3510 | 3501044 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/07/49 | &nbsp;&nbsp;&nbsp; 3820 | 2607970 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3946 | 3811682 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | &nbsp;&nbsp;&nbsp; 4971 | 3960516 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 | &nbsp;&nbsp;&nbsp; 5459 | 4758570 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/16/29 | &nbsp;&nbsp;&nbsp; 3200 | 3376559 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/16/35 | &nbsp;&nbsp;&nbsp; 4795 | 5094718 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/19/55 | &nbsp;&nbsp;&nbsp; 725 | 765318 |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/03/31 | &nbsp;&nbsp;&nbsp; 2585 | 2939764 |
| &nbsp;&nbsp;&nbsp; Deere Funding Canada Corp., 4.15%, <br> 10/09/30<br>| &nbsp;&nbsp;&nbsp; 1525 | 1525533 |
| Dover Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/04/29 | &nbsp;&nbsp;&nbsp; 3085 | 2954952 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/15/35 | &nbsp;&nbsp;&nbsp; 992 | 1042639 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 2550 | 2580010 |
| Eaton Capital ULC, 4.45%, 05/09/30 | &nbsp;&nbsp;&nbsp; 3480 | 3520736 |
| Flowserve Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/32 | &nbsp;&nbsp;&nbsp; 2420 | 2172256 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/30 | &nbsp;&nbsp;&nbsp; 2668 | 2550155 |
| IDEX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/15/31 | &nbsp;&nbsp;&nbsp; 2540 | 2326097 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 | &nbsp;&nbsp;&nbsp; 2969 | 2815021 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 1420 | 1454544 |
| Ingersoll Rand Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.18%, 06/15/29 | &nbsp;&nbsp;&nbsp; 2270 | 2353460 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/27 | &nbsp;&nbsp;&nbsp; 3330 | 3383964 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| &nbsp;&nbsp;&nbsp; 5.31%, 06/15/31 | &nbsp;&nbsp;&nbsp; $1250 | $1312462 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/14/28 | &nbsp;&nbsp;&nbsp; 1105 | 1143575 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/15/34 | &nbsp;&nbsp;&nbsp; 3195 | 3341748 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/14/33 | &nbsp;&nbsp;&nbsp; 4220 | 4502605 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/54 | &nbsp;&nbsp;&nbsp; 2380 | 2420503 |
| John Deere Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 3370 | 2976881 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/06/28 | &nbsp;&nbsp;&nbsp; 2317 | 2201501 |
| &nbsp;&nbsp;&nbsp; 1.70%, 01/11/27 | &nbsp;&nbsp;&nbsp; 2660 | 2600454 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/09/27 | &nbsp;&nbsp;&nbsp; 3096 | 3016936 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/17/31 | &nbsp;&nbsp;&nbsp; 2654 | 2381326 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/08/27 | &nbsp;&nbsp;&nbsp; 1388 | 1363771 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/09/30 | &nbsp;&nbsp;&nbsp; 3326 | 3145332 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/08/27 | &nbsp;&nbsp;&nbsp; 3162 | 3109768 |
| &nbsp;&nbsp;&nbsp; 2.80%, 07/18/29 | &nbsp;&nbsp;&nbsp; 3361 | 3233710 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/06/28 | &nbsp;&nbsp;&nbsp; 2425 | 2392808 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/18/29 | &nbsp;&nbsp;&nbsp; 3420 | 3361619 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/07/29 | &nbsp;&nbsp;&nbsp; 3649 | 3605378 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/07/32 | &nbsp;&nbsp;&nbsp; 2430 | 2390809 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/27 | &nbsp;&nbsp;&nbsp; 4115 | 4142637 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/27 | &nbsp;&nbsp;&nbsp; 3840 | 3865337 |
| &nbsp;&nbsp;&nbsp; 4.35%, 09/15/32 | &nbsp;&nbsp;&nbsp; 2860 | 2882103 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/15/30 | &nbsp;&nbsp;&nbsp; 2150 | 2179466 |
| &nbsp;&nbsp;&nbsp; 4.40%, 09/08/31 | &nbsp;&nbsp;&nbsp; 4185 | 4236854 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/08/27 | &nbsp;&nbsp;&nbsp; 4330 | 4364112 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/29 | &nbsp;&nbsp;&nbsp; 3690 | 3754230 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/07/28 | &nbsp;&nbsp;&nbsp; 3070 | 3123373 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/10/30 | &nbsp;&nbsp;&nbsp; 4185 | 4302946 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/20/28 | &nbsp;&nbsp;&nbsp; 2165 | 2208045 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/05/27 | &nbsp;&nbsp;&nbsp; 2135 | 2162867 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/29 | &nbsp;&nbsp;&nbsp; 3505 | 3610633 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/11/29 | &nbsp;&nbsp;&nbsp; 2785 | 2889038 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/11/27 | &nbsp;&nbsp;&nbsp; 3445 | 3504689 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/28 | &nbsp;&nbsp;&nbsp; 1580 | 1617489 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/07/31 | &nbsp;&nbsp;&nbsp; 4215 | 4363518 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/14/28 | &nbsp;&nbsp;&nbsp; 3375 | 3467723 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/11/34 | &nbsp;&nbsp;&nbsp; 4450 | 4637298 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/08/33 | &nbsp;&nbsp;&nbsp; 3745 | 3935955 |
| &nbsp;&nbsp;&nbsp; Series 1, 5.05%, 06/12/34 | &nbsp;&nbsp;&nbsp; 3435 | 3570103 |
| &nbsp;&nbsp;&nbsp; Series I, 4.25%, 06/05/28 | &nbsp;&nbsp;&nbsp; 3000 | 3031940 |
| &nbsp;&nbsp;&nbsp; Series I, 4.55%, 06/05/30 | &nbsp;&nbsp;&nbsp; 3255 | 3316231 |
| Nordson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/29 | &nbsp;&nbsp;&nbsp; 2120 | 2132747 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/28 | &nbsp;&nbsp;&nbsp; 2140 | 2214580 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/33 | &nbsp;&nbsp;&nbsp; 1525 | 1631921 |
| nVent Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/31 | &nbsp;&nbsp;&nbsp; 1768 | 1599859 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 | &nbsp;&nbsp;&nbsp; 3474 | 3495223 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1885 | 1974874 |
| Oshkosh Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/30 | &nbsp;&nbsp;&nbsp; 1941 | 1856167 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/28 | &nbsp;&nbsp;&nbsp; 2358 | 2377479 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.29%, 04/05/27 | &nbsp;&nbsp;&nbsp; 2258 | 2208538 |
| &nbsp;&nbsp;&nbsp; 2.57%, 02/15/30 | &nbsp;&nbsp;&nbsp; 7776 | 7282743 |
| &nbsp;&nbsp;&nbsp; 3.11%, 02/15/40 | &nbsp;&nbsp;&nbsp; 4328 | 3412953 |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/15/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4286 | 3075818 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/19/31 | &nbsp;&nbsp;&nbsp; 610 | 634591 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/04/35 | &nbsp;&nbsp;&nbsp; 1070 | 1092787 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/16/28 | &nbsp;&nbsp;&nbsp; 3615 | 3729918 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Machinery (continued)** | **Machinery (continued)** | **Machinery (continued)** |
| Regal Rexnord Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/28 | &nbsp;&nbsp;&nbsp; $6615 | $6845662 |
| &nbsp;&nbsp;&nbsp; 6.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 5895 | 6263998 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/15/33 | &nbsp;&nbsp;&nbsp; 5670 | 6115884 |
| Rockwell Automation Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/31 | &nbsp;&nbsp;&nbsp; 2515 | 2214031 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/61 | &nbsp;&nbsp;&nbsp; 2438 | 1448332 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/29 | &nbsp;&nbsp;&nbsp; 3288 | 3238599 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/49 | &nbsp;&nbsp;&nbsp; 2093 | 1774372 |
| Westinghouse Air Brake Technologies Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/15/28 | &nbsp;&nbsp;&nbsp; 7255 | 7343509 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/29/30 | &nbsp;&nbsp;&nbsp; 2480 | 2542277 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/29/35 | &nbsp;&nbsp;&nbsp; 3230 | 3385927 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/11/34 | &nbsp;&nbsp;&nbsp; 1035 | 1098154 |
| Xylem Inc./New York |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/30/28 | &nbsp;&nbsp;&nbsp; 4712 | 4525342 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2958 | 2692435 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/46 | &nbsp;&nbsp;&nbsp; 2045 | 1763822 |
|  |  | 379272185 |
| **Manufacturing — 0.1%** | **Manufacturing — 0.1%** | **Manufacturing — 0.1%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/26/29 | &nbsp;&nbsp;&nbsp; 5025 | 4734876 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 4483 | 4401958 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3400 | 3255184 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/19/46 | &nbsp;&nbsp;&nbsp; 1657 | 1172784 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/26/49 | &nbsp;&nbsp;&nbsp; 5003 | 3511253 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4128 | 4047861 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/14/28 | &nbsp;&nbsp;&nbsp; 3095 | 3075238 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/15/47 | &nbsp;&nbsp;&nbsp; 2716 | 2076618 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/50 | &nbsp;&nbsp;&nbsp; 3157 | 2397231 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/44 | &nbsp;&nbsp;&nbsp; 1845 | 1530380 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/14/48 | &nbsp;&nbsp;&nbsp; 4755 | 3874651 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2220 | 2277073 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2180 | 2256119 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 2742 | 2935784 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/27 | &nbsp;&nbsp;&nbsp; 3392 | 3352350 |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/15/47 | &nbsp;&nbsp;&nbsp; 1324 | 1086449 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/02/32 | &nbsp;&nbsp;&nbsp; 4464 | 4404765 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/33 | &nbsp;&nbsp;&nbsp; 4175 | 4133143 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/02/42 | &nbsp;&nbsp;&nbsp; 5129 | 4525158 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/18/28 | &nbsp;&nbsp;&nbsp; 1825 | 1846417 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/23/52 | &nbsp;&nbsp;&nbsp; 2935 | 2669647 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 | &nbsp;&nbsp;&nbsp; 4437 | 3797198 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/41 | &nbsp;&nbsp;&nbsp; 3385 | 3315845 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; 5281 | 5240449 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/14/29 | &nbsp;&nbsp;&nbsp; 4348 | 4242840 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/49 | &nbsp;&nbsp;&nbsp; 2661 | 2173014 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 | &nbsp;&nbsp;&nbsp; 3056 | 2571052 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/21/34 | &nbsp;&nbsp;&nbsp; 2310 | 2262342 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | &nbsp;&nbsp;&nbsp; 5200 | 5235627 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 | &nbsp;&nbsp;&nbsp; 2742 | 2448523 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; 4378 | 4448214 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/38 | &nbsp;&nbsp;&nbsp; 1546 | 1743218 |
| Pentair Finance SARL |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/29 | &nbsp;&nbsp;&nbsp; 2833 | 2853246 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/15/32 | &nbsp;&nbsp;&nbsp; 1410 | 1500365 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Manufacturing (continued)** | **Manufacturing (continued)** | **Manufacturing (continued)** |
| Teledyne Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; $1255 | $1203510 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/31 | &nbsp;&nbsp;&nbsp; 3075 | 2851411 |
| Textron Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2933 | 2663965 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 | &nbsp;&nbsp;&nbsp; 3020 | 2868524 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/01/28 | &nbsp;&nbsp;&nbsp; 2083 | 2047713 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3120 | 3101465 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/17/29 | &nbsp;&nbsp;&nbsp; 2404 | 2370576 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/36 | &nbsp;&nbsp;&nbsp; 1060 | 1060615 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; 2320 | 2420293 |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/33 | &nbsp;&nbsp;&nbsp; 1590 | 1725236 |
|  |  | 127710180 |
| **Media — 0.6%** | **Media — 0.6%** | **Media — 0.6%** |
| &nbsp;&nbsp;&nbsp; Charter Communications <br> Operating LLC,/Charter Communications <br> Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 12/01/35 | &nbsp;&nbsp;&nbsp; 3420 | 3427730 |
| &nbsp;&nbsp;&nbsp; 6.70%, 12/01/55 | &nbsp;&nbsp;&nbsp; 2930 | 2847464 |
| &nbsp;&nbsp;&nbsp; Charter Communications <br> Operating LLC/Charter Communications <br> Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/29 | &nbsp;&nbsp;&nbsp; 6301 | 5863580 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/32 | &nbsp;&nbsp;&nbsp; 5200 | 4466607 |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/31 | &nbsp;&nbsp;&nbsp; 10809 | 9704793 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | &nbsp;&nbsp;&nbsp; 6562 | 4674176 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/42 | &nbsp;&nbsp;&nbsp; 6050 | 4245826 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/51 | &nbsp;&nbsp;&nbsp; 9054 | 5801468 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 5819 | 5727685 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/61 | &nbsp;&nbsp;&nbsp; 8885 | 5430015 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 | &nbsp;&nbsp;&nbsp; 10710 | 7034227 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 | &nbsp;&nbsp;&nbsp; 6686 | 4108983 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | &nbsp;&nbsp;&nbsp; 6888 | 6849297 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/01/33 | &nbsp;&nbsp;&nbsp; 4910 | 4626309 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 | &nbsp;&nbsp;&nbsp; 6858 | 4587484 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 | &nbsp;&nbsp;&nbsp; 12381 | 9505574 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/30/29 | &nbsp;&nbsp;&nbsp; 4378 | 4419120 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/49 | &nbsp;&nbsp;&nbsp; 5610 | 4509097 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 | &nbsp;&nbsp;&nbsp; 6775 | 5468905 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 | &nbsp;&nbsp;&nbsp; 3618 | 3358754 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 | &nbsp;&nbsp;&nbsp; 11013 | 9236029 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 | &nbsp;&nbsp;&nbsp; 4820 | 3879076 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 | &nbsp;&nbsp;&nbsp; 10706 | 9374955 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/29 | &nbsp;&nbsp;&nbsp; 5900 | 6154356 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/35 | &nbsp;&nbsp;&nbsp; 9155 | 9464597 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 | &nbsp;&nbsp;&nbsp; 15564 | 14939765 |
| &nbsp;&nbsp;&nbsp; 6.55%, 06/01/34 | &nbsp;&nbsp;&nbsp; 6800 | 7172994 |
| &nbsp;&nbsp;&nbsp; 6.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 4320 | 4571159 |
| &nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 | &nbsp;&nbsp;&nbsp; 2358 | 2315399 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/31 | &nbsp;&nbsp;&nbsp; 7440 | 6469731 |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 8831 | 7870878 |
| &nbsp;&nbsp;&nbsp; 2.35%, 01/15/27 | &nbsp;&nbsp;&nbsp; 7046 | 6922835 |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6345 | 3450250 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/30 | &nbsp;&nbsp;&nbsp; 8658 | 8159909 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/62<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6574 | 3382572 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 | &nbsp;&nbsp;&nbsp; 9294 | 5546147 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | &nbsp;&nbsp;&nbsp; 20795 | 12556282 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | &nbsp;&nbsp;&nbsp; 24961 | 14523982 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | &nbsp;&nbsp;&nbsp; 16168 | 9017599 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/15/28 | &nbsp;&nbsp;&nbsp; 150 | 147332 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/36 | &nbsp;&nbsp;&nbsp; $4880 | $4174680 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 | &nbsp;&nbsp;&nbsp; 5072 | 4031037 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/27 | &nbsp;&nbsp;&nbsp; 6701 | 6647602 |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/01/30 | &nbsp;&nbsp;&nbsp; 8130 | 7882287 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | &nbsp;&nbsp;&nbsp; 5502 | 3914266 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 | &nbsp;&nbsp;&nbsp; 8440 | 5804498 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 | &nbsp;&nbsp;&nbsp; 6924 | 5799247 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 | &nbsp;&nbsp;&nbsp; 5854 | 5136817 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | &nbsp;&nbsp;&nbsp; 6972 | 5360830 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | &nbsp;&nbsp;&nbsp; 3657 | 2823487 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 4621 | 3554274 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 8548 | 6466538 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | &nbsp;&nbsp;&nbsp; 4709 | 3527262 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/34 | &nbsp;&nbsp;&nbsp; 5120 | 4915123 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/30 | &nbsp;&nbsp;&nbsp; 6484 | 6495879 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/33 | &nbsp;&nbsp;&nbsp; 8026 | 7864881 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/35 | &nbsp;&nbsp;&nbsp; 4009 | 3858641 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | &nbsp;&nbsp;&nbsp; 4765 | 4491547 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 | &nbsp;&nbsp;&nbsp; 3176 | 2734230 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/33 | &nbsp;&nbsp;&nbsp; 5695 | 5722484 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | &nbsp;&nbsp;&nbsp; 3542 | 3139935 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | &nbsp;&nbsp;&nbsp; 8683 | 7405811 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/44 | &nbsp;&nbsp;&nbsp; 1964 | 1738882 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/33 | &nbsp;&nbsp;&nbsp; 5025 | 5087125 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/32 | &nbsp;&nbsp;&nbsp; 3185 | 3265552 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 | &nbsp;&nbsp;&nbsp; 5549 | 4730650 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/29 | &nbsp;&nbsp;&nbsp; 490 | 506467 |
| &nbsp;&nbsp;&nbsp; 5.17%, 01/15/37<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 43080 | 42949430 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/34 | &nbsp;&nbsp;&nbsp; 4990 | 5157676 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4325 | 4459778 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6210 | 5737148 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 5025 | 5325716 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/64 | &nbsp;&nbsp;&nbsp; 6290 | 5801137 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/35 | &nbsp;&nbsp;&nbsp; 3756 | 3959642 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 4990 | 4794456 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4420 | 4478164 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | &nbsp;&nbsp;&nbsp; 2595 | 2887610 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/35 | &nbsp;&nbsp;&nbsp; 3357 | 3762574 |
| &nbsp;&nbsp;&nbsp; 6.55%, 07/01/39 | &nbsp;&nbsp;&nbsp; 985 | 1112169 |
| &nbsp;&nbsp;&nbsp; 6.95%, 08/15/37 | &nbsp;&nbsp;&nbsp; 2300 | 2659570 |
| &nbsp;&nbsp;&nbsp; 7.05%, 03/15/33 | &nbsp;&nbsp;&nbsp; 4012 | 4608127 |
| FactSet Research Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/27 | &nbsp;&nbsp;&nbsp; 2750 | 2702012 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/01/32 | &nbsp;&nbsp;&nbsp; 2525 | 2339766 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/08/30 | &nbsp;&nbsp;&nbsp; 4173 | 4064687 |
| &nbsp;&nbsp;&nbsp; 4.71%, 01/25/29 | &nbsp;&nbsp;&nbsp; 10747 | 10906135 |
| &nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 | &nbsp;&nbsp;&nbsp; 6246 | 6330279 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/25/49 | &nbsp;&nbsp;&nbsp; 6603 | 6436581 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/13/33 | &nbsp;&nbsp;&nbsp; 6360 | 7047727 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/45 | &nbsp;&nbsp;&nbsp; 2445 | 1722611 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/24/49 | &nbsp;&nbsp;&nbsp; 1195 | 842855 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/31/46 | &nbsp;&nbsp;&nbsp; 3674 | 2952058 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/40 | &nbsp;&nbsp;&nbsp; 3056 | 2816722 |
| &nbsp;&nbsp;&nbsp; 8.50%, 03/11/32 | &nbsp;&nbsp;&nbsp; 1845 | 2039007 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/43 | &nbsp;&nbsp;&nbsp; 3983 | 3428821 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | &nbsp;&nbsp;&nbsp; 3146 | 3274227 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/30/40 | &nbsp;&nbsp;&nbsp; 2032 | 2238204 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/27 | &nbsp;&nbsp;&nbsp; $1189 | $1168441 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/15/28 | &nbsp;&nbsp;&nbsp; 2494 | 2441675 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/28 | &nbsp;&nbsp;&nbsp; 2365 | 2321177 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/29 | &nbsp;&nbsp;&nbsp; 2010 | 1973608 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/19/32 | &nbsp;&nbsp;&nbsp; 4275 | 3983115 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/43 | &nbsp;&nbsp;&nbsp; 3966 | 2998979 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 | &nbsp;&nbsp;&nbsp; 2607 | 1979710 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/01/42 | &nbsp;&nbsp;&nbsp; 2237 | 1791162 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/44 | &nbsp;&nbsp;&nbsp; 2396 | 1872648 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/31 | &nbsp;&nbsp;&nbsp; 5125 | 5059003 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 | &nbsp;&nbsp;&nbsp; 3898 | 3033484 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/44 | &nbsp;&nbsp;&nbsp; 1495 | 1213809 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1772 | 1745270 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 | &nbsp;&nbsp;&nbsp; 3424 | 3079977 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/40 | &nbsp;&nbsp;&nbsp; 1962 | 1800086 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/30/36 | &nbsp;&nbsp;&nbsp; 3636 | 3817828 |
| &nbsp;&nbsp;&nbsp; 7.88%, 07/30/30 | &nbsp;&nbsp;&nbsp; 3421 | 3790911 |
| TCI Communications Inc., 7.13%, 02/15/28 | &nbsp;&nbsp;&nbsp; 4297 | 4583359 |
| &nbsp;&nbsp;&nbsp; Time Warner Cable Enterprises LLC, 8.38%, <br> 07/15/33<br>| &nbsp;&nbsp;&nbsp; 5393 | 6249528 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/42 | &nbsp;&nbsp;&nbsp; 5496 | 4279158 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 | &nbsp;&nbsp;&nbsp; 5729 | 5074495 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/40 | &nbsp;&nbsp;&nbsp; 5508 | 5117004 |
| &nbsp;&nbsp;&nbsp; 6.55%, 05/01/37 | &nbsp;&nbsp;&nbsp; 6507 | 6651534 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/39 | &nbsp;&nbsp;&nbsp; 6641 | 6745514 |
| &nbsp;&nbsp;&nbsp; 7.30%, 07/01/38 | &nbsp;&nbsp;&nbsp; 6491 | 6905285 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/27 | &nbsp;&nbsp;&nbsp; 4944 | 4887969 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/46 | &nbsp;&nbsp;&nbsp; 2404 | 1695335 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/42 | &nbsp;&nbsp;&nbsp; 2126 | 1755483 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/44 | &nbsp;&nbsp;&nbsp; 4297 | 3672905 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/41 | &nbsp;&nbsp;&nbsp; 1855 | 1686601 |
| &nbsp;&nbsp;&nbsp; Series B, 7.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; 4617 | 5294314 |
| &nbsp;&nbsp;&nbsp; Series E, 4.13%, 12/01/41 | &nbsp;&nbsp;&nbsp; 2798 | 2472005 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/29 | &nbsp;&nbsp;&nbsp; 10187 | 9515479 |
| &nbsp;&nbsp;&nbsp; 2.20%, 01/13/28 | &nbsp;&nbsp;&nbsp; 5857 | 5673504 |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/13/31 | &nbsp;&nbsp;&nbsp; 10183 | 9544825 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 | &nbsp;&nbsp;&nbsp; 8050 | 5214114 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 | &nbsp;&nbsp;&nbsp; 8072 | 6815234 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/13/51 | &nbsp;&nbsp;&nbsp; 9487 | 7183644 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/23/27 | &nbsp;&nbsp;&nbsp; 3917 | 3911331 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/22/30 | &nbsp;&nbsp;&nbsp; 6789 | 6742821 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 | &nbsp;&nbsp;&nbsp; 5887 | 4399041 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/23/40 | &nbsp;&nbsp;&nbsp; 3131 | 3029439 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/23/50 | &nbsp;&nbsp;&nbsp; 7755 | 7071441 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | &nbsp;&nbsp;&nbsp; 3514 | 3254095 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 | &nbsp;&nbsp;&nbsp; 2028 | 1874828 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/45 | &nbsp;&nbsp;&nbsp; 1951 | 1854391 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/43 | &nbsp;&nbsp;&nbsp; 3132 | 3179026 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/37 | &nbsp;&nbsp;&nbsp; 2255 | 2507320 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/15/41 | &nbsp;&nbsp;&nbsp; 2907 | 3206072 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/15/34 | &nbsp;&nbsp;&nbsp; 4990 | 5649064 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/35 | &nbsp;&nbsp;&nbsp; 4800 | 5466170 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/15/33 | &nbsp;&nbsp;&nbsp; 3044 | 3470508 |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/15/37 | &nbsp;&nbsp;&nbsp; 5752 | 6655269 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/45 | &nbsp;&nbsp;&nbsp; 1625 | 2099324 |
|  |  | 755186174 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** | **Metal Fabricate & Hardware — 0.0%** |
| Precision Castparts Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 01/15/43 | &nbsp;&nbsp;&nbsp; $3045 | $2584930 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | &nbsp;&nbsp;&nbsp; 2163 | 1929156 |
| Timken Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/32 | &nbsp;&nbsp;&nbsp; 1930 | 1862157 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/28 | &nbsp;&nbsp;&nbsp; 2870 | 2888520 |
| Valmont Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/44 | &nbsp;&nbsp;&nbsp; 2524 | 2382438 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/54 | &nbsp;&nbsp;&nbsp; 1574 | 1497714 |
|  |  | 13144915 |
| **Mining — 0.2%** | **Mining — 0.2%** | **Mining — 0.2%** |
| AngloGold Ashanti Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/28 | &nbsp;&nbsp;&nbsp; 4590 | 4458252 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/01/30 | &nbsp;&nbsp;&nbsp; 3243 | 3107218 |
| Barrick Mining Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/42 | &nbsp;&nbsp;&nbsp; 1125 | 1115039 |
| &nbsp;&nbsp;&nbsp; 6.45%, 10/15/35 | &nbsp;&nbsp;&nbsp; 1593 | 1776437 |
| Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/30/41 | &nbsp;&nbsp;&nbsp; 4333 | 4452854 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/43 | &nbsp;&nbsp;&nbsp; 4082 | 4216154 |
| &nbsp;&nbsp;&nbsp; Barrick PD Australia Finance Pty. Ltd., 5.95%, <br> 10/15/39<br>| &nbsp;&nbsp;&nbsp; 3953 | 4223486 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/24/42 | &nbsp;&nbsp;&nbsp; 4421 | 3874417 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/28/28 | &nbsp;&nbsp;&nbsp; 4460 | 4534017 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/28/33 | &nbsp;&nbsp;&nbsp; 2895 | 2964070 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/30 | &nbsp;&nbsp;&nbsp; 4450 | 4599712 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36 | &nbsp;&nbsp;&nbsp; 875 | 890216 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/43 | &nbsp;&nbsp;&nbsp; 11448 | 10994766 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/08/28 | &nbsp;&nbsp;&nbsp; 5363 | 5525670 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/32 | &nbsp;&nbsp;&nbsp; 3525 | 3659480 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/30 | &nbsp;&nbsp;&nbsp; 4410 | 4604931 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/08/33 | &nbsp;&nbsp;&nbsp; 5960 | 6218855 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/21/35 | &nbsp;&nbsp;&nbsp; 5515 | 5739075 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/08/53 | &nbsp;&nbsp;&nbsp; 2590 | 2623560 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/05/55 | &nbsp;&nbsp;&nbsp; 1880 | 1961546 |
| Freeport-McMoRan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/28 | &nbsp;&nbsp;&nbsp; 3287 | 3278171 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/30 | &nbsp;&nbsp;&nbsp; 2811 | 2797826 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/01/28 | &nbsp;&nbsp;&nbsp; 3151 | 3145813 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/30 | &nbsp;&nbsp;&nbsp; 3726 | 3744971 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/27 | &nbsp;&nbsp;&nbsp; 3688 | 3692973 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/29 | &nbsp;&nbsp;&nbsp; 3245 | 3296431 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/14/34 | &nbsp;&nbsp;&nbsp; 3596 | 3736186 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/43 | &nbsp;&nbsp;&nbsp; 8075 | 7852956 |
| Kinross Gold Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/27 | &nbsp;&nbsp;&nbsp; 3515 | 3536289 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/33 | &nbsp;&nbsp;&nbsp; 860 | 943004 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 07/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4045 | 3685866 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/42 | &nbsp;&nbsp;&nbsp; 2301 | 2221439 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 | &nbsp;&nbsp;&nbsp; 2707 | 2722935 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/35 | &nbsp;&nbsp;&nbsp; 2820 | 3065675 |
| Newmont Corp./Newcrest Finance Pty. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/13/30 | &nbsp;&nbsp;&nbsp; 1700 | 1639394 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/13/50 | &nbsp;&nbsp;&nbsp; 860 | 714598 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/34 | &nbsp;&nbsp;&nbsp; 4199 | 4401266 |
| Rio Tinto Alcan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/35 | &nbsp;&nbsp;&nbsp; 2683 | 2883345 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/33 | &nbsp;&nbsp;&nbsp; 4528 | 4991139 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2873 | 3293150 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mining (continued)** | **Mining (continued)** | **Mining (continued)** |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 | &nbsp;&nbsp;&nbsp; $6109 | $3845798 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/02/40 | &nbsp;&nbsp;&nbsp; 5044 | 5092300 |
| &nbsp;&nbsp;&nbsp; 7.13%, 07/15/28 | &nbsp;&nbsp;&nbsp; 4106 | 4431987 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 | &nbsp;&nbsp;&nbsp; 3164 | 2754039 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/12/27 | &nbsp;&nbsp;&nbsp; 1860 | 1872748 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/28 | &nbsp;&nbsp;&nbsp; 3120 | 3158400 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 | &nbsp;&nbsp;&nbsp; 3840 | 3630927 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/14/30 | &nbsp;&nbsp;&nbsp; 5105 | 5251700 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/32 | &nbsp;&nbsp;&nbsp; 2910 | 3007871 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/09/33 | &nbsp;&nbsp;&nbsp; 2535 | 2618029 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/09/53 | &nbsp;&nbsp;&nbsp; 4103 | 3888080 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/35 | &nbsp;&nbsp;&nbsp; 5805 | 6025151 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/55 | &nbsp;&nbsp;&nbsp; 2780 | 2875151 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/65 | &nbsp;&nbsp;&nbsp; 615 | 642576 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/08/42 | &nbsp;&nbsp;&nbsp; 7612 | 7287331 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/23/45 | &nbsp;&nbsp;&nbsp; 4018 | 4143435 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/16/40 | &nbsp;&nbsp;&nbsp; 5661 | 6423537 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/27/35 | &nbsp;&nbsp;&nbsp; 4613 | 5476783 |
| Yamana Gold Inc., 2.63%, 08/15/31 | &nbsp;&nbsp;&nbsp; 1735 | 1559214 |
|  |  | 221168239 |
| **Office & Business Equipment — 0.0%** | **Office & Business Equipment — 0.0%** | **Office & Business Equipment — 0.0%** |
| CDW LLC/CDW Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.67%, 12/01/26 | &nbsp;&nbsp;&nbsp; 5624 | 5533382 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/29 | &nbsp;&nbsp;&nbsp; 4974 | 4780313 |
| &nbsp;&nbsp;&nbsp; 3.28%, 12/01/28 | &nbsp;&nbsp;&nbsp; 3670 | 3550169 |
| &nbsp;&nbsp;&nbsp; 3.57%, 12/01/31 | &nbsp;&nbsp;&nbsp; 5285 | 4942122 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 4867 | 4843247 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/01/30 | &nbsp;&nbsp;&nbsp; 650 | 663570 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/22/34 | &nbsp;&nbsp;&nbsp; 910 | 937253 |
|  |  | 25250056 |
| **Oil & Gas — 0.9%** | **Oil & Gas — 0.9%** | **Oil & Gas — 0.9%** |
| APA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/30 | &nbsp;&nbsp;&nbsp; 2230 | 2189198 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/01/40 | &nbsp;&nbsp;&nbsp; 1700 | 1513682 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/01/49 | &nbsp;&nbsp;&nbsp; 1985 | 1676796 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/37 | &nbsp;&nbsp;&nbsp; 120 | 120739 |
| &nbsp;&nbsp;&nbsp; 6.10%, 02/15/35 | &nbsp;&nbsp;&nbsp; 1835 | 1890613 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/55 | &nbsp;&nbsp;&nbsp; 2610 | 2637531 |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/10/30 | &nbsp;&nbsp;&nbsp; 4711 | 4235743 |
| &nbsp;&nbsp;&nbsp; 2.72%, 01/12/32 | &nbsp;&nbsp;&nbsp; 9275 | 8480019 |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/10/50 | &nbsp;&nbsp;&nbsp; 7475 | 4723486 |
| &nbsp;&nbsp;&nbsp; 2.94%, 06/04/51 | &nbsp;&nbsp;&nbsp; 10075 | 6566451 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 | &nbsp;&nbsp;&nbsp; 9300 | 6204889 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/52 | &nbsp;&nbsp;&nbsp; 5725 | 3749782 |
| &nbsp;&nbsp;&nbsp; 3.02%, 01/16/27 | &nbsp;&nbsp;&nbsp; 4886 | 4839143 |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 | &nbsp;&nbsp;&nbsp; 6480 | 4993460 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 | &nbsp;&nbsp;&nbsp; 8393 | 5622876 |
| &nbsp;&nbsp;&nbsp; 3.54%, 04/06/27 | &nbsp;&nbsp;&nbsp; 3414 | 3402715 |
| &nbsp;&nbsp;&nbsp; 3.59%, 04/14/27 | &nbsp;&nbsp;&nbsp; 4358 | 4338832 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/30 | &nbsp;&nbsp;&nbsp; 5657 | 5564899 |
| &nbsp;&nbsp;&nbsp; 3.94%, 09/21/28 | &nbsp;&nbsp;&nbsp; 5153 | 5155990 |
| &nbsp;&nbsp;&nbsp; 4.23%, 11/06/28 | &nbsp;&nbsp;&nbsp; 7315 | 7375289 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/10/29 | &nbsp;&nbsp;&nbsp; 5945 | 6066104 |
| &nbsp;&nbsp;&nbsp; 4.81%, 02/13/33 | &nbsp;&nbsp;&nbsp; 6035 | 6143130 |
| &nbsp;&nbsp;&nbsp; 4.87%, 11/25/29 | &nbsp;&nbsp;&nbsp; 3285 | 3379474 |
| &nbsp;&nbsp;&nbsp; 4.89%, 09/11/33 | &nbsp;&nbsp;&nbsp; 4715 | 4826947 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 4.97%, 10/17/29 | &nbsp;&nbsp;&nbsp; $3755 | $3875640 |
| &nbsp;&nbsp;&nbsp; 4.99%, 04/10/34 | &nbsp;&nbsp;&nbsp; 7555 | 7757753 |
| &nbsp;&nbsp;&nbsp; 5.02%, 11/17/27 | &nbsp;&nbsp;&nbsp; 5320 | 5430187 |
| &nbsp;&nbsp;&nbsp; 5.23%, 11/17/34 | &nbsp;&nbsp;&nbsp; 7150 | 7441885 |
| BP Capital Markets PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.28%, 09/19/27 | &nbsp;&nbsp;&nbsp; 7070 | 7002260 |
| &nbsp;&nbsp;&nbsp; 3.72%, 11/28/28 | &nbsp;&nbsp;&nbsp; 3982 | 3957439 |
| Burlington Resources LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | &nbsp;&nbsp;&nbsp; 950 | 1034158 |
| &nbsp;&nbsp;&nbsp; 7.20%, 08/15/31 | &nbsp;&nbsp;&nbsp; 1570 | 1787132 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 07/15/30 | &nbsp;&nbsp;&nbsp; 2800 | 2637680 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/27 | &nbsp;&nbsp;&nbsp; 6346 | 6322651 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/47 | &nbsp;&nbsp;&nbsp; 4568 | 4050518 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/29 | &nbsp;&nbsp;&nbsp; 1280 | 1311277 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/15/34 | &nbsp;&nbsp;&nbsp; 1000 | 1025386 |
| &nbsp;&nbsp;&nbsp; 5.85%, 02/01/35 | &nbsp;&nbsp;&nbsp; 2055 | 2153316 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/38 | &nbsp;&nbsp;&nbsp; 5233 | 5617176 |
| &nbsp;&nbsp;&nbsp; 6.45%, 06/30/33 | &nbsp;&nbsp;&nbsp; 1915 | 2089639 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/37 | &nbsp;&nbsp;&nbsp; 2404 | 2625950 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/39 | &nbsp;&nbsp;&nbsp; 2325 | 2587544 |
| &nbsp;&nbsp;&nbsp; 7.20%, 01/15/32 | &nbsp;&nbsp;&nbsp; 1995 | 2254763 |
| Cenovus Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 01/15/32 | &nbsp;&nbsp;&nbsp; 2236 | 1991971 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/52 | &nbsp;&nbsp;&nbsp; 4180 | 2970763 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/27 | &nbsp;&nbsp;&nbsp; 2345 | 2355207 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/20/31 | &nbsp;&nbsp;&nbsp; 2200 | 2207405 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/37 | &nbsp;&nbsp;&nbsp; 2815 | 2750500 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/36 | &nbsp;&nbsp;&nbsp; 2200 | 2222805 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/47 | &nbsp;&nbsp;&nbsp; 3194 | 2953501 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/15/39 | &nbsp;&nbsp;&nbsp; 1990 | 2217924 |
| Chevron Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/11/27 | &nbsp;&nbsp;&nbsp; 6340 | 6186943 |
| &nbsp;&nbsp;&nbsp; 2.24%, 05/11/30 | &nbsp;&nbsp;&nbsp; 7856 | 7299976 |
| &nbsp;&nbsp;&nbsp; 3.08%, 05/11/50 | &nbsp;&nbsp;&nbsp; 5101 | 3538336 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.02%, 08/12/27 | &nbsp;&nbsp;&nbsp; 5334 | 5098251 |
| &nbsp;&nbsp;&nbsp; 2.34%, 08/12/50 | &nbsp;&nbsp;&nbsp; 4063 | 2416340 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/29 | &nbsp;&nbsp;&nbsp; 3661 | 3579026 |
| &nbsp;&nbsp;&nbsp; 3.85%, 01/15/28 | &nbsp;&nbsp;&nbsp; 4166 | 4175708 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/13/27 | &nbsp;&nbsp;&nbsp; 2200 | 2211595 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/13/28 | &nbsp;&nbsp;&nbsp; 2300 | 2320546 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/30 | &nbsp;&nbsp;&nbsp; 5385 | 5450354 |
| &nbsp;&nbsp;&nbsp; 4.41%, 02/26/27 | &nbsp;&nbsp;&nbsp; 1140 | 1148990 |
| &nbsp;&nbsp;&nbsp; 4.48%, 02/26/28 | &nbsp;&nbsp;&nbsp; 3260 | 3310726 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 4375 | 4439265 |
| &nbsp;&nbsp;&nbsp; 4.69%, 04/15/30 | &nbsp;&nbsp;&nbsp; 2900 | 2975210 |
| &nbsp;&nbsp;&nbsp; 4.82%, 04/15/32 | &nbsp;&nbsp;&nbsp; 3330 | 3437339 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 | &nbsp;&nbsp;&nbsp; 3700 | 3755676 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/15/35 | &nbsp;&nbsp;&nbsp; 3300 | 3398278 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/43 | &nbsp;&nbsp;&nbsp; 1790 | 1811790 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/41 | &nbsp;&nbsp;&nbsp; 1695 | 1864478 |
| CNOOC Finance 2013 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/30/29 | &nbsp;&nbsp;&nbsp; 1249 | 1207289 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/30/49 | &nbsp;&nbsp;&nbsp; 1315 | 1036636 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/09/43 | &nbsp;&nbsp;&nbsp; 3599 | 3362927 |
| &nbsp;&nbsp;&nbsp; CNOOC Finance 2015 Australia Pty. Ltd., <br> 4.20%, 05/05/45<br>| &nbsp;&nbsp;&nbsp; 500 | 461437 |
| &nbsp;&nbsp;&nbsp; CNOOC Finance 2015 USA LLC, 4.38%, <br> 05/02/28<br>| &nbsp;&nbsp;&nbsp; 3772 | 3813716 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| CNOOC Petroleum North America ULC |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/10/35 | &nbsp;&nbsp;&nbsp; $2000 | $2247224 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/37 | &nbsp;&nbsp;&nbsp; 3000 | 3577321 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/15/32 | &nbsp;&nbsp;&nbsp; 3000 | 3600026 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/42 | &nbsp;&nbsp;&nbsp; 7390 | 6087490 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 | &nbsp;&nbsp;&nbsp; 5445 | 4086424 |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 | &nbsp;&nbsp;&nbsp; 9142 | 6807911 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 | &nbsp;&nbsp;&nbsp; 3810 | 3286041 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 6585 | 6735455 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/32 | &nbsp;&nbsp;&nbsp; 3365 | 3466117 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/47 | &nbsp;&nbsp;&nbsp; 1640 | 1494972 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 5495 | 5620947 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/33 | &nbsp;&nbsp;&nbsp; 4390 | 4551312 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/53 | &nbsp;&nbsp;&nbsp; 4455 | 4229993 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55 | &nbsp;&nbsp;&nbsp; 4245 | 4151574 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | &nbsp;&nbsp;&nbsp; 3565 | 3516975 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/65 | &nbsp;&nbsp;&nbsp; 4150 | 4101480 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/63 | &nbsp;&nbsp;&nbsp; 2775 | 2749811 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/32 | &nbsp;&nbsp;&nbsp; 2316 | 2528336 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/38 | &nbsp;&nbsp;&nbsp; 1062 | 1152240 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/46 | &nbsp;&nbsp;&nbsp; 1015 | 1069448 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/39 | &nbsp;&nbsp;&nbsp; 3074 | 3494741 |
| &nbsp;&nbsp;&nbsp; 6.95%, 04/15/29 | &nbsp;&nbsp;&nbsp; 1728 | 1887471 |
| Continental Resources Inc./OK |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/28 | &nbsp;&nbsp;&nbsp; 5270 | 5252798 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/44 | &nbsp;&nbsp;&nbsp; 4135 | 3324427 |
| Coterra Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/27 | &nbsp;&nbsp;&nbsp; 5573 | 5549746 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 2965 | 2970865 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/35 | &nbsp;&nbsp;&nbsp; 3400 | 3470306 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/34 | &nbsp;&nbsp;&nbsp; 2445 | 2531405 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/55 | &nbsp;&nbsp;&nbsp; 2240 | 2180072 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4510 | 4519661 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 | &nbsp;&nbsp;&nbsp; 3753 | 3275674 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | &nbsp;&nbsp;&nbsp; 3922 | 3430400 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4945 | 4964735 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/15/27 | &nbsp;&nbsp;&nbsp; 4375 | 4374701 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | &nbsp;&nbsp;&nbsp; 5437 | 5283153 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/54 | &nbsp;&nbsp;&nbsp; 4845 | 4509057 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 2765 | 2765808 |
| &nbsp;&nbsp;&nbsp; 7.88%, 09/30/31 | &nbsp;&nbsp;&nbsp; 2622 | 3053471 |
| &nbsp;&nbsp;&nbsp; 7.95%, 04/15/32 | &nbsp;&nbsp;&nbsp; 1875 | 2183006 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 03/24/31 | &nbsp;&nbsp;&nbsp; 4477 | 4187048 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/26 | &nbsp;&nbsp;&nbsp; 5461 | 5416622 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 4623 | 4482339 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 | &nbsp;&nbsp;&nbsp; 4124 | 3268183 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/51 | &nbsp;&nbsp;&nbsp; 3935 | 3203429 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/30/30 | &nbsp;&nbsp;&nbsp; 4460 | 4590400 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/18/27 | &nbsp;&nbsp;&nbsp; 6070 | 6153747 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/18/34 | &nbsp;&nbsp;&nbsp; 5700 | 5859518 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/01/35 | &nbsp;&nbsp;&nbsp; 4070 | 4208912 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/18/54 | &nbsp;&nbsp;&nbsp; 5820 | 5612512 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/18/64 | &nbsp;&nbsp;&nbsp; 4380 | 4219120 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/33 | &nbsp;&nbsp;&nbsp; 4605 | 4985546 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/53 | &nbsp;&nbsp;&nbsp; 3305 | 3396141 |
| Eni USA Inc., 7.30%, 11/15/27 | &nbsp;&nbsp;&nbsp; 1330 | 1406501 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/35 | &nbsp;&nbsp;&nbsp; 2663 | 2493666 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/30 | &nbsp;&nbsp;&nbsp; $4099 | $4135851 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/15/28 | &nbsp;&nbsp;&nbsp; 3925 | 3969366 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/31 | &nbsp;&nbsp;&nbsp; 965 | 970122 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/50 | &nbsp;&nbsp;&nbsp; 5279 | 4805544 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 4485 | 4604717 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/36 | &nbsp;&nbsp;&nbsp; 5095 | 5285903 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/54 | &nbsp;&nbsp;&nbsp; 2485 | 2485633 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/55 | &nbsp;&nbsp;&nbsp; 3255 | 3389585 |
| EQT Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/01/27 | &nbsp;&nbsp;&nbsp; 5656 | 5622923 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/29 | &nbsp;&nbsp;&nbsp; 150 | 150077 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 170 | 171136 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2370 | 2402373 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 | &nbsp;&nbsp;&nbsp; 2510 | 2592162 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/34 | &nbsp;&nbsp;&nbsp; 2780 | 2927282 |
| &nbsp;&nbsp;&nbsp; 7.00%, 02/01/30 | &nbsp;&nbsp;&nbsp; 3130 | 3402520 |
| &nbsp;&nbsp;&nbsp; 7.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 480 | 529568 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/22/30 | &nbsp;&nbsp;&nbsp; 3572 | 3332536 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/06/27 | &nbsp;&nbsp;&nbsp; 921 | 912642 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/06/30 | &nbsp;&nbsp;&nbsp; 5646 | 5446908 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/18/49 | &nbsp;&nbsp;&nbsp; 3909 | 2813394 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/10/28 | &nbsp;&nbsp;&nbsp; 4991 | 4969971 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/40 | &nbsp;&nbsp;&nbsp; 2099 | 1805917 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/06/50 | &nbsp;&nbsp;&nbsp; 3905 | 3032913 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 | &nbsp;&nbsp;&nbsp; 3552 | 3043425 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/02/28 | &nbsp;&nbsp;&nbsp; 2225 | 2247128 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/23/41 | &nbsp;&nbsp;&nbsp; 2330 | 2097097 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/03/30 | &nbsp;&nbsp;&nbsp; 825 | 840274 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/35 | &nbsp;&nbsp;&nbsp; 1650 | 1661111 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/08/43 | &nbsp;&nbsp;&nbsp; 3025 | 2868220 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/17/40 | &nbsp;&nbsp;&nbsp; 3102 | 3134122 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/03/35 | &nbsp;&nbsp;&nbsp; 2825 | 2930231 |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/23/27 | &nbsp;&nbsp;&nbsp; 540 | 572194 |
| Expand Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 2200 | 2176760 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/01/29 | &nbsp;&nbsp;&nbsp; 1130 | 1132480 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/30 | &nbsp;&nbsp;&nbsp; 3370 | 3420357 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/35 | &nbsp;&nbsp;&nbsp; 2565 | 2665681 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.44%, 08/16/29 | &nbsp;&nbsp;&nbsp; 8141 | 7788055 |
| &nbsp;&nbsp;&nbsp; 2.61%, 10/15/30 | &nbsp;&nbsp;&nbsp; 8155 | 7655969 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/16/39 | &nbsp;&nbsp;&nbsp; 6860 | 5560261 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 | &nbsp;&nbsp;&nbsp; 8931 | 6239235 |
| &nbsp;&nbsp;&nbsp; 3.29%, 03/19/27 | &nbsp;&nbsp;&nbsp; 4100 | 4077159 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | &nbsp;&nbsp;&nbsp; 11263 | 8278056 |
| &nbsp;&nbsp;&nbsp; 3.48%, 03/19/30 | &nbsp;&nbsp;&nbsp; 6774 | 6647321 |
| &nbsp;&nbsp;&nbsp; 3.57%, 03/06/45 | &nbsp;&nbsp;&nbsp; 3987 | 3171567 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 | &nbsp;&nbsp;&nbsp; 11951 | 10184109 |
| &nbsp;&nbsp;&nbsp; 4.23%, 03/19/40 | &nbsp;&nbsp;&nbsp; 7521 | 6974418 |
| &nbsp;&nbsp;&nbsp; 4.33%, 03/19/50 | &nbsp;&nbsp;&nbsp; 11110 | 9514094 |
| Helmerich & Payne Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/29/31 | &nbsp;&nbsp;&nbsp; 3095 | 2767013 |
| &nbsp;&nbsp;&nbsp; 4.65%, 12/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1210 | 1217819 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 760 | 762856 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1390 | 1385716 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 6782 | 6806246 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/41 | &nbsp;&nbsp;&nbsp; 5978 | 6259592 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/47 | &nbsp;&nbsp;&nbsp; 2819 | 2938995 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/40 | &nbsp;&nbsp;&nbsp; 4163 | 4553472 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 7.13%, 03/15/33 | &nbsp;&nbsp;&nbsp; $2657 | $3101408 |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/15/31 | &nbsp;&nbsp;&nbsp; 3214 | 3721191 |
| &nbsp;&nbsp;&nbsp; 7.88%, 10/01/29 | &nbsp;&nbsp;&nbsp; 2907 | 3303825 |
| HF Sinclair Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1947 | 1926218 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/28 | &nbsp;&nbsp;&nbsp; 2795 | 2798069 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/32 | &nbsp;&nbsp;&nbsp; 1165 | 1190822 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1835 | 1905091 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1505 | 1585738 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 3413 | 3389899 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 | &nbsp;&nbsp;&nbsp; 3202 | 2603575 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | &nbsp;&nbsp;&nbsp; 4501 | 3909905 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/54 | &nbsp;&nbsp;&nbsp; 2478 | 2111344 |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/15/26 | &nbsp;&nbsp;&nbsp; 5899 | 5946720 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/30 | &nbsp;&nbsp;&nbsp; 2945 | 3036932 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/35 | &nbsp;&nbsp;&nbsp; 2875 | 2986002 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 | &nbsp;&nbsp;&nbsp; 4556 | 4893256 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 2005 | 1500541 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/15/46 | &nbsp;&nbsp;&nbsp; 2372 | 1886465 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/27 | &nbsp;&nbsp;&nbsp; 4790 | 4877491 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/29 | &nbsp;&nbsp;&nbsp; 6850 | 7017964 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/01/32 | &nbsp;&nbsp;&nbsp; 5170 | 5294659 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6350 | 6476535 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/01/54 | &nbsp;&nbsp;&nbsp; 4817 | 4685806 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/01/31 | &nbsp;&nbsp;&nbsp; 6060 | 6410655 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | &nbsp;&nbsp;&nbsp; 3690 | 3778943 |
| &nbsp;&nbsp;&nbsp; 6.38%, 09/01/28 | &nbsp;&nbsp;&nbsp; 2095 | 2200370 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 | &nbsp;&nbsp;&nbsp; 8135 | 8686526 |
| &nbsp;&nbsp;&nbsp; 6.60%, 03/15/46 | &nbsp;&nbsp;&nbsp; 5450 | 5676550 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/30 | &nbsp;&nbsp;&nbsp; 7510 | 8086335 |
| &nbsp;&nbsp;&nbsp; 7.50%, 05/01/31 | &nbsp;&nbsp;&nbsp; 4105 | 4628092 |
| &nbsp;&nbsp;&nbsp; 7.88%, 09/15/31 | &nbsp;&nbsp;&nbsp; 2222 | 2555305 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/15/39 | &nbsp;&nbsp;&nbsp; 1835 | 2176869 |
| &nbsp;&nbsp;&nbsp; 8.50%, 07/15/27 | &nbsp;&nbsp;&nbsp; 3395 | 3557532 |
| &nbsp;&nbsp;&nbsp; 8.88%, 07/15/30 | &nbsp;&nbsp;&nbsp; 5520 | 6395856 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/28 | &nbsp;&nbsp;&nbsp; 2645 | 2724261 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/33 | &nbsp;&nbsp;&nbsp; 2790 | 2957088 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/34 | &nbsp;&nbsp;&nbsp; 2799 | 3002427 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/38 | &nbsp;&nbsp;&nbsp; 2575 | 2708764 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/37 | &nbsp;&nbsp;&nbsp; 2525 | 2682632 |
| &nbsp;&nbsp;&nbsp; 7.10%, 07/15/53 | &nbsp;&nbsp;&nbsp; 2720 | 2922361 |
| &nbsp;&nbsp;&nbsp; 7.20%, 11/01/31 | &nbsp;&nbsp;&nbsp; 1950 | 2164771 |
| &nbsp;&nbsp;&nbsp; 7.38%, 11/01/31 | &nbsp;&nbsp;&nbsp; 2325 | 2599878 |
| &nbsp;&nbsp;&nbsp; 8.13%, 09/15/30 | &nbsp;&nbsp;&nbsp; 1430 | 1637610 |
| Patterson-UTI Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/28 | &nbsp;&nbsp;&nbsp; 920 | 905695 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1770 | 1775510 |
| &nbsp;&nbsp;&nbsp; 7.15%, 10/01/33 | &nbsp;&nbsp;&nbsp; 1795 | 1916199 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/15/30 | &nbsp;&nbsp;&nbsp; 4025 | 3616090 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 | &nbsp;&nbsp;&nbsp; 4970 | 3303597 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; 4066 | 4047505 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/15/34 | &nbsp;&nbsp;&nbsp; 4800 | 4727235 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 | &nbsp;&nbsp;&nbsp; 7528 | 6690229 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/42 | &nbsp;&nbsp;&nbsp; 6644 | 6744899 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/15/29 | &nbsp;&nbsp;&nbsp; 3291 | 3160974 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/28 | &nbsp;&nbsp;&nbsp; 3281 | 3259184 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 4.68%, 02/15/45 | &nbsp;&nbsp;&nbsp; $2445 | $2092985 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/01/46 | &nbsp;&nbsp;&nbsp; 3197 | 2797165 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/01/27 | &nbsp;&nbsp;&nbsp; 4515 | 4592551 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2955 | 2953906 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/31 | &nbsp;&nbsp;&nbsp; 4695 | 4899867 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/30/33 | &nbsp;&nbsp;&nbsp; 4205 | 4352768 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | &nbsp;&nbsp;&nbsp; 2070 | 1929133 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 2640 | 2521316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series A, 5.88%, 03/15/56, (5-year CMT + <br> 2.28%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 1835 | 1808339 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series B, 6.20%, 03/15/56, (5-year CMT + <br> 2.17%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 2275 | 2275569 |
| Pioneer Natural Resources Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/30 | &nbsp;&nbsp;&nbsp; 5755 | 5210433 |
| &nbsp;&nbsp;&nbsp; 2.15%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1110 | 1009333 |
| Shell Finance U.S. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 | &nbsp;&nbsp;&nbsp; 7616 | 7187014 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 | &nbsp;&nbsp;&nbsp; 5103 | 4857628 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50 | &nbsp;&nbsp;&nbsp; 7648 | 5403958 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/46 | &nbsp;&nbsp;&nbsp; 5046 | 3999012 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | &nbsp;&nbsp;&nbsp; 6759 | 5577458 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/06/30 | &nbsp;&nbsp;&nbsp; 2825 | 2838954 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35 | &nbsp;&nbsp;&nbsp; 6643 | 6435295 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | &nbsp;&nbsp;&nbsp; 11008 | 9643104 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/12/43 | &nbsp;&nbsp;&nbsp; 4463 | 4052316 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/06/36 | &nbsp;&nbsp;&nbsp; 2825 | 2847502 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/07/29 | &nbsp;&nbsp;&nbsp; 820 | 774101 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/06/30 | &nbsp;&nbsp;&nbsp; 1450 | 1382807 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/26/41 | &nbsp;&nbsp;&nbsp; 2990 | 2226491 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/26/51 | &nbsp;&nbsp;&nbsp; 5260 | 3496154 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/07/49 | &nbsp;&nbsp;&nbsp; 6058 | 4176089 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 243875 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/21/42 | &nbsp;&nbsp;&nbsp; 2813 | 2299119 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/13/28 | &nbsp;&nbsp;&nbsp; 6325 | 6329883 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | &nbsp;&nbsp;&nbsp; 1220 | 1005547 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/11/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1340 | 1343686 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | &nbsp;&nbsp;&nbsp; 1220 | 1075306 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/25/40 | &nbsp;&nbsp;&nbsp; 5793 | 6035574 |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38 | &nbsp;&nbsp;&nbsp; 10716 | 11985492 |
| Suncor Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/04/51 | &nbsp;&nbsp;&nbsp; 4073 | 2935445 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp; 4252 | 3265410 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/34 | &nbsp;&nbsp;&nbsp; 2525 | 2682371 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/38 | &nbsp;&nbsp;&nbsp; 320 | 348766 |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/15/38 | &nbsp;&nbsp;&nbsp; 2746 | 3042906 |
| &nbsp;&nbsp;&nbsp; 6.85%, 06/01/39 | &nbsp;&nbsp;&nbsp; 4236 | 4765507 |
| &nbsp;&nbsp;&nbsp; 7.15%, 02/01/32 | &nbsp;&nbsp;&nbsp; 2352 | 2649609 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.83%, 01/10/30 | &nbsp;&nbsp;&nbsp; 6059 | 5788310 |
| &nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 | &nbsp;&nbsp;&nbsp; 5208 | 3978180 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 | &nbsp;&nbsp;&nbsp; 11361 | 7776303 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/29/60 | &nbsp;&nbsp;&nbsp; 3615 | 2408681 |
| &nbsp;&nbsp;&nbsp; 3.46%, 02/19/29 | &nbsp;&nbsp;&nbsp; 6164 | 6070835 |
| &nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 | &nbsp;&nbsp;&nbsp; 6705 | 4880696 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/11/28 | &nbsp;&nbsp;&nbsp; 5302 | 5311699 |
| &nbsp;&nbsp;&nbsp; 4.72%, 09/10/34 | &nbsp;&nbsp;&nbsp; 3380 | 3431671 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/05/34 | &nbsp;&nbsp;&nbsp; 5640 | 5893994 |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/10/54 | &nbsp;&nbsp;&nbsp; 3730 | 3589052 |
| &nbsp;&nbsp;&nbsp; 5.43%, 09/10/64 | &nbsp;&nbsp;&nbsp; 4010 | 3845924 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 5.49%, 04/05/54 | &nbsp;&nbsp;&nbsp; $6010 | $5929296 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/05/64 | &nbsp;&nbsp;&nbsp; 3975 | 3955514 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/15/27 | &nbsp;&nbsp;&nbsp; 4320 | 4172708 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/01/31 | &nbsp;&nbsp;&nbsp; 2805 | 2569917 |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 | &nbsp;&nbsp;&nbsp; 4395 | 3081335 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/29 | &nbsp;&nbsp;&nbsp; 2265 | 2250638 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/52 | &nbsp;&nbsp;&nbsp; 2915 | 2177853 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | &nbsp;&nbsp;&nbsp; 3926 | 3947229 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/45 | &nbsp;&nbsp;&nbsp; 3201 | 2895455 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/30 | &nbsp;&nbsp;&nbsp; 1990 | 2052764 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/37 | &nbsp;&nbsp;&nbsp; 7495 | 8362535 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/15/32 | &nbsp;&nbsp;&nbsp; 3028 | 3499425 |
| Viper Energy Partners LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/01/30 | &nbsp;&nbsp;&nbsp; 1255 | 1269892 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/01/35 | &nbsp;&nbsp;&nbsp; 2860 | 2925665 |
| Woodside Finance Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/19/28 | &nbsp;&nbsp;&nbsp; 515 | 522577 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/12/34 | &nbsp;&nbsp;&nbsp; 4650 | 4631189 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/19/30 | &nbsp;&nbsp;&nbsp; 890 | 917746 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/19/32 | &nbsp;&nbsp;&nbsp; 730 | 760878 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/12/54 | &nbsp;&nbsp;&nbsp; 4400 | 4217532 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/19/35 | &nbsp;&nbsp;&nbsp; 1570 | 1646402 |
|  |  | 1147488441 |
| **Oil & Gas Services — 0.1%** | **Oil & Gas Services — 0.1%** | **Oil & Gas Services — 0.1%** |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | &nbsp;&nbsp;&nbsp; 5659 | 5593939 |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes <br> Co-Obligor Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.06%, 12/15/26 | &nbsp;&nbsp;&nbsp; 5145 | 5043333 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/07/29 | &nbsp;&nbsp;&nbsp; 2521 | 2437678 |
| &nbsp;&nbsp;&nbsp; 3.34%, 12/15/27 | &nbsp;&nbsp;&nbsp; 7321 | 7238331 |
| &nbsp;&nbsp;&nbsp; 4.08%, 12/15/47 | &nbsp;&nbsp;&nbsp; 6483 | 5239110 |
| &nbsp;&nbsp;&nbsp; 4.49%, 05/01/30 | &nbsp;&nbsp;&nbsp; 2859 | 2893502 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/01/30 | &nbsp;&nbsp;&nbsp; 3613 | 3429756 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 | &nbsp;&nbsp;&nbsp; 2595 | 2293267 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 | &nbsp;&nbsp;&nbsp; 4255 | 3802537 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/35 | &nbsp;&nbsp;&nbsp; 4970 | 4945819 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/45 | &nbsp;&nbsp;&nbsp; 8831 | 8063783 |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/15/38 | &nbsp;&nbsp;&nbsp; 3811 | 4278382 |
| &nbsp;&nbsp;&nbsp; 7.45%, 09/15/39 | &nbsp;&nbsp;&nbsp; 4561 | 5463808 |
| NOV Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/29 | &nbsp;&nbsp;&nbsp; 3302 | 3223465 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/42 | &nbsp;&nbsp;&nbsp; 6176 | 4899900 |
| &nbsp;&nbsp;&nbsp; Schlumberger Investment SA, 2.65%, <br> 06/26/30<br>| &nbsp;&nbsp;&nbsp; 3348 | 3147482 |
|  |  | 71994092 |
| **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** | **Packaging & Containers — 0.1%** |
| Amcor Finance USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | &nbsp;&nbsp;&nbsp; 2240 | 2252756 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/26/33 | &nbsp;&nbsp;&nbsp; 2795 | 2932489 |
| Amcor Flexibles North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 06/19/30 | &nbsp;&nbsp;&nbsp; 2750 | 2553719 |
| &nbsp;&nbsp;&nbsp; 2.69%, 05/25/31 | &nbsp;&nbsp;&nbsp; 3725 | 3405030 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/17/28 | &nbsp;&nbsp;&nbsp; 3210 | 3254246 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/17/30 | &nbsp;&nbsp;&nbsp; 1285 | 1319371 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/17/35 | &nbsp;&nbsp;&nbsp; 1845 | 1913628 |
| Amcor Group Finance PLC, 5.45%, 05/23/29 | &nbsp;&nbsp;&nbsp; 2290 | 2371145 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Packaging & Containers (continued)** | **Packaging & Containers (continued)** | **Packaging & Containers (continued)** |
| AptarGroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/32 | &nbsp;&nbsp;&nbsp; $1370 | $1282239 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/30/31 | &nbsp;&nbsp;&nbsp; 2200 | 2221186 |
| Berry Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/27 | &nbsp;&nbsp;&nbsp; 3825 | 3711795 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/28 | &nbsp;&nbsp;&nbsp; 2741 | 2820555 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2890 | 3030610 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/31 | &nbsp;&nbsp;&nbsp; 3720 | 3943143 |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/29 | &nbsp;&nbsp;&nbsp; 2744 | 2629954 |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/51 | &nbsp;&nbsp;&nbsp; 2715 | 1789789 |
| &nbsp;&nbsp;&nbsp; 3.40%, 12/15/27 | &nbsp;&nbsp;&nbsp; 3144 | 3115058 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/49 | &nbsp;&nbsp;&nbsp; 2822 | 2268929 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/35 | &nbsp;&nbsp;&nbsp; 930 | 952149 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/33 | &nbsp;&nbsp;&nbsp; 2251 | 2395696 |
| Smurfit Kappa Treasury ULC |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/30 | &nbsp;&nbsp;&nbsp; 2450 | 2533102 |
| &nbsp;&nbsp;&nbsp; 5.44%, 04/03/34 | &nbsp;&nbsp;&nbsp; 5615 | 5838319 |
| &nbsp;&nbsp;&nbsp; 5.78%, 04/03/54 | &nbsp;&nbsp;&nbsp; 3330 | 3397480 |
| Smurfit Westrock Financing DAC |  |  |
| &nbsp;&nbsp;&nbsp; 5.19%, 01/15/36 | &nbsp;&nbsp;&nbsp; 2200 | 2226150 |
| &nbsp;&nbsp;&nbsp; 5.42%, 01/15/35 | &nbsp;&nbsp;&nbsp; 2555 | 2643176 |
| Sonoco Products Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/27 | &nbsp;&nbsp;&nbsp; 2880 | 2812512 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/01/32 | &nbsp;&nbsp;&nbsp; 2513 | 2273226 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/01/30 | &nbsp;&nbsp;&nbsp; 3075 | 2914053 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/01/29 | &nbsp;&nbsp;&nbsp; 1745 | 1760038 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1690 | 1679841 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/40 | &nbsp;&nbsp;&nbsp; 1285 | 1309821 |
| WestRock MWV LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.95%, 02/15/31 | &nbsp;&nbsp;&nbsp; 1593 | 1840375 |
| &nbsp;&nbsp;&nbsp; 8.20%, 01/15/30 | &nbsp;&nbsp;&nbsp; 3026 | 3461216 |
| WRKCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/33 | &nbsp;&nbsp;&nbsp; 3213 | 2873574 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/27 | &nbsp;&nbsp;&nbsp; 2319 | 2319000 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/28 | &nbsp;&nbsp;&nbsp; 3081 | 3062942 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 2936 | 2932044 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/32 | &nbsp;&nbsp;&nbsp; 2326 | 2268311 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3834 | 3914672 |
|  |  | 102223339 |
| **Pharmaceuticals — 1.2%** | **Pharmaceuticals — 1.2%** | **Pharmaceuticals — 1.2%** |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/21/29 | &nbsp;&nbsp;&nbsp; 25059 | 24315475 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 | &nbsp;&nbsp;&nbsp; 17856 | 16147793 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/14/28 | &nbsp;&nbsp;&nbsp; 3961 | 4002917 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 | &nbsp;&nbsp;&nbsp; 24698 | 20872855 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 | &nbsp;&nbsp;&nbsp; 5160 | 4998630 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 | &nbsp;&nbsp;&nbsp; 11217 | 10173219 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 | &nbsp;&nbsp;&nbsp; 8458 | 7491556 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/14/35 | &nbsp;&nbsp;&nbsp; 11336 | 11254853 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/35 | &nbsp;&nbsp;&nbsp; 7492 | 7460258 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/42 | &nbsp;&nbsp;&nbsp; 2838 | 2625446 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/28 | &nbsp;&nbsp;&nbsp; 5275 | 5360555 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 | &nbsp;&nbsp;&nbsp; 11393 | 10512545 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/45 | &nbsp;&nbsp;&nbsp; 4634 | 4295016 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/27 | &nbsp;&nbsp;&nbsp; 11120 | 11242217 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/29 | &nbsp;&nbsp;&nbsp; 15020 | 15414784 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 | &nbsp;&nbsp;&nbsp; 4873 | 4605060 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/30 | &nbsp;&nbsp;&nbsp; 5175 | 5346909 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 | &nbsp;&nbsp;&nbsp; 8300 | 7720838 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/31 | &nbsp;&nbsp;&nbsp; 8245 | 8559904 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/34 | &nbsp;&nbsp;&nbsp; $13580 | $14085580 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/35 | &nbsp;&nbsp;&nbsp; 4755 | 4961731 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/44 | &nbsp;&nbsp;&nbsp; 3650 | 3663936 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 12020 | 11961182 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 | &nbsp;&nbsp;&nbsp; 5485 | 5487781 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/55 | &nbsp;&nbsp;&nbsp; 3240 | 3317263 |
| Astrazeneca Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/28/28 | &nbsp;&nbsp;&nbsp; 6824 | 6496624 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/28/31 | &nbsp;&nbsp;&nbsp; 3887 | 3546697 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 | &nbsp;&nbsp;&nbsp; 6015 | 6085799 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | &nbsp;&nbsp;&nbsp; 6000 | 6171716 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/28 | &nbsp;&nbsp;&nbsp; 5950 | 6084979 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33 | &nbsp;&nbsp;&nbsp; 2129 | 2208722 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/03/30 | &nbsp;&nbsp;&nbsp; 3520 | 3645161 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/26/31 | &nbsp;&nbsp;&nbsp; 4725 | 4904533 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/26/34 | &nbsp;&nbsp;&nbsp; 5435 | 5663088 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/06/30 | &nbsp;&nbsp;&nbsp; 6451 | 5742563 |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/06/50 | &nbsp;&nbsp;&nbsp; 2344 | 1351536 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/51 | &nbsp;&nbsp;&nbsp; 1355 | 935829 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/12/27 | &nbsp;&nbsp;&nbsp; 5516 | 5464140 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/17/29 | &nbsp;&nbsp;&nbsp; 4970 | 4984520 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/42 | &nbsp;&nbsp;&nbsp; 4929 | 4309966 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/16/45 | &nbsp;&nbsp;&nbsp; 4264 | 3824847 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 | &nbsp;&nbsp;&nbsp; 3902 | 3468174 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/37 | &nbsp;&nbsp;&nbsp; 12337 | 14211977 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.96%, 02/11/31 | &nbsp;&nbsp;&nbsp; 5265 | 4682832 |
| &nbsp;&nbsp;&nbsp; 2.82%, 05/20/30 | &nbsp;&nbsp;&nbsp; 3947 | 3723286 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/06/27 | &nbsp;&nbsp;&nbsp; 9183 | 9131115 |
| &nbsp;&nbsp;&nbsp; 3.79%, 05/20/50 | &nbsp;&nbsp;&nbsp; 2712 | 2065318 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/22/32 | &nbsp;&nbsp;&nbsp; 2850 | 2817738 |
| &nbsp;&nbsp;&nbsp; 4.67%, 06/06/47 | &nbsp;&nbsp;&nbsp; 6142 | 5434460 |
| &nbsp;&nbsp;&nbsp; 4.69%, 02/13/28 | &nbsp;&nbsp;&nbsp; 4530 | 4589202 |
| &nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 | &nbsp;&nbsp;&nbsp; 5035 | 4505594 |
| &nbsp;&nbsp;&nbsp; 4.87%, 02/08/29 | &nbsp;&nbsp;&nbsp; 3115 | 3178357 |
| &nbsp;&nbsp;&nbsp; 5.08%, 06/07/29 | &nbsp;&nbsp;&nbsp; 3790 | 3899983 |
| &nbsp;&nbsp;&nbsp; 5.11%, 02/08/34 | &nbsp;&nbsp;&nbsp; 1455 | 1492708 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 11/13/27 | &nbsp;&nbsp;&nbsp; 4086 | 3890914 |
| &nbsp;&nbsp;&nbsp; 1.45%, 11/13/30 | &nbsp;&nbsp;&nbsp; 5905 | 5237911 |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 | &nbsp;&nbsp;&nbsp; 3179 | 2280813 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 | &nbsp;&nbsp;&nbsp; 8257 | 5009596 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/32 | &nbsp;&nbsp;&nbsp; 6175 | 5743449 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/27/27 | &nbsp;&nbsp;&nbsp; 1975 | 1964027 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/42 | &nbsp;&nbsp;&nbsp; 3453 | 2698498 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/26/29 | &nbsp;&nbsp;&nbsp; 11767 | 11542831 |
| &nbsp;&nbsp;&nbsp; 3.45%, 11/15/27 | &nbsp;&nbsp;&nbsp; 3290 | 3269827 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/42 | &nbsp;&nbsp;&nbsp; 4875 | 3982624 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 9715 | 7339984 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 | &nbsp;&nbsp;&nbsp; 5442 | 4029339 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 | &nbsp;&nbsp;&nbsp; 10486 | 9645890 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | &nbsp;&nbsp;&nbsp; 16132 | 13524733 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 | &nbsp;&nbsp;&nbsp; 6199 | 5355149 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/44 | &nbsp;&nbsp;&nbsp; 1435 | 1289201 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | &nbsp;&nbsp;&nbsp; 6711 | 5914256 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | &nbsp;&nbsp;&nbsp; 2785 | 2550741 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 3200 | 3071886 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/22/31 | &nbsp;&nbsp;&nbsp; 5195 | 5436454 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/22/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10970 | 11503298 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/22/44 | &nbsp;&nbsp;&nbsp; 1720 | 1752343 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/22/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $9645 | $9727073 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/01/31 | &nbsp;&nbsp;&nbsp; 4355 | 4673608 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | &nbsp;&nbsp;&nbsp; 2259 | 2489254 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.41%, 06/15/27 | &nbsp;&nbsp;&nbsp; 3935 | 3900958 |
| &nbsp;&nbsp;&nbsp; 4.37%, 06/15/47 | &nbsp;&nbsp;&nbsp; 2694 | 2272850 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 1725 | 1740831 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/44 | &nbsp;&nbsp;&nbsp; 1985 | 1723979 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/43 | &nbsp;&nbsp;&nbsp; 1835 | 1625259 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 | &nbsp;&nbsp;&nbsp; 2352 | 2147929 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 2480 | 2551522 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/29 | &nbsp;&nbsp;&nbsp; 3925 | 4047653 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/35 | &nbsp;&nbsp;&nbsp; 3015 | 3079288 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/34 | &nbsp;&nbsp;&nbsp; 1920 | 1987741 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | &nbsp;&nbsp;&nbsp; 2035 | 2126207 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2505 | 2540104 |
| Cencora Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5590 | 5169757 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 2197 | 2074182 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/27 | &nbsp;&nbsp;&nbsp; 5606 | 5544065 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 | &nbsp;&nbsp;&nbsp; 2660 | 2280555 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/47 | &nbsp;&nbsp;&nbsp; 2615 | 2207264 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/15/27 | &nbsp;&nbsp;&nbsp; 1200 | 1215706 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/15/29 | &nbsp;&nbsp;&nbsp; 2875 | 2947755 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | &nbsp;&nbsp;&nbsp; 1265 | 1305580 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/35 | &nbsp;&nbsp;&nbsp; 1910 | 1965085 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 08/21/27 | &nbsp;&nbsp;&nbsp; 11021 | 10509164 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/21/30 | &nbsp;&nbsp;&nbsp; 5925 | 5266329 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/31 | &nbsp;&nbsp;&nbsp; 5735 | 5039903 |
| &nbsp;&nbsp;&nbsp; 2.13%, 09/15/31 | &nbsp;&nbsp;&nbsp; 4470 | 3933908 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/21/40 | &nbsp;&nbsp;&nbsp; 460 | 332396 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/29 | &nbsp;&nbsp;&nbsp; 7863 | 7596619 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/27 | &nbsp;&nbsp;&nbsp; 3638 | 3613180 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/30 | &nbsp;&nbsp;&nbsp; 5578 | 5445250 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 | &nbsp;&nbsp;&nbsp; 3261 | 2816678 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | &nbsp;&nbsp;&nbsp; 2038 | 1601203 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/25/28 | &nbsp;&nbsp;&nbsp; 15760 | 15797577 |
| &nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 | &nbsp;&nbsp;&nbsp; 22790 | 21683946 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/20/35 | &nbsp;&nbsp;&nbsp; 3299 | 3267825 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/30/29 | &nbsp;&nbsp;&nbsp; 4870 | 4982461 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/32 | &nbsp;&nbsp;&nbsp; 2715 | 2779734 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/25/48 | &nbsp;&nbsp;&nbsp; 34349 | 30857474 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/21/30 | &nbsp;&nbsp;&nbsp; 4685 | 4823980 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 | &nbsp;&nbsp;&nbsp; 14539 | 13279422 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/30/31 | &nbsp;&nbsp;&nbsp; 3650 | 3780657 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/21/33 | &nbsp;&nbsp;&nbsp; 7531 | 7782393 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/33 | &nbsp;&nbsp;&nbsp; 5411 | 5596389 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 | &nbsp;&nbsp;&nbsp; 3532 | 3342453 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/29 | &nbsp;&nbsp;&nbsp; 4285 | 4444019 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/35 | &nbsp;&nbsp;&nbsp; 4050 | 4177553 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/31 | &nbsp;&nbsp;&nbsp; 4655 | 4891841 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/21/53 | &nbsp;&nbsp;&nbsp; 6040 | 5761298 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/01/34 | &nbsp;&nbsp;&nbsp; 5715 | 6020102 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/53 | &nbsp;&nbsp;&nbsp; 5867 | 5799984 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/44 | &nbsp;&nbsp;&nbsp; 3745 | 3820455 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/63 | &nbsp;&nbsp;&nbsp; 3495 | 3449650 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/54 | &nbsp;&nbsp;&nbsp; 4525 | 4587594 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/39 | &nbsp;&nbsp;&nbsp; 2433 | 2567574 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | &nbsp;&nbsp;&nbsp; 5100 | 5290240 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; 1500 | 1544681 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/65<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $2275 | $2330081 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/50 | &nbsp;&nbsp;&nbsp; 7042 | 4164921 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/60 | &nbsp;&nbsp;&nbsp; 4655 | 2620331 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/15/27 | &nbsp;&nbsp;&nbsp; 4044 | 4008099 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 5850 | 5773295 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | &nbsp;&nbsp;&nbsp; 4235 | 3462155 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/47 | &nbsp;&nbsp;&nbsp; 2718 | 2255538 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/49 | &nbsp;&nbsp;&nbsp; 2480 | 2036416 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 5485 | 5520643 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/14/27 | &nbsp;&nbsp;&nbsp; 4525 | 4557720 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 | &nbsp;&nbsp;&nbsp; 3271 | 2637779 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/14/29 | &nbsp;&nbsp;&nbsp; 5775 | 5843774 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 5485 | 5528416 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/27 | &nbsp;&nbsp;&nbsp; 5185 | 5228339 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/09/29 | &nbsp;&nbsp;&nbsp; 4805 | 4900050 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/12/28 | &nbsp;&nbsp;&nbsp; 3565 | 3628700 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/32 | &nbsp;&nbsp;&nbsp; 4915 | 5011327 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/14/34 | &nbsp;&nbsp;&nbsp; 5745 | 5815535 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/27/33 | &nbsp;&nbsp;&nbsp; 4130 | 4243612 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/09/34 | &nbsp;&nbsp;&nbsp; 7015 | 7151498 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/30 | &nbsp;&nbsp;&nbsp; 4355 | 4490185 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/53 | &nbsp;&nbsp;&nbsp; 4289 | 4020055 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/12/32 | &nbsp;&nbsp;&nbsp; 3165 | 3295229 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/35 | &nbsp;&nbsp;&nbsp; 6045 | 6209058 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 | &nbsp;&nbsp;&nbsp; 3795 | 3528821 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 | &nbsp;&nbsp;&nbsp; 5445 | 5186383 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/14/54 | &nbsp;&nbsp;&nbsp; 5005 | 4810959 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/12/35 | &nbsp;&nbsp;&nbsp; 5105 | 5329057 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 | &nbsp;&nbsp;&nbsp; 5930 | 5615929 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/64 | &nbsp;&nbsp;&nbsp; 2565 | 2471653 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 960 | 981758 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/12/55 | &nbsp;&nbsp;&nbsp; 3360 | 3448494 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/37 | &nbsp;&nbsp;&nbsp; 3000 | 3282729 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/55 | &nbsp;&nbsp;&nbsp; 1795 | 1853595 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/12/65 | &nbsp;&nbsp;&nbsp; 4060 | 4165837 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/65 | &nbsp;&nbsp;&nbsp; 2875 | 2974677 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/28 | &nbsp;&nbsp;&nbsp; 9438 | 9436568 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/18/43 | &nbsp;&nbsp;&nbsp; 3194 | 2816645 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 2020 | 2057916 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/35 | &nbsp;&nbsp;&nbsp; 2000 | 2037117 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/34 | &nbsp;&nbsp;&nbsp; 3146 | 3348142 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/38 | &nbsp;&nbsp;&nbsp; 11473 | 13064688 |
| GlaxoSmithKline Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/01/29 | &nbsp;&nbsp;&nbsp; 5993 | 5878592 |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/12/27 | &nbsp;&nbsp;&nbsp; 1830 | 1843211 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 0.95%, 09/01/27 | &nbsp;&nbsp;&nbsp; 4936 | 4714985 |
| &nbsp;&nbsp;&nbsp; 1.30%, 09/01/30 | &nbsp;&nbsp;&nbsp; 7323 | 6535923 |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/40 | &nbsp;&nbsp;&nbsp; 4896 | 3497828 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1501 | 907812 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/60 | &nbsp;&nbsp;&nbsp; 5493 | 3127171 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/28 | &nbsp;&nbsp;&nbsp; 9001 | 8874340 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/03/27 | &nbsp;&nbsp;&nbsp; 3905 | 3870772 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 | &nbsp;&nbsp;&nbsp; 4785 | 4256837 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 | &nbsp;&nbsp;&nbsp; 3285 | 2583518 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/36 | &nbsp;&nbsp;&nbsp; 4796 | 4446797 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 | &nbsp;&nbsp;&nbsp; 6841 | 6267481 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 | &nbsp;&nbsp;&nbsp; 9009 | 7440478 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/03/47 | &nbsp;&nbsp;&nbsp; 4996 | 4110235 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/05/33 | &nbsp;&nbsp;&nbsp; $4008 | $4102410 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/27 | &nbsp;&nbsp;&nbsp; 4600 | 4646126 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | &nbsp;&nbsp;&nbsp; 2747 | 2692940 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/05/43 | &nbsp;&nbsp;&nbsp; 1938 | 1825864 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/28 | &nbsp;&nbsp;&nbsp; 2650 | 2700209 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/30 | &nbsp;&nbsp;&nbsp; 3950 | 4077320 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/01/29 | &nbsp;&nbsp;&nbsp; 5470 | 5657156 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/32 | &nbsp;&nbsp;&nbsp; 3570 | 3723927 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/15/41 | &nbsp;&nbsp;&nbsp; 1787 | 1788520 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/31 | &nbsp;&nbsp;&nbsp; 6060 | 6348086 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/33 | &nbsp;&nbsp;&nbsp; 2384 | 2530131 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3915 | 4140910 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; 4700 | 4928901 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3640 | 3723682 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/15/38 | &nbsp;&nbsp;&nbsp; 3403 | 3783892 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/37 | &nbsp;&nbsp;&nbsp; 4304 | 4847551 |
| &nbsp;&nbsp;&nbsp; 6.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 2873 | 3201910 |
| McKesson Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/16/28 | &nbsp;&nbsp;&nbsp; 2802 | 2802622 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/29 | &nbsp;&nbsp;&nbsp; 2610 | 2629806 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/30/30 | &nbsp;&nbsp;&nbsp; 3230 | 3294596 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/28 | &nbsp;&nbsp;&nbsp; 2971 | 3042102 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/30/32 | &nbsp;&nbsp;&nbsp; 3740 | 3859458 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/33 | &nbsp;&nbsp;&nbsp; 2290 | 2380336 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/35 | &nbsp;&nbsp;&nbsp; 3480 | 3624930 |
| Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/44 | &nbsp;&nbsp;&nbsp; 3143 | 2836252 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/01/39 | &nbsp;&nbsp;&nbsp; 1635 | 1774180 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.45%, 06/24/30 | &nbsp;&nbsp;&nbsp; 5549 | 4968907 |
| &nbsp;&nbsp;&nbsp; 1.70%, 06/10/27 | &nbsp;&nbsp;&nbsp; 8745 | 8488264 |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/10/28 | &nbsp;&nbsp;&nbsp; 5499 | 5196655 |
| &nbsp;&nbsp;&nbsp; 2.15%, 12/10/31 | &nbsp;&nbsp;&nbsp; 9465 | 8453865 |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/24/40 | &nbsp;&nbsp;&nbsp; 5296 | 3871307 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 | &nbsp;&nbsp;&nbsp; 5575 | 3361763 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 | &nbsp;&nbsp;&nbsp; 8945 | 5688432 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 | &nbsp;&nbsp;&nbsp; 7036 | 4225133 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/07/29 | &nbsp;&nbsp;&nbsp; 8511 | 8377236 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | &nbsp;&nbsp;&nbsp; 2450 | 2011404 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 | &nbsp;&nbsp;&nbsp; 8649 | 7014325 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/15/27 | &nbsp;&nbsp;&nbsp; 4675 | 4690192 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 | &nbsp;&nbsp;&nbsp; 4405 | 3983087 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 | &nbsp;&nbsp;&nbsp; 6693 | 5492609 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/17/28 | &nbsp;&nbsp;&nbsp; 3320 | 3342926 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/30 | &nbsp;&nbsp;&nbsp; 3475 | 3497672 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 | &nbsp;&nbsp;&nbsp; 5422 | 4750804 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/17/30 | &nbsp;&nbsp;&nbsp; 4429 | 4484600 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/17/33 | &nbsp;&nbsp;&nbsp; 4130 | 4194445 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/15/32 | &nbsp;&nbsp;&nbsp; 3475 | 3531169 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/17/44 | &nbsp;&nbsp;&nbsp; 3510 | 3354201 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/35 | &nbsp;&nbsp;&nbsp; 4805 | 4932875 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/53 | &nbsp;&nbsp;&nbsp; 6670 | 6306802 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 | &nbsp;&nbsp;&nbsp; 2935 | 2774557 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | &nbsp;&nbsp;&nbsp; 5690 | 5898592 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/33 | &nbsp;&nbsp;&nbsp; 2698 | 3078496 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/37 | &nbsp;&nbsp;&nbsp; 2100 | 2431563 |
| Merck Sharp & Dohme Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/36 | &nbsp;&nbsp;&nbsp; 2095 | 2290474 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/28 | &nbsp;&nbsp;&nbsp; 1488 | 1576035 |
| Mylan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/15/28 | &nbsp;&nbsp;&nbsp; 3475 | 3472090 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/48 | &nbsp;&nbsp;&nbsp; $3275 | $2664659 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/29/43 | &nbsp;&nbsp;&nbsp; 2239 | 1929805 |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/14/27 | &nbsp;&nbsp;&nbsp; 7131 | 6989422 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/14/30 | &nbsp;&nbsp;&nbsp; 5808 | 5379287 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 | &nbsp;&nbsp;&nbsp; 5938 | 3896741 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/17/27 | &nbsp;&nbsp;&nbsp; 4449 | 4412250 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/21/42 | &nbsp;&nbsp;&nbsp; 2645 | 2223828 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/18/29 | &nbsp;&nbsp;&nbsp; 4195 | 4184217 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/05/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2600 | 2612029 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/31 | &nbsp;&nbsp;&nbsp; 3715 | 3710822 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 | &nbsp;&nbsp;&nbsp; 5571 | 4736160 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/05/30 | &nbsp;&nbsp;&nbsp; 2600 | 2610697 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/18/34 | &nbsp;&nbsp;&nbsp; 3355 | 3299999 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/05/32 | &nbsp;&nbsp;&nbsp; 2600 | 2605822 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/06/44 | &nbsp;&nbsp;&nbsp; 8438 | 7656050 |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/05/35 | &nbsp;&nbsp;&nbsp; 2600 | 2600798 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/54 | &nbsp;&nbsp;&nbsp; 2295 | 2088741 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/05/45 | &nbsp;&nbsp;&nbsp; 1300 | 1295515 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/05/55 | &nbsp;&nbsp;&nbsp; 1300 | 1288644 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 05/28/30 | &nbsp;&nbsp;&nbsp; 5936 | 5381040 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/18/31 | &nbsp;&nbsp;&nbsp; 5160 | 4570938 |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/28/40 | &nbsp;&nbsp;&nbsp; 5010 | 3730990 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/30 | &nbsp;&nbsp;&nbsp; 6313 | 5971943 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/28/50 | &nbsp;&nbsp;&nbsp; 5620 | 3590327 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/26 | &nbsp;&nbsp;&nbsp; 8990 | 8925026 |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/29 | &nbsp;&nbsp;&nbsp; 8523 | 8429885 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/28 | &nbsp;&nbsp;&nbsp; 4603 | 4595848 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/15/27 | &nbsp;&nbsp;&nbsp; 1735 | 1738528 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 | &nbsp;&nbsp;&nbsp; 3698 | 3318970 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/36 | &nbsp;&nbsp;&nbsp; 4850 | 4594795 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 | &nbsp;&nbsp;&nbsp; 7347 | 5994825 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/38 | &nbsp;&nbsp;&nbsp; 3567 | 3294538 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/46 | &nbsp;&nbsp;&nbsp; 5822 | 4889792 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2715 | 2728635 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 | &nbsp;&nbsp;&nbsp; 5760 | 4856786 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/43 | &nbsp;&nbsp;&nbsp; 3318 | 2944374 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | &nbsp;&nbsp;&nbsp; 5174 | 4686783 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 4150 | 4180630 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/35 | &nbsp;&nbsp;&nbsp; 4150 | 4202213 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/40 | &nbsp;&nbsp;&nbsp; 3109 | 3257541 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/55 | &nbsp;&nbsp;&nbsp; 1725 | 1746336 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/65 | &nbsp;&nbsp;&nbsp; 1700 | 1710394 |
| &nbsp;&nbsp;&nbsp; 7.20%, 03/15/39 | &nbsp;&nbsp;&nbsp; 11113 | 13466124 |
| Pfizer Investment Enterprises Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/19/28 | &nbsp;&nbsp;&nbsp; 18015 | 18233702 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/19/30 | &nbsp;&nbsp;&nbsp; 8355 | 8556919 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/19/33 | &nbsp;&nbsp;&nbsp; 22236 | 22678149 |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/19/43 | &nbsp;&nbsp;&nbsp; 9240 | 9005960 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 | &nbsp;&nbsp;&nbsp; 26365 | 25540654 |
| &nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 | &nbsp;&nbsp;&nbsp; 13000 | 12352368 |
| Pharmacia LLC, 6.60%, 12/01/28 | &nbsp;&nbsp;&nbsp; 6449 | 6931378 |
| Sanofi SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/19/28 | &nbsp;&nbsp;&nbsp; 6561 | 6540261 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/03/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2050 | 2052897 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/03/28 | &nbsp;&nbsp;&nbsp; 2050 | 2051558 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/03/32 | &nbsp;&nbsp;&nbsp; 2050 | 2050658 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 03/31/30 | &nbsp;&nbsp;&nbsp; 11233 | 10284761 |
| &nbsp;&nbsp;&nbsp; 3.03%, 07/09/40 | &nbsp;&nbsp;&nbsp; 6751 | 5227664 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 | &nbsp;&nbsp;&nbsp; $8970 | $6107600 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/09/60 | &nbsp;&nbsp;&nbsp; 4246 | 2777703 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/26/28 | &nbsp;&nbsp;&nbsp; 8456 | 8663786 |
| &nbsp;&nbsp;&nbsp; 5.30%, 07/05/34 | &nbsp;&nbsp;&nbsp; 3360 | 3487424 |
| &nbsp;&nbsp;&nbsp; 5.65%, 07/05/44 | &nbsp;&nbsp;&nbsp; 2720 | 2782446 |
| &nbsp;&nbsp;&nbsp; 5.65%, 07/05/54 | &nbsp;&nbsp;&nbsp; 2970 | 2982662 |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/05/64 | &nbsp;&nbsp;&nbsp; 2255 | 2263431 |
| Takeda U.S. Financing Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/07/35 | &nbsp;&nbsp;&nbsp; 5570 | 5717971 |
| &nbsp;&nbsp;&nbsp; 5.90%, 07/07/55 | &nbsp;&nbsp;&nbsp; 4040 | 4193636 |
| Utah Acquisition Sub Inc., 5.25%, 06/15/46 | &nbsp;&nbsp;&nbsp; 4417 | 3657584 |
| Viatris Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/22/27 | &nbsp;&nbsp;&nbsp; 3953 | 3816659 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/22/30 | &nbsp;&nbsp;&nbsp; 5975 | 5445607 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/22/40 | &nbsp;&nbsp;&nbsp; 6566 | 5017849 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/22/50 | &nbsp;&nbsp;&nbsp; 8425 | 5641882 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/37 | &nbsp;&nbsp;&nbsp; 9128 | 9954693 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/36 | &nbsp;&nbsp;&nbsp; 2619 | 2871415 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 3584 | 4057836 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/30 | &nbsp;&nbsp;&nbsp; 4765 | 4371332 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/12/27 | &nbsp;&nbsp;&nbsp; 5071 | 4992555 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/50 | &nbsp;&nbsp;&nbsp; 2610 | 1761453 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/20/28 | &nbsp;&nbsp;&nbsp; 3709 | 3709456 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | &nbsp;&nbsp;&nbsp; 2484 | 2024995 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/17/28 | &nbsp;&nbsp;&nbsp; 2540 | 2555523 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 | &nbsp;&nbsp;&nbsp; 1939 | 1690687 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 | &nbsp;&nbsp;&nbsp; 5230 | 4856071 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/17/35 | &nbsp;&nbsp;&nbsp; 2450 | 2493787 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/16/32 | &nbsp;&nbsp;&nbsp; 1985 | 2120053 |
|  |  | 1662081441 |
| **Pipelines — 0.9%** | **Pipelines — 0.9%** | **Pipelines — 0.9%** |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/31 | &nbsp;&nbsp;&nbsp; 1932 | 1816149 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/32 | &nbsp;&nbsp;&nbsp; 2130 | 1972166 |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/27 | &nbsp;&nbsp;&nbsp; 1847 | 1851817 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/03/29 | &nbsp;&nbsp;&nbsp; 3181 | 3220868 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/36 | &nbsp;&nbsp;&nbsp; 1335 | 1343934 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/01/34 | &nbsp;&nbsp;&nbsp; 2135 | 2230801 |
| Cheniere Corpus Christi Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.74%, 12/31/39 | &nbsp;&nbsp;&nbsp; 2925 | 2495086 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/29 | &nbsp;&nbsp;&nbsp; 5645 | 5520508 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/30/27 | &nbsp;&nbsp;&nbsp; 4807 | 4856258 |
| Cheniere Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/15/28 | &nbsp;&nbsp;&nbsp; 5162 | 5162538 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/15/34 | &nbsp;&nbsp;&nbsp; 5820 | 6066833 |
| Cheniere Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/31/32 | &nbsp;&nbsp;&nbsp; 6407 | 5893430 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 5399 | 5245684 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; 8515 | 8514576 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/30/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 2055 | 2112996 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/34 | &nbsp;&nbsp;&nbsp; 4755 | 4975338 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/30/33 | &nbsp;&nbsp;&nbsp; 4509 | 4792192 |
| &nbsp;&nbsp;&nbsp; Columbia Pipeline Group Inc., 5.80%, <br> 06/01/45<br>| &nbsp;&nbsp;&nbsp; 3032 | 3023445 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/32 | &nbsp;&nbsp;&nbsp; 1805 | 1661576 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 200 | 204646 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 | &nbsp;&nbsp;&nbsp; 1695 | 1642886 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/27 | &nbsp;&nbsp;&nbsp; 140 | 142852 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 8.13%, 08/16/30 | &nbsp;&nbsp;&nbsp; $2050 | $2373642 |
| Eastern Energy Gas Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/54 | &nbsp;&nbsp;&nbsp; 2705 | 2665584 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 | &nbsp;&nbsp;&nbsp; 2135 | 2259219 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/55 | &nbsp;&nbsp;&nbsp; 1030 | 1082061 |
| Eastern Gas Transmission & Storage Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 3144 | 3005590 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/44 | &nbsp;&nbsp;&nbsp; 2881 | 2537149 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/01/43 | &nbsp;&nbsp;&nbsp; 2598 | 2347334 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/40 | &nbsp;&nbsp;&nbsp; 3060 | 3073280 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/15/45 | &nbsp;&nbsp;&nbsp; 3154 | 3727277 |
| &nbsp;&nbsp;&nbsp; Series B, 7.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 2515 | 2988099 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/33 | &nbsp;&nbsp;&nbsp; 4710 | 4047908 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/29 | &nbsp;&nbsp;&nbsp; 4805 | 4605925 |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 | &nbsp;&nbsp;&nbsp; 3260 | 2250252 |
| &nbsp;&nbsp;&nbsp; 3.70%, 07/15/27 | &nbsp;&nbsp;&nbsp; 4422 | 4394845 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | &nbsp;&nbsp;&nbsp; 2218 | 1710196 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/20/28 | &nbsp;&nbsp;&nbsp; 2200 | 2205661 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/26 | &nbsp;&nbsp;&nbsp; 5621 | 5627852 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/31 | &nbsp;&nbsp;&nbsp; 2200 | 2208686 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/10/44 | &nbsp;&nbsp;&nbsp; 1823 | 1562537 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/20/28 | &nbsp;&nbsp;&nbsp; 1910 | 1930838 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/20/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2710 | 2774257 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/20/35 | &nbsp;&nbsp;&nbsp; 2200 | 2224216 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/05/27 | &nbsp;&nbsp;&nbsp; 2400 | 2432680 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/05/29 | &nbsp;&nbsp;&nbsp; 2665 | 2751889 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 | &nbsp;&nbsp;&nbsp; 1180 | 1174409 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/20/35 | &nbsp;&nbsp;&nbsp; 3395 | 3531130 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/05/34 | &nbsp;&nbsp;&nbsp; 5220 | 5478807 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/08/33 | &nbsp;&nbsp;&nbsp; 10125 | 10725388 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/05/54 | &nbsp;&nbsp;&nbsp; 3830 | 3940727 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/28 | &nbsp;&nbsp;&nbsp; 3610 | 3799101 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/30 | &nbsp;&nbsp;&nbsp; 3015 | 3248934 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/15/53 | &nbsp;&nbsp;&nbsp; 4429 | 4943408 |
| &nbsp;&nbsp;&nbsp; 7.20%, 06/27/54, (5-year CMT + 2.97%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2921 | 3127828 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/55, (5-year CMT + 3.12%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 240 | 255261 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/30 | &nbsp;&nbsp;&nbsp; 6046 | 5898040 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/27 | &nbsp;&nbsp;&nbsp; 4556 | 4544837 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/15/29 | &nbsp;&nbsp;&nbsp; 3142 | 3124654 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/27 | &nbsp;&nbsp;&nbsp; 3147 | 3146702 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3899 | 3904951 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2555 | 2507741 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/28 | &nbsp;&nbsp;&nbsp; 4183 | 4250789 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/28 | &nbsp;&nbsp;&nbsp; 5194 | 5284106 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/43 | &nbsp;&nbsp;&nbsp; 2645 | 2355193 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/44 | &nbsp;&nbsp;&nbsp; 2195 | 1928731 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/50 | &nbsp;&nbsp;&nbsp; 9139 | 7773272 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/43 | &nbsp;&nbsp;&nbsp; 2611 | 2359183 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/45 | &nbsp;&nbsp;&nbsp; 3652 | 3265803 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3000 | 3104525 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/15/29 | &nbsp;&nbsp;&nbsp; 6437 | 6622620 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/01/29 | &nbsp;&nbsp;&nbsp; 3890 | 4015065 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/44 | &nbsp;&nbsp;&nbsp; 3839 | 3509590 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 | &nbsp;&nbsp;&nbsp; 4235 | 3816632 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/45 | &nbsp;&nbsp;&nbsp; 4208 | 3859579 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 | &nbsp;&nbsp;&nbsp; 6193 | 5637136 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/27 | &nbsp;&nbsp;&nbsp; 5168 | 5248746 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/28 | &nbsp;&nbsp;&nbsp; 5100 | 5249121 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 5.55%, 05/15/34 | &nbsp;&nbsp;&nbsp; $5755 | $5940886 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/01/34 | &nbsp;&nbsp;&nbsp; 5355 | 5547444 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/35 | &nbsp;&nbsp;&nbsp; 1360 | 1414388 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/33 | &nbsp;&nbsp;&nbsp; 6805 | 7178578 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/43 | &nbsp;&nbsp;&nbsp; 1714 | 1691487 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/54 | &nbsp;&nbsp;&nbsp; 7344 | 7084256 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/48 | &nbsp;&nbsp;&nbsp; 4955 | 4858686 |
| &nbsp;&nbsp;&nbsp; 6.05%, 12/01/26 | &nbsp;&nbsp;&nbsp; 5300 | 5390240 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/41 | &nbsp;&nbsp;&nbsp; 3464 | 3522416 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/54 | &nbsp;&nbsp;&nbsp; 5015 | 4902742 |
| &nbsp;&nbsp;&nbsp; 6.10%, 12/01/28 | &nbsp;&nbsp;&nbsp; 1895 | 1991606 |
| &nbsp;&nbsp;&nbsp; 6.10%, 02/15/42 | &nbsp;&nbsp;&nbsp; 2045 | 2069891 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/45 | &nbsp;&nbsp;&nbsp; 4623 | 4619097 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/01/55 | &nbsp;&nbsp;&nbsp; 2510 | 2507114 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/49 | &nbsp;&nbsp;&nbsp; 8059 | 8111096 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/30 | &nbsp;&nbsp;&nbsp; 3690 | 4005210 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/42 | &nbsp;&nbsp;&nbsp; 3437 | 3646711 |
| &nbsp;&nbsp;&nbsp; 6.55%, 12/01/33 | &nbsp;&nbsp;&nbsp; 6651 | 7332244 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/36 | &nbsp;&nbsp;&nbsp; 2395 | 2617813 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/01/38 | &nbsp;&nbsp;&nbsp; 2610 | 3050450 |
| &nbsp;&nbsp;&nbsp; Series 20Y, 5.80%, 06/15/38 | &nbsp;&nbsp;&nbsp; 2874 | 2949075 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/31/30 | &nbsp;&nbsp;&nbsp; 5291 | 5029964 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/31/29 | &nbsp;&nbsp;&nbsp; 6616 | 6418088 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 | &nbsp;&nbsp;&nbsp; 5170 | 3502684 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/53 | &nbsp;&nbsp;&nbsp; 4165 | 2851364 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 | &nbsp;&nbsp;&nbsp; 5222 | 3894423 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/15/27 | &nbsp;&nbsp;&nbsp; 4847 | 4849529 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 | &nbsp;&nbsp;&nbsp; 4709 | 3517719 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/16/28 | &nbsp;&nbsp;&nbsp; 5046 | 5079736 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | &nbsp;&nbsp;&nbsp; 5820 | 4767892 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | &nbsp;&nbsp;&nbsp; 5825 | 4871329 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/20/28 | &nbsp;&nbsp;&nbsp; 3920 | 3952094 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 | &nbsp;&nbsp;&nbsp; 5191 | 4643345 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/11/27 | &nbsp;&nbsp;&nbsp; 4050 | 4078701 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/31 | &nbsp;&nbsp;&nbsp; 7375 | 7484019 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 | &nbsp;&nbsp;&nbsp; 5858 | 5268876 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/31/34 | &nbsp;&nbsp;&nbsp; 3050 | 3105605 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 | &nbsp;&nbsp;&nbsp; 3854 | 3602270 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 | &nbsp;&nbsp;&nbsp; 5697 | 5287914 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 | &nbsp;&nbsp;&nbsp; 4777 | 4397871 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/35 | &nbsp;&nbsp;&nbsp; 5400 | 5494378 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | &nbsp;&nbsp;&nbsp; 2127 | 1925372 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 | &nbsp;&nbsp;&nbsp; 5899 | 5645926 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/36 | &nbsp;&nbsp;&nbsp; 7580 | 7777263 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/31/33 | &nbsp;&nbsp;&nbsp; 4612 | 4850041 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 02/15/78, (3-mo. CME Term SOFR <br> + 2.83%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3385 | 3376434 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/16/55 | &nbsp;&nbsp;&nbsp; 3610 | 3574706 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/42 | &nbsp;&nbsp;&nbsp; 2377 | 2441948 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/41 | &nbsp;&nbsp;&nbsp; 3389 | 3601678 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/39 | &nbsp;&nbsp;&nbsp; 3112 | 3398685 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/01/40 | &nbsp;&nbsp;&nbsp; 2690 | 3027965 |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/15/38 | &nbsp;&nbsp;&nbsp; 2544 | 3094816 |
| &nbsp;&nbsp;&nbsp; Series D, 6.88%, 03/01/33 | &nbsp;&nbsp;&nbsp; 1910 | 2176094 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series E, 5.25%, 08/16/77, (3-mo. CME <br> Term SOFR + 3.30%)<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4416 | 4408186 |
| &nbsp;&nbsp;&nbsp; Series H, 6.65%, 10/15/34 | &nbsp;&nbsp;&nbsp; 2600 | 2963382 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 | &nbsp;&nbsp;&nbsp; 2742 | 2430295 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 | &nbsp;&nbsp;&nbsp; 2935 | 2733619 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 5.00%, 03/01/43 | &nbsp;&nbsp;&nbsp; $2650 | $2441951 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 | &nbsp;&nbsp;&nbsp; 2590 | 2483018 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 | &nbsp;&nbsp;&nbsp; 3095 | 3013540 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/41 | &nbsp;&nbsp;&nbsp; 2032 | 2028649 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2466 | 2606106 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 2836 | 3041928 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/37 | &nbsp;&nbsp;&nbsp; 2001 | 2196339 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/39 | &nbsp;&nbsp;&nbsp; 3002 | 3286960 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/40 | &nbsp;&nbsp;&nbsp; 2338 | 2560865 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/15/38 | &nbsp;&nbsp;&nbsp; 5830 | 6632234 |
| &nbsp;&nbsp;&nbsp; 7.30%, 08/15/33 | &nbsp;&nbsp;&nbsp; 2925 | 3366732 |
| &nbsp;&nbsp;&nbsp; 7.40%, 03/15/31 | &nbsp;&nbsp;&nbsp; 1261 | 1435475 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/15/40 | &nbsp;&nbsp;&nbsp; 2014 | 2405229 |
| &nbsp;&nbsp;&nbsp; 7.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1666 | 1941403 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | &nbsp;&nbsp;&nbsp; 2820 | 2517334 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 | &nbsp;&nbsp;&nbsp; 2737 | 1825323 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/51 | &nbsp;&nbsp;&nbsp; 4100 | 2919520 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/28 | &nbsp;&nbsp;&nbsp; 7001 | 7039760 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/33 | &nbsp;&nbsp;&nbsp; 3936 | 3967149 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/29 | &nbsp;&nbsp;&nbsp; 4800 | 4921357 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 | &nbsp;&nbsp;&nbsp; 3133 | 2859281 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/29 | &nbsp;&nbsp;&nbsp; 2970 | 3058821 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/30 | &nbsp;&nbsp;&nbsp; 965 | 1000142 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/33 | &nbsp;&nbsp;&nbsp; 4635 | 4789386 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 3893 | 3605233 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/34 | &nbsp;&nbsp;&nbsp; 3923 | 4023443 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | &nbsp;&nbsp;&nbsp; 4730 | 4900557 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/52 | &nbsp;&nbsp;&nbsp; 3780 | 3571919 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 | &nbsp;&nbsp;&nbsp; 7210 | 7039383 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/35 | &nbsp;&nbsp;&nbsp; 1220 | 1294304 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/01/54 | &nbsp;&nbsp;&nbsp; 2805 | 2843612 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/15/32 | &nbsp;&nbsp;&nbsp; 4689 | 5465658 |
| &nbsp;&nbsp;&nbsp; 7.80%, 08/01/31 | &nbsp;&nbsp;&nbsp; 2672 | 3110474 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/30 | &nbsp;&nbsp;&nbsp; 6688 | 6193010 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 6125 | 6105854 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/27 | &nbsp;&nbsp;&nbsp; 6642 | 6636033 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/27 | &nbsp;&nbsp;&nbsp; 4247 | 4256886 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 8815 | 8086946 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 | &nbsp;&nbsp;&nbsp; 7144 | 5997073 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/29 | &nbsp;&nbsp;&nbsp; 4280 | 4351471 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/31 | &nbsp;&nbsp;&nbsp; 3490 | 3532095 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 | &nbsp;&nbsp;&nbsp; 1944 | 1618011 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/32 | &nbsp;&nbsp;&nbsp; 4465 | 4500074 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 | &nbsp;&nbsp;&nbsp; 7250 | 6181558 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | &nbsp;&nbsp;&nbsp; 3000 | 3024443 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/33 | &nbsp;&nbsp;&nbsp; 3455 | 3487187 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 | &nbsp;&nbsp;&nbsp; 5048 | 4540588 |
| &nbsp;&nbsp;&nbsp; 5.20%, 12/01/47 | &nbsp;&nbsp;&nbsp; 2926 | 2637565 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/35 | &nbsp;&nbsp;&nbsp; 2865 | 2902885 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/35 | &nbsp;&nbsp;&nbsp; 4735 | 4795787 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/34 | &nbsp;&nbsp;&nbsp; 5725 | 5877146 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 | &nbsp;&nbsp;&nbsp; 7881 | 7312724 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/53 | &nbsp;&nbsp;&nbsp; 2150 | 2018554 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/55 | &nbsp;&nbsp;&nbsp; 2825 | 2767076 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | &nbsp;&nbsp;&nbsp; 3660 | 3699235 |
| Northwest Pipeline LLC, 4.00%, 04/01/27 | &nbsp;&nbsp;&nbsp; 2924 | 2917959 |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/15/30 | &nbsp;&nbsp;&nbsp; 2933 | 2789835 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/30 | &nbsp;&nbsp;&nbsp; 2397 | 2280742 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/29 | &nbsp;&nbsp;&nbsp; $3568 | $3449357 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 | &nbsp;&nbsp;&nbsp; 4569 | 3353358 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/13/27 | &nbsp;&nbsp;&nbsp; 3806 | 3798750 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/03/47 | &nbsp;&nbsp;&nbsp; 2928 | 2302739 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/24/27 | &nbsp;&nbsp;&nbsp; 1890 | 1894830 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/46 | &nbsp;&nbsp;&nbsp; 2218 | 1768556 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3593 | 3601486 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/29 | &nbsp;&nbsp;&nbsp; 750 | 752564 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/49 | &nbsp;&nbsp;&nbsp; 3088 | 2513682 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/50 | &nbsp;&nbsp;&nbsp; 2506 | 2059205 |
| &nbsp;&nbsp;&nbsp; 4.55%, 07/15/28 | &nbsp;&nbsp;&nbsp; 4456 | 4494465 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/31 | &nbsp;&nbsp;&nbsp; 6085 | 6114767 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 | &nbsp;&nbsp;&nbsp; 2738 | 2352526 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/32 | &nbsp;&nbsp;&nbsp; 2130 | 2146767 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/13/47 | &nbsp;&nbsp;&nbsp; 3415 | 3029349 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/01/34 | &nbsp;&nbsp;&nbsp; 6890 | 6859701 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/45 | &nbsp;&nbsp;&nbsp; 1610 | 1432562 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/15/43 | &nbsp;&nbsp;&nbsp; 3141 | 2890728 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/48 | &nbsp;&nbsp;&nbsp; 4534 | 4130228 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/01/29 | &nbsp;&nbsp;&nbsp; 990 | 1020066 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/15/35 | &nbsp;&nbsp;&nbsp; 2680 | 2718592 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/47 | &nbsp;&nbsp;&nbsp; 1575 | 1451960 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 | &nbsp;&nbsp;&nbsp; 2110 | 2007572 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/28 | &nbsp;&nbsp;&nbsp; 3690 | 3836186 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/01/34 | &nbsp;&nbsp;&nbsp; 1410 | 1458916 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | &nbsp;&nbsp;&nbsp; 4220 | 3980847 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/01/30 | &nbsp;&nbsp;&nbsp; 2400 | 2533794 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | &nbsp;&nbsp;&nbsp; 1895 | 1811461 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/35 | &nbsp;&nbsp;&nbsp; 1399 | 1475062 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/33 | &nbsp;&nbsp;&nbsp; 6925 | 7397634 |
| &nbsp;&nbsp;&nbsp; 6.10%, 11/15/32 | &nbsp;&nbsp;&nbsp; 2555 | 2740674 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/55 | &nbsp;&nbsp;&nbsp; 5870 | 5962585 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2910 | 3126645 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/53 | &nbsp;&nbsp;&nbsp; 5645 | 5972282 |
| &nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 | &nbsp;&nbsp;&nbsp; 2000 | 2219506 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/01/41 | &nbsp;&nbsp;&nbsp; 3146 | 3254378 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/43 | &nbsp;&nbsp;&nbsp; 2292 | 2355118 |
| &nbsp;&nbsp;&nbsp; 6.65%, 10/01/36 | &nbsp;&nbsp;&nbsp; 3293 | 3612227 |
| &nbsp;&nbsp;&nbsp; 6.85%, 10/15/37 | &nbsp;&nbsp;&nbsp; 3045 | 3380717 |
| &nbsp;&nbsp;&nbsp; Plains All American Pipeline LP, 5.95%, <br> 06/15/35<br>| &nbsp;&nbsp;&nbsp; 3765 | 3950411 |
| &nbsp;&nbsp;&nbsp; Plains All American Pipeline LP/PAA <br> Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 12/15/29 | &nbsp;&nbsp;&nbsp; 4223 | 4101214 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/15/30 | &nbsp;&nbsp;&nbsp; 3804 | 3688441 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/31/43 | &nbsp;&nbsp;&nbsp; 1922 | 1579531 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/26 | &nbsp;&nbsp;&nbsp; 5719 | 5734771 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2740 | 2759425 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/44 | &nbsp;&nbsp;&nbsp; 3250 | 2800757 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/45 | &nbsp;&nbsp;&nbsp; 3166 | 2781564 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/42 | &nbsp;&nbsp;&nbsp; 2774 | 2539036 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/15/36 | &nbsp;&nbsp;&nbsp; 2680 | 2725385 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/34 | &nbsp;&nbsp;&nbsp; 3120 | 3232288 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/37 | &nbsp;&nbsp;&nbsp; 3977 | 4355335 |
| Sabine Pass Liquefaction LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/28 | &nbsp;&nbsp;&nbsp; 7619 | 7633382 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/30 | &nbsp;&nbsp;&nbsp; 4457 | 4484700 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/27 | &nbsp;&nbsp;&nbsp; 8898 | 8950625 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/15/37 | &nbsp;&nbsp;&nbsp; 2858 | 3032130 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| South Bow USA Infrastructure Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 09/01/27 | &nbsp;&nbsp;&nbsp; $2800 | $2821866 |
| &nbsp;&nbsp;&nbsp; 5.03%, 10/01/29 | &nbsp;&nbsp;&nbsp; 1590 | 1614832 |
| &nbsp;&nbsp;&nbsp; 5.58%, 10/01/34 | &nbsp;&nbsp;&nbsp; 5630 | 5697193 |
| &nbsp;&nbsp;&nbsp; 6.18%, 10/01/54 | &nbsp;&nbsp;&nbsp; 2840 | 2757144 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 | &nbsp;&nbsp;&nbsp; 5002 | 4302877 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/43 | &nbsp;&nbsp;&nbsp; 2271 | 2314132 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/01/33 | &nbsp;&nbsp;&nbsp; 4345 | 4164709 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2325 | 2333071 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/30 | &nbsp;&nbsp;&nbsp; 3225 | 3287794 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/52 | &nbsp;&nbsp;&nbsp; 3560 | 3049318 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/27 | &nbsp;&nbsp;&nbsp; 5055 | 5134105 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/30/36 | &nbsp;&nbsp;&nbsp; 2650 | 2678112 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/35 | &nbsp;&nbsp;&nbsp; 2465 | 2528941 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | &nbsp;&nbsp;&nbsp; 4370 | 4488909 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/36 | &nbsp;&nbsp;&nbsp; 3465 | 3578173 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/15/33 | &nbsp;&nbsp;&nbsp; 3260 | 3493485 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/55 | &nbsp;&nbsp;&nbsp; 3315 | 3334118 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/29 | &nbsp;&nbsp;&nbsp; 3025 | 3191722 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 | &nbsp;&nbsp;&nbsp; 2552 | 2606713 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/30/34 | &nbsp;&nbsp;&nbsp; 3970 | 4362853 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/53 | &nbsp;&nbsp;&nbsp; 4225 | 4460147 |
| &nbsp;&nbsp;&nbsp; Targa Resources Partners LP/Targa <br> Resources Partners Finance Corp.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/32 | &nbsp;&nbsp;&nbsp; 5485 | 5244216 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/31 | &nbsp;&nbsp;&nbsp; 6890 | 6926088 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/28 | &nbsp;&nbsp;&nbsp; 6230 | 6233000 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/30 | &nbsp;&nbsp;&nbsp; 6210 | 6321293 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2960 | 3003520 |
| TC PipeLines LP, 3.90%, 05/25/27 | &nbsp;&nbsp;&nbsp; 5655 | 5631737 |
| Tennessee Gas Pipeline Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/15/27 | &nbsp;&nbsp;&nbsp; 2793 | 2896466 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 2030 | 2185806 |
| &nbsp;&nbsp;&nbsp; 7.63%, 04/01/37 | &nbsp;&nbsp;&nbsp; 830 | 989612 |
| &nbsp;&nbsp;&nbsp; Texas Eastern Transmission LP, 7.00%, <br> 07/15/32<br>| &nbsp;&nbsp;&nbsp; 1532 | 1728512 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3015 | 2987056 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/28 | &nbsp;&nbsp;&nbsp; 7949 | 7969654 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/01/34 | &nbsp;&nbsp;&nbsp; 5494 | 5389237 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/16/43 | &nbsp;&nbsp;&nbsp; 60 | 57136 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/49 | &nbsp;&nbsp;&nbsp; 3593 | 3377241 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/31/34 | &nbsp;&nbsp;&nbsp; 1930 | 2011584 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/36 | &nbsp;&nbsp;&nbsp; 2793 | 2939111 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/40 | &nbsp;&nbsp;&nbsp; 3291 | 3493441 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/37 | &nbsp;&nbsp;&nbsp; 5358 | 5779166 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/01/65, (5-year CMT + 2.61%)<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 92171 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/38 | &nbsp;&nbsp;&nbsp; 3646 | 4241554 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/39 | &nbsp;&nbsp;&nbsp; 4659 | 5603598 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 3944 | 3777077 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/50 | &nbsp;&nbsp;&nbsp; 2524 | 1972355 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/28 | &nbsp;&nbsp;&nbsp; 2459 | 2455747 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/01/42 | &nbsp;&nbsp;&nbsp; 1843 | 1633240 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/48 | &nbsp;&nbsp;&nbsp; 2905 | 2542425 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/36<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 830 | 844229 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/41 | &nbsp;&nbsp;&nbsp; 1867 | 1864026 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/56<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 880 | 890718 |
| Valero Energy Partners LP, 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 3385 | 3409952 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/01/30 | &nbsp;&nbsp;&nbsp; $6155 | $6043413 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 1724 | 1729728 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/28 | &nbsp;&nbsp;&nbsp; 1305 | 1317217 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/50 | &nbsp;&nbsp;&nbsp; 4980 | 4320738 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/48 | &nbsp;&nbsp;&nbsp; 3175 | 2761407 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/34 | &nbsp;&nbsp;&nbsp; 3680 | 3714283 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 | &nbsp;&nbsp;&nbsp; 1885 | 1727924 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/48 | &nbsp;&nbsp;&nbsp; 2765 | 2451402 |
| &nbsp;&nbsp;&nbsp; 6.15%, 04/01/33 | &nbsp;&nbsp;&nbsp; 3480 | 3692681 |
| &nbsp;&nbsp;&nbsp; 6.35%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2110 | 2225321 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 03/15/31 | &nbsp;&nbsp;&nbsp; 7562 | 6910763 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/30 | &nbsp;&nbsp;&nbsp; 3874 | 3718153 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/51 | &nbsp;&nbsp;&nbsp; 3325 | 2350971 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/27 | &nbsp;&nbsp;&nbsp; 7639 | 7591050 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/30/30 | &nbsp;&nbsp;&nbsp; 2850 | 2881613 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/32 | &nbsp;&nbsp;&nbsp; 4715 | 4739491 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/29 | &nbsp;&nbsp;&nbsp; 1705 | 1738846 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 | &nbsp;&nbsp;&nbsp; 4231 | 3763716 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/29 | &nbsp;&nbsp;&nbsp; 4920 | 5024879 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 | &nbsp;&nbsp;&nbsp; 2456 | 2233313 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/45 | &nbsp;&nbsp;&nbsp; 4908 | 4558237 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/34 | &nbsp;&nbsp;&nbsp; 6455 | 6588852 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/28 | &nbsp;&nbsp;&nbsp; 5335 | 5496005 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/30/35 | &nbsp;&nbsp;&nbsp; 3490 | 3573345 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 | &nbsp;&nbsp;&nbsp; 3215 | 3015426 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 | &nbsp;&nbsp;&nbsp; 2536 | 2468027 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/35 | &nbsp;&nbsp;&nbsp; 2905 | 3035097 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 4065 | 4295000 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 | &nbsp;&nbsp;&nbsp; 3201 | 3234279 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/43 | &nbsp;&nbsp;&nbsp; 1980 | 1999299 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/54 | &nbsp;&nbsp;&nbsp; 1630 | 1643425 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/55 | &nbsp;&nbsp;&nbsp; 1850 | 1911516 |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/15/40 | &nbsp;&nbsp;&nbsp; 5924 | 6461097 |
| &nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 1575 | 1913410 |
| &nbsp;&nbsp;&nbsp; Series A, 7.50%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1730 | 1959543 |
|  |  | 1217216514 |
| **Private Equity — 0.0%** | **Private Equity — 0.0%** | **Private Equity — 0.0%** |
| Brookfield Finance Inc., 5.81%, 03/03/55 | &nbsp;&nbsp;&nbsp; 1510 | 1499017 |
| Carlyle Group Inc. (The), 5.05%, 09/19/35 | &nbsp;&nbsp;&nbsp; 2295 | 2265472 |
| KKR & Co. Inc., 5.10%, 08/07/35 | &nbsp;&nbsp;&nbsp; 2875 | 2879399 |
|  |  | 6643888 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** | **Real Estate — 0.0%** |
| CBRE Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 | &nbsp;&nbsp;&nbsp; 2823 | 2571607 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/30 | &nbsp;&nbsp;&nbsp; 2145 | 2184906 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/33 | &nbsp;&nbsp;&nbsp; 1650 | 1671171 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/29 | &nbsp;&nbsp;&nbsp; 2070 | 2148537 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; 1835 | 1902792 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/34 | &nbsp;&nbsp;&nbsp; 3115 | 3349285 |
| Jones Lang LaSalle Inc., 6.88%, 12/01/28 | &nbsp;&nbsp;&nbsp; 1130 | 1210054 |
|  |  | 15038352 |
| **Real Estate Investment Trusts — 0.9%** | **Real Estate Investment Trusts — 0.9%** | **Real Estate Investment Trusts — 0.9%** |
| Agree LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/28 | &nbsp;&nbsp;&nbsp; 2570 | 2446458 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/15/33 | &nbsp;&nbsp;&nbsp; 1451 | 1256937 |
| &nbsp;&nbsp;&nbsp; 2.90%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1974 | 1851330 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/32 | &nbsp;&nbsp;&nbsp; 785 | 795742 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/35 | &nbsp;&nbsp;&nbsp; 1290 | 1358085 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 5.63%, 06/15/34 | &nbsp;&nbsp;&nbsp; $680 | $713269 |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/01/33 | &nbsp;&nbsp;&nbsp; 4670 | 3836839 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/18/32 | &nbsp;&nbsp;&nbsp; 4346 | 3681919 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/15/29 | &nbsp;&nbsp;&nbsp; 2347 | 2208285 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/34 | &nbsp;&nbsp;&nbsp; 3320 | 2863915 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/51 | &nbsp;&nbsp;&nbsp; 4040 | 2485096 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/31 | &nbsp;&nbsp;&nbsp; 3325 | 3116324 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 4450 | 3030042 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/27 | &nbsp;&nbsp;&nbsp; 1792 | 1786478 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | &nbsp;&nbsp;&nbsp; 2747 | 2731885 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 | &nbsp;&nbsp;&nbsp; 3322 | 2484624 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/30/29 | &nbsp;&nbsp;&nbsp; 1791 | 1796427 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/01/30 | &nbsp;&nbsp;&nbsp; 2452 | 2476900 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/35 | &nbsp;&nbsp;&nbsp; 2470 | 2393730 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 | &nbsp;&nbsp;&nbsp; 1503 | 1287811 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/30 | &nbsp;&nbsp;&nbsp; 3395 | 3451047 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/53 | &nbsp;&nbsp;&nbsp; 2275 | 2010627 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/36 | &nbsp;&nbsp;&nbsp; 1300 | 1294820 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/35 | &nbsp;&nbsp;&nbsp; 2290 | 2338959 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/54 | &nbsp;&nbsp;&nbsp; 2850 | 2679211 |
| American Assets Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | &nbsp;&nbsp;&nbsp; 2040 | 1869350 |
| &nbsp;&nbsp;&nbsp; 6.15%, 10/01/34 | &nbsp;&nbsp;&nbsp; 1100 | 1125945 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/15/31 | &nbsp;&nbsp;&nbsp; 1110 | 993178 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/15/51 | &nbsp;&nbsp;&nbsp; 2275 | 1556048 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/32 | &nbsp;&nbsp;&nbsp; 925 | 873615 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 3010 | 3017367 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/52 | &nbsp;&nbsp;&nbsp; 1050 | 845212 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/29 | &nbsp;&nbsp;&nbsp; 2126 | 2166456 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/30 | &nbsp;&nbsp;&nbsp; 1815 | 1854634 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/35 | &nbsp;&nbsp;&nbsp; 915 | 932974 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 2735 | 2836338 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/34 | &nbsp;&nbsp;&nbsp; 2200 | 2283556 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/28 | &nbsp;&nbsp;&nbsp; 3223 | 3051209 |
| &nbsp;&nbsp;&nbsp; 1.88%, 10/15/30 | &nbsp;&nbsp;&nbsp; 3971 | 3542940 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/30 | &nbsp;&nbsp;&nbsp; 4557 | 4141094 |
| &nbsp;&nbsp;&nbsp; 2.30%, 09/15/31 | &nbsp;&nbsp;&nbsp; 4325 | 3855100 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/31 | &nbsp;&nbsp;&nbsp; 4872 | 4468481 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/27 | &nbsp;&nbsp;&nbsp; 3433 | 3383563 |
| &nbsp;&nbsp;&nbsp; 2.90%, 01/15/30 | &nbsp;&nbsp;&nbsp; 3440 | 3255761 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 | &nbsp;&nbsp;&nbsp; 4140 | 2680013 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 | &nbsp;&nbsp;&nbsp; 4485 | 3011041 |
| &nbsp;&nbsp;&nbsp; 3.13%, 01/15/27 | &nbsp;&nbsp;&nbsp; 2518 | 2491143 |
| &nbsp;&nbsp;&nbsp; 3.55%, 07/15/27 | &nbsp;&nbsp;&nbsp; 4761 | 4718556 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/28 | &nbsp;&nbsp;&nbsp; 4386 | 4341274 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/15/27 | &nbsp;&nbsp;&nbsp; 3700 | 3676572 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 | &nbsp;&nbsp;&nbsp; 3111 | 2331365 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/29 | &nbsp;&nbsp;&nbsp; 7853 | 7731147 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3158 | 3133250 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/32 | &nbsp;&nbsp;&nbsp; 3700 | 3604196 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 4155 | 4251684 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/30 | &nbsp;&nbsp;&nbsp; 2905 | 2976322 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/29 | &nbsp;&nbsp;&nbsp; 3850 | 3961786 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/28 | &nbsp;&nbsp;&nbsp; 4270 | 4386746 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/35 | &nbsp;&nbsp;&nbsp; 4045 | 4169531 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/31/35 | &nbsp;&nbsp;&nbsp; 2945 | 3050144 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/15/34 | &nbsp;&nbsp;&nbsp; 3710 | 3866409 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 4180 | 4301695 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/15/33 | &nbsp;&nbsp;&nbsp; $4511 | $4737097 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/33 | &nbsp;&nbsp;&nbsp; 4105 | 4333709 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/28 | &nbsp;&nbsp;&nbsp; 4635 | 4841392 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/33 | &nbsp;&nbsp;&nbsp; 3895 | 4176880 |
| Americold Realty Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.41%, 09/12/34 | &nbsp;&nbsp;&nbsp; 1435 | 1416521 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/32 | &nbsp;&nbsp;&nbsp; 1800 | 1827149 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 12/01/28 | &nbsp;&nbsp;&nbsp; 2745 | 2587386 |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/32 | &nbsp;&nbsp;&nbsp; 3055 | 2691736 |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/01/30 | &nbsp;&nbsp;&nbsp; 3908 | 3626724 |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/15/31 | &nbsp;&nbsp;&nbsp; 3724 | 3413658 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/28 | &nbsp;&nbsp;&nbsp; 2423 | 2386343 |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/29 | &nbsp;&nbsp;&nbsp; 1998 | 1948216 |
| &nbsp;&nbsp;&nbsp; 3.35%, 05/15/27 | &nbsp;&nbsp;&nbsp; 2607 | 2585872 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/46 | &nbsp;&nbsp;&nbsp; 1325 | 1073881 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/47 | &nbsp;&nbsp;&nbsp; 1100 | 921318 |
| &nbsp;&nbsp;&nbsp; 4.35%, 12/01/30 | &nbsp;&nbsp;&nbsp; 1465 | 1472294 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/48 | &nbsp;&nbsp;&nbsp; 2015 | 1736796 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/33 | &nbsp;&nbsp;&nbsp; 1390 | 1429269 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/35 | &nbsp;&nbsp;&nbsp; 945 | 958858 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/07/33 | &nbsp;&nbsp;&nbsp; 2205 | 2305393 |
| &nbsp;&nbsp;&nbsp; 5.35%, 06/01/34 | &nbsp;&nbsp;&nbsp; 825 | 861218 |
| Boston Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 10/01/33 | &nbsp;&nbsp;&nbsp; 5525 | 4580657 |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/01/32 | &nbsp;&nbsp;&nbsp; 4715 | 4112181 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/30 | &nbsp;&nbsp;&nbsp; 3622 | 3395903 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/30/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5791 | 5428952 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/21/29 | &nbsp;&nbsp;&nbsp; 3710 | 3583863 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/28 | &nbsp;&nbsp;&nbsp; 5397 | 5422382 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3830 | 3940882 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/34 | &nbsp;&nbsp;&nbsp; 2465 | 2665780 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/27 | &nbsp;&nbsp;&nbsp; 2995 | 3135311 |
| Brixmor Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/28 | &nbsp;&nbsp;&nbsp; 1178 | 1128718 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/16/31 | &nbsp;&nbsp;&nbsp; 2665 | 2395233 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/27 | &nbsp;&nbsp;&nbsp; 1696 | 1690482 |
| &nbsp;&nbsp;&nbsp; 4.05%, 07/01/30 | &nbsp;&nbsp;&nbsp; 3852 | 3802540 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/29 | &nbsp;&nbsp;&nbsp; 3094 | 3076785 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/15/33 | &nbsp;&nbsp;&nbsp; 1255 | 1258606 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/32 | &nbsp;&nbsp;&nbsp; 130 | 133419 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/34 | &nbsp;&nbsp;&nbsp; 1775 | 1833548 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/35 | &nbsp;&nbsp;&nbsp; 763 | 803051 |
| Broadstone Net Lease LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/15/31 | &nbsp;&nbsp;&nbsp; 2152 | 1905597 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 | &nbsp;&nbsp;&nbsp; 1300 | 1303006 |
| Camden Property Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 3900 | 3687204 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/01/29 | &nbsp;&nbsp;&nbsp; 3532 | 3416206 |
| &nbsp;&nbsp;&nbsp; 3.35%, 11/01/49 | &nbsp;&nbsp;&nbsp; 2380 | 1708888 |
| &nbsp;&nbsp;&nbsp; 4.10%, 10/15/28 | &nbsp;&nbsp;&nbsp; 2377 | 2387151 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/34 | &nbsp;&nbsp;&nbsp; 1290 | 1314671 |
| COPT Defense Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2189 | 2041012 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/15/31 | &nbsp;&nbsp;&nbsp; 2295 | 2090438 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/33 | &nbsp;&nbsp;&nbsp; 1850 | 1584332 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/30 | &nbsp;&nbsp;&nbsp; 1930 | 1922745 |
| Cousins Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/30 | &nbsp;&nbsp;&nbsp; 1575 | 1613724 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/32 | &nbsp;&nbsp;&nbsp; 700 | 718030 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/34 | &nbsp;&nbsp;&nbsp; 2440 | 2549873 |

---

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Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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)** |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 04/01/31 | &nbsp;&nbsp;&nbsp; $6427 | $5664896 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 5017 | 4491264 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/15/31 | &nbsp;&nbsp;&nbsp; 2615 | 2340081 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/27 | &nbsp;&nbsp;&nbsp; 4570 | 4491866 |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 | &nbsp;&nbsp;&nbsp; 5680 | 4162661 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/15/29 | &nbsp;&nbsp;&nbsp; 2713 | 2587991 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/51 | &nbsp;&nbsp;&nbsp; 4015 | 2691131 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/01/30 | &nbsp;&nbsp;&nbsp; 4605 | 4375031 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/27 | &nbsp;&nbsp;&nbsp; 5525 | 5472760 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/28 | &nbsp;&nbsp;&nbsp; 5716 | 5656889 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/27 | &nbsp;&nbsp;&nbsp; 3115 | 3104414 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | &nbsp;&nbsp;&nbsp; 2003 | 1528090 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 | &nbsp;&nbsp;&nbsp; 2333 | 1836929 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/29 | &nbsp;&nbsp;&nbsp; 3555 | 3548760 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/47 | &nbsp;&nbsp;&nbsp; 1948 | 1703486 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/28 | &nbsp;&nbsp;&nbsp; 4070 | 4124383 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/01/29 | &nbsp;&nbsp;&nbsp; 3630 | 3687115 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | &nbsp;&nbsp;&nbsp; 5820 | 5907747 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/33 | &nbsp;&nbsp;&nbsp; 3975 | 4027029 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/01/34 | &nbsp;&nbsp;&nbsp; 4260 | 4322965 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 | &nbsp;&nbsp;&nbsp; 2148 | 1961641 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/29 | &nbsp;&nbsp;&nbsp; 4155 | 4318285 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/01/34 | &nbsp;&nbsp;&nbsp; 4000 | 4210396 |
| CubeSmart LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/31 | &nbsp;&nbsp;&nbsp; 2215 | 1959881 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/15/28 | &nbsp;&nbsp;&nbsp; 2532 | 2397124 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/32 | &nbsp;&nbsp;&nbsp; 2435 | 2157509 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/30 | &nbsp;&nbsp;&nbsp; 1490 | 1415500 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/29 | &nbsp;&nbsp;&nbsp; 1956 | 1963925 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/35 | &nbsp;&nbsp;&nbsp; 840 | 842927 |
| Digital Realty Trust LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/29 | &nbsp;&nbsp;&nbsp; 4884 | 4791305 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/27 | &nbsp;&nbsp;&nbsp; 4615 | 4587649 |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/28 | &nbsp;&nbsp;&nbsp; 2955 | 2979156 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/15/28 | &nbsp;&nbsp;&nbsp; 4642 | 4778837 |
| DOC DR LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/01/31 | &nbsp;&nbsp;&nbsp; 3153 | 2836958 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/28 | &nbsp;&nbsp;&nbsp; 2433 | 2419701 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 1606 | 1607618 |
| EPR Properties |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/31 | &nbsp;&nbsp;&nbsp; 75 | 69767 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | &nbsp;&nbsp;&nbsp; 1900 | 1840028 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/27 | &nbsp;&nbsp;&nbsp; 1500 | 1500269 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/15/26 | &nbsp;&nbsp;&nbsp; 1500 | 1503529 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | &nbsp;&nbsp;&nbsp; 1325 | 1319972 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/28 | &nbsp;&nbsp;&nbsp; 1000 | 1008258 |
| Equinix Europe 2 Financing Corp. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 11/15/30 | &nbsp;&nbsp;&nbsp; 3300 | 3322138 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 | &nbsp;&nbsp;&nbsp; 2700 | 2810789 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 03/15/28 | &nbsp;&nbsp;&nbsp; 2708 | 2559355 |
| &nbsp;&nbsp;&nbsp; 1.80%, 07/15/27 | &nbsp;&nbsp;&nbsp; 3203 | 3087405 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/15/28 | &nbsp;&nbsp;&nbsp; 2658 | 2533714 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/15/30 | &nbsp;&nbsp;&nbsp; 3440 | 3124292 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/31 | &nbsp;&nbsp;&nbsp; 3555 | 3221627 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/51 | &nbsp;&nbsp;&nbsp; 2755 | 1767987 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 | &nbsp;&nbsp;&nbsp; 2619 | 1708280 |
| &nbsp;&nbsp;&nbsp; 3.20%, 11/18/29 | &nbsp;&nbsp;&nbsp; 6677 | 6412887 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 | &nbsp;&nbsp;&nbsp; 2615 | 1823405 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/32 | &nbsp;&nbsp;&nbsp; 3990 | 3846500 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 08/01/31 | &nbsp;&nbsp;&nbsp; $1815 | $1600461 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; 3148 | 2957756 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 3093 | 2982426 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/27 | &nbsp;&nbsp;&nbsp; 2289 | 2264101 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 3133 | 3101762 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/47 | &nbsp;&nbsp;&nbsp; 1501 | 1224543 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/28 | &nbsp;&nbsp;&nbsp; 2605 | 2617995 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 | &nbsp;&nbsp;&nbsp; 1820 | 1625279 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/45 | &nbsp;&nbsp;&nbsp; 2050 | 1822198 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/34 | &nbsp;&nbsp;&nbsp; 1410 | 1406096 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/32 | &nbsp;&nbsp;&nbsp; 2995 | 3075759 |
| Essential Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 07/15/31 | &nbsp;&nbsp;&nbsp; 2237 | 2044452 |
| &nbsp;&nbsp;&nbsp; 5.40%, 12/01/35 | &nbsp;&nbsp;&nbsp; 1390 | 1397229 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2080 | 1817074 |
| &nbsp;&nbsp;&nbsp; 1.70%, 03/01/28 | &nbsp;&nbsp;&nbsp; 2050 | 1944119 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/15/31 | &nbsp;&nbsp;&nbsp; 1600 | 1452671 |
| &nbsp;&nbsp;&nbsp; 2.65%, 03/15/32 | &nbsp;&nbsp;&nbsp; 3028 | 2712674 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/01/50 | &nbsp;&nbsp;&nbsp; 1370 | 841450 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 3210 | 3053621 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/27 | &nbsp;&nbsp;&nbsp; 2120 | 2109148 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 3326 | 3307726 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/48 | &nbsp;&nbsp;&nbsp; 2135 | 1846190 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/35 | &nbsp;&nbsp;&nbsp; 785 | 815719 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/34 | &nbsp;&nbsp;&nbsp; 2030 | 2118689 |
| Extra Space Storage LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.20%, 10/15/30 | &nbsp;&nbsp;&nbsp; 2746 | 2481962 |
| &nbsp;&nbsp;&nbsp; 2.35%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2270 | 1985082 |
| &nbsp;&nbsp;&nbsp; 2.40%, 10/15/31 | &nbsp;&nbsp;&nbsp; 3060 | 2720063 |
| &nbsp;&nbsp;&nbsp; 2.55%, 06/01/31 | &nbsp;&nbsp;&nbsp; 3705 | 3358320 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/15/27 | &nbsp;&nbsp;&nbsp; 3691 | 3675442 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/29 | &nbsp;&nbsp;&nbsp; 1220 | 1206566 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/29 | &nbsp;&nbsp;&nbsp; 2503 | 2487776 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | &nbsp;&nbsp;&nbsp; 805 | 814525 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1300 | 1333975 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/01/34 | &nbsp;&nbsp;&nbsp; 2895 | 2981861 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/35 | &nbsp;&nbsp;&nbsp; 2230 | 2295620 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 3830 | 4004415 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/28 | &nbsp;&nbsp;&nbsp; 2715 | 2805920 |
| &nbsp;&nbsp;&nbsp; 5.90%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1330 | 1414972 |
| Federal Realty OP LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/15/29 | &nbsp;&nbsp;&nbsp; 2493 | 2407066 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/15/27 | &nbsp;&nbsp;&nbsp; 2719 | 2687562 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 1001 | 967431 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/44 | &nbsp;&nbsp;&nbsp; 2096 | 1854469 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/28 | &nbsp;&nbsp;&nbsp; 1995 | 2048026 |
| First Industrial LP, 5.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1380 | 1417835 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 3725 | 3369030 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 4048 | 3922928 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 3992 | 3826272 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/33 | &nbsp;&nbsp;&nbsp; 2275 | 2284684 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/29 | &nbsp;&nbsp;&nbsp; 4590 | 4676448 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/15/34 | &nbsp;&nbsp;&nbsp; 3630 | 3678177 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/28 | &nbsp;&nbsp;&nbsp; 3149 | 3235241 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/37 | &nbsp;&nbsp;&nbsp; 1615 | 1613276 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2715 | 2702266 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/01/33 | &nbsp;&nbsp;&nbsp; 1900 | 2059190 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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)** |
| Healthcare Realty Holdings LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/15/31 | &nbsp;&nbsp;&nbsp; $2773 | $2434506 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/30 | &nbsp;&nbsp;&nbsp; 2480 | 2350348 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/01/27 | &nbsp;&nbsp;&nbsp; 2943 | 2919714 |
| Healthpeak OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 02/01/27 | &nbsp;&nbsp;&nbsp; 3275 | 3170005 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/28 | &nbsp;&nbsp;&nbsp; 3215 | 3026825 |
| &nbsp;&nbsp;&nbsp; 2.88%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2273 | 2107553 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 4289 | 4070829 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/29 | &nbsp;&nbsp;&nbsp; 2666 | 2595274 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | &nbsp;&nbsp;&nbsp; 1200 | 1198208 |
| &nbsp;&nbsp;&nbsp; 5.25%, 12/15/32 | &nbsp;&nbsp;&nbsp; 3385 | 3494002 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/15/35 | &nbsp;&nbsp;&nbsp; 810 | 832361 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/41 | &nbsp;&nbsp;&nbsp; 2000 | 2224811 |
| Highwoods Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/01/31 | &nbsp;&nbsp;&nbsp; 841 | 751579 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 1802 | 1682232 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/27 | &nbsp;&nbsp;&nbsp; 1470 | 1458120 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 1608 | 1592207 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/29 | &nbsp;&nbsp;&nbsp; 1610 | 1585883 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/33 | &nbsp;&nbsp;&nbsp; 650 | 652713 |
| &nbsp;&nbsp;&nbsp; 7.65%, 02/01/34 | &nbsp;&nbsp;&nbsp; 535 | 610944 |
| Host Hotels & Resorts LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/35 | &nbsp;&nbsp;&nbsp; 2505 | 2548383 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/32 | &nbsp;&nbsp;&nbsp; 1540 | 1606279 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/01/34 | &nbsp;&nbsp;&nbsp; 2575 | 2664618 |
| &nbsp;&nbsp;&nbsp; Series H, 3.38%, 12/15/29 | &nbsp;&nbsp;&nbsp; 3569 | 3418503 |
| &nbsp;&nbsp;&nbsp; Series I, 3.50%, 09/15/30 | &nbsp;&nbsp;&nbsp; 2220 | 2112226 |
| &nbsp;&nbsp;&nbsp; Series J, 2.90%, 12/15/31 | &nbsp;&nbsp;&nbsp; 2285 | 2055417 |
| Invitation Homes Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/31 | &nbsp;&nbsp;&nbsp; 2753 | 2400060 |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/28 | &nbsp;&nbsp;&nbsp; 3160 | 3004308 |
| &nbsp;&nbsp;&nbsp; 2.70%, 01/15/34 | &nbsp;&nbsp;&nbsp; 2300 | 1969749 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32 | &nbsp;&nbsp;&nbsp; 2660 | 2582224 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/01/35 | &nbsp;&nbsp;&nbsp; 915 | 908848 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/33 | &nbsp;&nbsp;&nbsp; 1855 | 1878069 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2335 | 2432458 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/33 | &nbsp;&nbsp;&nbsp; 1650 | 1718060 |
| Kilroy Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/32 | &nbsp;&nbsp;&nbsp; 3488 | 2924338 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/15/33 | &nbsp;&nbsp;&nbsp; 3235 | 2665221 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 2414 | 2238760 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/29 | &nbsp;&nbsp;&nbsp; 2493 | 2449265 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/15/28 | &nbsp;&nbsp;&nbsp; 2804 | 2815253 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/15/35 | &nbsp;&nbsp;&nbsp; 180 | 182661 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/36 | &nbsp;&nbsp;&nbsp; 1060 | 1102173 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/01/28 | &nbsp;&nbsp;&nbsp; 1683 | 1606299 |
| &nbsp;&nbsp;&nbsp; 2.25%, 12/01/31 | &nbsp;&nbsp;&nbsp; 1316 | 1169671 |
| &nbsp;&nbsp;&nbsp; 2.70%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1875 | 1749955 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/32 | &nbsp;&nbsp;&nbsp; 586 | 546801 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 | &nbsp;&nbsp;&nbsp; 1227 | 927044 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/27 | &nbsp;&nbsp;&nbsp; 3159 | 3153336 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/46 | &nbsp;&nbsp;&nbsp; 1671 | 1392526 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/45 | &nbsp;&nbsp;&nbsp; 1997 | 1703949 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/47 | &nbsp;&nbsp;&nbsp; 2525 | 2186653 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/01/33 | &nbsp;&nbsp;&nbsp; 3065 | 3070948 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/35 | &nbsp;&nbsp;&nbsp; 1540 | 1541745 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/36 | &nbsp;&nbsp;&nbsp; 1725 | 1777179 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/01/34 | &nbsp;&nbsp;&nbsp; 2712 | 3009712 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| Kite Realty Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/15/31 | &nbsp;&nbsp;&nbsp; $1240 | $1260897 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | &nbsp;&nbsp;&nbsp; 650 | 665519 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/34 | &nbsp;&nbsp;&nbsp; 350 | 362996 |
| Kite Realty Group Trust, 4.75%, 09/15/30 | &nbsp;&nbsp;&nbsp; 2425 | 2449020 |
| &nbsp;&nbsp;&nbsp; Ladder Capital Finance Holdings LLLP/Ladder <br> Capital Finance Corp., 5.50%, 08/01/30<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 280 | 286379 |
| Lineage OP LP, 5.25%, 07/15/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 555 | 563578 |
| LXP Industrial Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 10/01/31 | &nbsp;&nbsp;&nbsp; 675 | 591137 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/30 | &nbsp;&nbsp;&nbsp; 968 | 890064 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/15/28 | &nbsp;&nbsp;&nbsp; 357 | 379570 |
| Mid-America Apartments LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/15/31 | &nbsp;&nbsp;&nbsp; 2896 | 2546722 |
| &nbsp;&nbsp;&nbsp; 2.75%, 03/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1705 | 1616072 |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/15/51 | &nbsp;&nbsp;&nbsp; 1620 | 1033966 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/01/27 | &nbsp;&nbsp;&nbsp; 3730 | 3712732 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3140 | 3127380 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/28 | &nbsp;&nbsp;&nbsp; 2153 | 2161942 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/33 | &nbsp;&nbsp;&nbsp; 1325 | 1330095 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/01/35 | &nbsp;&nbsp;&nbsp; 660 | 669266 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | &nbsp;&nbsp;&nbsp; 1070 | 1087460 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/32 | &nbsp;&nbsp;&nbsp; 1535 | 1605141 |
| National Health Investors Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/31 | &nbsp;&nbsp;&nbsp; 2328 | 2114610 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/01/33 | &nbsp;&nbsp;&nbsp; 980 | 976141 |
| NNN REIT Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 2577 | 2398598 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/52 | &nbsp;&nbsp;&nbsp; 2148 | 1366337 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/50 | &nbsp;&nbsp;&nbsp; 1972 | 1298256 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/27 | &nbsp;&nbsp;&nbsp; 2390 | 2367089 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/51 | &nbsp;&nbsp;&nbsp; 2427 | 1724574 |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/15/26 | &nbsp;&nbsp;&nbsp; 2437 | 2423735 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/28 | &nbsp;&nbsp;&nbsp; 1940 | 1950555 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/31 | &nbsp;&nbsp;&nbsp; 1880 | 1895737 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/48 | &nbsp;&nbsp;&nbsp; 1475 | 1314479 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/34 | &nbsp;&nbsp;&nbsp; 2030 | 2116961 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/33 | &nbsp;&nbsp;&nbsp; 2105 | 2211928 |
| Omega Healthcare Investors Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2978 | 2654224 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/31 | &nbsp;&nbsp;&nbsp; 3409 | 3185773 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/29 | &nbsp;&nbsp;&nbsp; 3327 | 3211328 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 3570 | 3581957 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/28 | &nbsp;&nbsp;&nbsp; 3192 | 3218975 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/01/30 | &nbsp;&nbsp;&nbsp; 1470 | 1498818 |
| &nbsp;&nbsp;&nbsp; Phillips Edison Grocery Center Operating <br> Partnership I LP<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 11/15/31 | &nbsp;&nbsp;&nbsp; 2480 | 2229696 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1030 | 1022613 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/32 | &nbsp;&nbsp;&nbsp; 1110 | 1138100 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/34 | &nbsp;&nbsp;&nbsp; 1430 | 1502975 |
| Piedmont Operating Partnership LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/32 | &nbsp;&nbsp;&nbsp; 755 | 646882 |
| &nbsp;&nbsp;&nbsp; 3.15%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2088 | 1913367 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/15/33 | &nbsp;&nbsp;&nbsp; 1150 | 1158822 |
| &nbsp;&nbsp;&nbsp; 6.88%, 07/15/29 | &nbsp;&nbsp;&nbsp; 200 | 212740 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 10/15/30 | &nbsp;&nbsp;&nbsp; 3418 | 2996160 |
| &nbsp;&nbsp;&nbsp; 1.63%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2174 | 1906345 |
| &nbsp;&nbsp;&nbsp; 1.75%, 07/01/30 | &nbsp;&nbsp;&nbsp; 1837 | 1654372 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/31 | &nbsp;&nbsp;&nbsp; 2535 | 2244403 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 2.13%, 04/15/27 | &nbsp;&nbsp;&nbsp; $2936 | $2867457 |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 | &nbsp;&nbsp;&nbsp; 2877 | 1583454 |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/15/30 | &nbsp;&nbsp;&nbsp; 4032 | 3743247 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 2807 | 2486894 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | &nbsp;&nbsp;&nbsp; 2050 | 1961607 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | &nbsp;&nbsp;&nbsp; 3563 | 2387823 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | &nbsp;&nbsp;&nbsp; 1603 | 1087284 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/27 | &nbsp;&nbsp;&nbsp; 2320 | 2298156 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/28 | &nbsp;&nbsp;&nbsp; 2192 | 2189678 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/28 | &nbsp;&nbsp;&nbsp; 2331 | 2335616 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/29 | &nbsp;&nbsp;&nbsp; 1781 | 1798422 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/48 | &nbsp;&nbsp;&nbsp; 1200 | 1025800 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 | &nbsp;&nbsp;&nbsp; 2980 | 3018805 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2755 | 2821135 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/33 | &nbsp;&nbsp;&nbsp; 2708 | 2749507 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 3475 | 3557352 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/34 | &nbsp;&nbsp;&nbsp; 2899 | 2967706 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/31/35 | &nbsp;&nbsp;&nbsp; 2920 | 2973431 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/34 | &nbsp;&nbsp;&nbsp; 3180 | 3281346 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 3330 | 3454730 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 | &nbsp;&nbsp;&nbsp; 4130 | 3985440 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 | &nbsp;&nbsp;&nbsp; 4075 | 3930782 |
| Public Storage Operating Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 05/01/28 | &nbsp;&nbsp;&nbsp; 3190 | 3041319 |
| &nbsp;&nbsp;&nbsp; 1.95%, 11/09/28 | &nbsp;&nbsp;&nbsp; 2970 | 2813168 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/09/31 | &nbsp;&nbsp;&nbsp; 2800 | 2501043 |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/01/31 | &nbsp;&nbsp;&nbsp; 2980 | 2699770 |
| &nbsp;&nbsp;&nbsp; 3.09%, 09/15/27 | &nbsp;&nbsp;&nbsp; 2380 | 2348551 |
| &nbsp;&nbsp;&nbsp; 3.39%, 05/01/29 | &nbsp;&nbsp;&nbsp; 2726 | 2674465 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/01/30 | &nbsp;&nbsp;&nbsp; 2150 | 2173701 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/35 | &nbsp;&nbsp;&nbsp; 1700 | 1735266 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/33 | &nbsp;&nbsp;&nbsp; 1070 | 1115961 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2631 | 2721410 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/53 | &nbsp;&nbsp;&nbsp; 3899 | 3828477 |
| Rayonier LP, 2.75%, 05/17/31 | &nbsp;&nbsp;&nbsp; 2642 | 2391504 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 03/15/33 | &nbsp;&nbsp;&nbsp; 2098 | 1749787 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/15/28 | &nbsp;&nbsp;&nbsp; 2476 | 2374486 |
| &nbsp;&nbsp;&nbsp; 2.20%, 06/15/28 | &nbsp;&nbsp;&nbsp; 2030 | 1945456 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/32 | &nbsp;&nbsp;&nbsp; 1735 | 1570455 |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/32 | &nbsp;&nbsp;&nbsp; 2136 | 1920891 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/27 | &nbsp;&nbsp;&nbsp; 3419 | 3382407 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2959 | 2848603 |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/31 | &nbsp;&nbsp;&nbsp; 1630 | 1546705 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/29 | &nbsp;&nbsp;&nbsp; 1922 | 1870281 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/31 | &nbsp;&nbsp;&nbsp; 5259 | 5011781 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/28 | &nbsp;&nbsp;&nbsp; 3015 | 2982194 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/30 | &nbsp;&nbsp;&nbsp; 2405 | 2340984 |
| &nbsp;&nbsp;&nbsp; 3.65%, 01/15/28 | &nbsp;&nbsp;&nbsp; 2839 | 2822810 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/27 | &nbsp;&nbsp;&nbsp; 3461 | 3460376 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/01/29 | &nbsp;&nbsp;&nbsp; 1500 | 1495403 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/29 | &nbsp;&nbsp;&nbsp; 2382 | 2375602 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/33 | &nbsp;&nbsp;&nbsp; 1710 | 1699890 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/47 | &nbsp;&nbsp;&nbsp; 3454 | 3100181 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/28 | &nbsp;&nbsp;&nbsp; 2810 | 2863657 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/29 | &nbsp;&nbsp;&nbsp; 2515 | 2567236 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/30 | &nbsp;&nbsp;&nbsp; 1920 | 1976425 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/33 | &nbsp;&nbsp;&nbsp; 3505 | 3566429 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/34 | &nbsp;&nbsp;&nbsp; 3055 | 3153150 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/35 | &nbsp;&nbsp;&nbsp; 1625 | 1662951 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/54 | &nbsp;&nbsp;&nbsp; 1045 | 1023099 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/13/32 | &nbsp;&nbsp;&nbsp; $3250 | $3461092 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 2300 | 2205377 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/01/27 | &nbsp;&nbsp;&nbsp; 1556 | 1547198 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/15/30 | &nbsp;&nbsp;&nbsp; 1733 | 1700079 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/28 | &nbsp;&nbsp;&nbsp; 1911 | 1914001 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 | &nbsp;&nbsp;&nbsp; 1923 | 1662610 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/49 | &nbsp;&nbsp;&nbsp; 1886 | 1667565 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/32 | &nbsp;&nbsp;&nbsp; 1450 | 1491326 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/35 | &nbsp;&nbsp;&nbsp; 765 | 779253 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/34 | &nbsp;&nbsp;&nbsp; 1030 | 1067279 |
| Rexford Industrial Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/01/30 | &nbsp;&nbsp;&nbsp; 2288 | 2051355 |
| &nbsp;&nbsp;&nbsp; 2.15%, 09/01/31 | &nbsp;&nbsp;&nbsp; 2255 | 1983029 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/28 | &nbsp;&nbsp;&nbsp; 1640 | 1668321 |
| Sabra Health Care LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/31 | &nbsp;&nbsp;&nbsp; 4027 | 3685040 |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/29 | &nbsp;&nbsp;&nbsp; 2488 | 2431695 |
| Safehold GL Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2575 | 2372794 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/32 | &nbsp;&nbsp;&nbsp; 1115 | 999046 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1410 | 1451543 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/34 | &nbsp;&nbsp;&nbsp; 1175 | 1250062 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 01/15/27 | &nbsp;&nbsp;&nbsp; 3374 | 3278229 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/01/28 | &nbsp;&nbsp;&nbsp; 3615 | 3456092 |
| &nbsp;&nbsp;&nbsp; 2.20%, 02/01/31 | &nbsp;&nbsp;&nbsp; 3374 | 3052190 |
| &nbsp;&nbsp;&nbsp; 2.25%, 01/15/32 | &nbsp;&nbsp;&nbsp; 3610 | 3186551 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/13/29 | &nbsp;&nbsp;&nbsp; 6608 | 6244514 |
| &nbsp;&nbsp;&nbsp; 2.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 3058 | 2870265 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/01/32 | &nbsp;&nbsp;&nbsp; 2825 | 2551205 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/13/49<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5893 | 4124974 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/27 | &nbsp;&nbsp;&nbsp; 3712 | 3684372 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/27 | &nbsp;&nbsp;&nbsp; 4488 | 4442578 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/50 | &nbsp;&nbsp;&nbsp; 3295 | 2511720 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/44 | &nbsp;&nbsp;&nbsp; 1860 | 1591901 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 | &nbsp;&nbsp;&nbsp; 2437 | 2056786 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1770 | 1783446 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/26/34 | &nbsp;&nbsp;&nbsp; 3205 | 3208874 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | &nbsp;&nbsp;&nbsp; 2601 | 2419647 |
| &nbsp;&nbsp;&nbsp; 5.13%, 10/01/35 | &nbsp;&nbsp;&nbsp; 2875 | 2934506 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/08/33 | &nbsp;&nbsp;&nbsp; 2950 | 3122630 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/08/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3055 | 3153537 |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/34 | &nbsp;&nbsp;&nbsp; 1395 | 1538165 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/54 | &nbsp;&nbsp;&nbsp; 2284 | 2587712 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/40 | &nbsp;&nbsp;&nbsp; 2758 | 3194447 |
| Store Capital LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/01/31 | &nbsp;&nbsp;&nbsp; 2090 | 1848755 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/18/30 | &nbsp;&nbsp;&nbsp; 1444 | 1317000 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 2147 | 2151918 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/29 | &nbsp;&nbsp;&nbsp; 1936 | 1930110 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/30/30<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1035 | 1056337 |
| Sun Communities Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/01/28 | &nbsp;&nbsp;&nbsp; 2133 | 2028457 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/31 | &nbsp;&nbsp;&nbsp; 3462 | 3160074 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/32 | &nbsp;&nbsp;&nbsp; 2390 | 2335813 |
| Tanger Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/31 | &nbsp;&nbsp;&nbsp; 2010 | 1821202 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/15/27 | &nbsp;&nbsp;&nbsp; 2081 | 2067158 |
| UDR Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 03/15/33 | &nbsp;&nbsp;&nbsp; 1685 | 1396929 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 2.10%, 08/01/32 | &nbsp;&nbsp;&nbsp; $2015 | $1730813 |
| &nbsp;&nbsp;&nbsp; 2.10%, 06/15/33 | &nbsp;&nbsp;&nbsp; 1120 | 937914 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/31 | &nbsp;&nbsp;&nbsp; 2668 | 2477708 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/01/34 | &nbsp;&nbsp;&nbsp; 1473 | 1287048 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/15/30 | &nbsp;&nbsp;&nbsp; 4178 | 4015210 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 | &nbsp;&nbsp;&nbsp; 1868 | 1849106 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/28 | &nbsp;&nbsp;&nbsp; 2270 | 2241287 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/26/29 | &nbsp;&nbsp;&nbsp; 2045 | 2060878 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/01/34 | &nbsp;&nbsp;&nbsp; 1270 | 1294978 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/31 | &nbsp;&nbsp;&nbsp; 3080 | 2775734 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/30 | &nbsp;&nbsp;&nbsp; 3160 | 3009370 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/27 | &nbsp;&nbsp;&nbsp; 1880 | 1873763 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/28 | &nbsp;&nbsp;&nbsp; 2268 | 2262341 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/45 | &nbsp;&nbsp;&nbsp; 1218 | 1033743 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2784 | 2799575 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/30 | &nbsp;&nbsp;&nbsp; 1325 | 1346089 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/49 | &nbsp;&nbsp;&nbsp; 1887 | 1674324 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/35 | &nbsp;&nbsp;&nbsp; 1810 | 1817438 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | &nbsp;&nbsp;&nbsp; 2930 | 3011731 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/01/34 | &nbsp;&nbsp;&nbsp; 1745 | 1827630 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/30/43 | &nbsp;&nbsp;&nbsp; 1820 | 1828540 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 6325 | 6391062 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/28 | &nbsp;&nbsp;&nbsp; 465 | 470333 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/15/30 | &nbsp;&nbsp;&nbsp; 4900 | 4960873 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/31 | &nbsp;&nbsp;&nbsp; 2085 | 2119653 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 6790 | 6849172 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/35 | &nbsp;&nbsp;&nbsp; 2935 | 3003652 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/52 | &nbsp;&nbsp;&nbsp; 3718 | 3493627 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/34 | &nbsp;&nbsp;&nbsp; 1670 | 1733293 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/54 | &nbsp;&nbsp;&nbsp; 2670 | 2671694 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 01/15/29 | &nbsp;&nbsp;&nbsp; 2543 | 2395958 |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/15/27 | &nbsp;&nbsp;&nbsp; 3674 | 3623090 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2021 | 1886048 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/15/32 | &nbsp;&nbsp;&nbsp; 2535 | 2312387 |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/31 | &nbsp;&nbsp;&nbsp; 3925 | 3646561 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/15/30 | &nbsp;&nbsp;&nbsp; 3930 | 3780254 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/32 | &nbsp;&nbsp;&nbsp; 2260 | 2188861 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/29 | &nbsp;&nbsp;&nbsp; 2861 | 2868076 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/28 | &nbsp;&nbsp;&nbsp; 4453 | 4487525 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 3650 | 3696841 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 | &nbsp;&nbsp;&nbsp; 2375 | 2245572 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/35 | &nbsp;&nbsp;&nbsp; 4120 | 4236256 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/41 | &nbsp;&nbsp;&nbsp; 2497 | 2802704 |
| Weyerhaeuser Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/09/33 | &nbsp;&nbsp;&nbsp; 1360 | 1247460 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/29 | &nbsp;&nbsp;&nbsp; 3814 | 3781459 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3920 | 3875835 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/09/52 | &nbsp;&nbsp;&nbsp; 2354 | 1837148 |
| &nbsp;&nbsp;&nbsp; 6.95%, 10/01/27 | &nbsp;&nbsp;&nbsp; 3029 | 3186782 |
| &nbsp;&nbsp;&nbsp; 7.38%, 03/15/32 | &nbsp;&nbsp;&nbsp; 2933 | 3348090 |
| WP Carey Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 04/01/33 | &nbsp;&nbsp;&nbsp; 1935 | 1636665 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/01/31 | &nbsp;&nbsp;&nbsp; 2903 | 2614228 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/01/32 | &nbsp;&nbsp;&nbsp; 2250 | 1987941 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/29 | &nbsp;&nbsp;&nbsp; 2671 | 2637312 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 1300 | 1313362 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/30/34 | &nbsp;&nbsp;&nbsp; 1715 | 1777516 |
|  |  | 1206313081 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail — 0.6%** | **Retail — 0.6%** | **Retail — 0.6%** |
| AutoNation Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 08/01/28 | &nbsp;&nbsp;&nbsp; $1467 | $1380624 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/01/31 | &nbsp;&nbsp;&nbsp; 2230 | 1966288 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/27 | &nbsp;&nbsp;&nbsp; 2177 | 2158467 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/01/32 | &nbsp;&nbsp;&nbsp; 3120 | 2936377 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/29 | &nbsp;&nbsp;&nbsp; 1325 | 1328839 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 2308 | 2333015 |
| &nbsp;&nbsp;&nbsp; 5.89%, 03/15/35 | &nbsp;&nbsp;&nbsp; 675 | 703951 |
| AutoZone Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 01/15/31 | &nbsp;&nbsp;&nbsp; 1901 | 1665784 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/27 | &nbsp;&nbsp;&nbsp; 3819 | 3801988 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/18/29 | &nbsp;&nbsp;&nbsp; 2330 | 2299389 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3795 | 3764473 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/28 | &nbsp;&nbsp;&nbsp; 2720 | 2751010 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/32 | &nbsp;&nbsp;&nbsp; 3670 | 3713274 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/33 | &nbsp;&nbsp;&nbsp; 2645 | 2660545 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/29 | &nbsp;&nbsp;&nbsp; 2465 | 2540214 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/30 | &nbsp;&nbsp;&nbsp; 850 | 879897 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/01/33 | &nbsp;&nbsp;&nbsp; 1315 | 1354771 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2815 | 2932828 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/28 | &nbsp;&nbsp;&nbsp; 2565 | 2719420 |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/01/33 | &nbsp;&nbsp;&nbsp; 2085 | 2330318 |
| Best Buy Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 10/01/30 | &nbsp;&nbsp;&nbsp; 3899 | 3496436 |
| &nbsp;&nbsp;&nbsp; 4.45%, 10/01/28 | &nbsp;&nbsp;&nbsp; 3244 | 3278526 |
| Costco Wholesale Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 06/20/27 | &nbsp;&nbsp;&nbsp; 6391 | 6180087 |
| &nbsp;&nbsp;&nbsp; 1.60%, 04/20/30 | &nbsp;&nbsp;&nbsp; 8239 | 7478632 |
| &nbsp;&nbsp;&nbsp; 1.75%, 04/20/32 | &nbsp;&nbsp;&nbsp; 4370 | 3801132 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/27 | &nbsp;&nbsp;&nbsp; 5237 | 5196432 |
| Darden Restaurants Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/27 | &nbsp;&nbsp;&nbsp; 3164 | 3152279 |
| &nbsp;&nbsp;&nbsp; 4.35%, 10/15/27 | &nbsp;&nbsp;&nbsp; 2090 | 2099802 |
| &nbsp;&nbsp;&nbsp; 4.55%, 10/15/29 | &nbsp;&nbsp;&nbsp; 2890 | 2917326 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/48 | &nbsp;&nbsp;&nbsp; 2805 | 2349139 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/10/33 | &nbsp;&nbsp;&nbsp; 1420 | 1545288 |
| Dick's Sporting Goods Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3650 | 3360049 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 1160 | 1139821 |
| &nbsp;&nbsp;&nbsp; 4.10%, 01/15/52 | &nbsp;&nbsp;&nbsp; 4920 | 3647169 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/03/30 | &nbsp;&nbsp;&nbsp; 3538 | 3421454 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/01/28 | &nbsp;&nbsp;&nbsp; 2477 | 2476210 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 | &nbsp;&nbsp;&nbsp; 3170 | 2521265 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/01/27 | &nbsp;&nbsp;&nbsp; 2782 | 2804879 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/32 | &nbsp;&nbsp;&nbsp; 3855 | 3908458 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/05/28 | &nbsp;&nbsp;&nbsp; 1885 | 1931347 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/05/33 | &nbsp;&nbsp;&nbsp; 2395 | 2486323 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1501 | 1440009 |
| Dollar Tree Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/01/31 | &nbsp;&nbsp;&nbsp; 3885 | 3490312 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/51 | &nbsp;&nbsp;&nbsp; 3400 | 2328397 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/28 | &nbsp;&nbsp;&nbsp; 6418 | 6411964 |
| Ferguson Enterprises Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/15/31 | &nbsp;&nbsp;&nbsp; 2920 | 2916915 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/03/34 | &nbsp;&nbsp;&nbsp; 390 | 395415 |
| Genuine Parts Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/01/30 | &nbsp;&nbsp;&nbsp; 3220 | 2827129 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/01/32 | &nbsp;&nbsp;&nbsp; 1580 | 1400748 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/29 | &nbsp;&nbsp;&nbsp; 3975 | 4036277 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/28 | &nbsp;&nbsp;&nbsp; 2735 | 2894896 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $1630 | $1820189 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 0.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; 2787 | 2620794 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/31 | &nbsp;&nbsp;&nbsp; 6685 | 5811138 |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/28 | &nbsp;&nbsp;&nbsp; 3170 | 2981149 |
| &nbsp;&nbsp;&nbsp; 1.88%, 09/15/31 | &nbsp;&nbsp;&nbsp; 4080 | 3600339 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | &nbsp;&nbsp;&nbsp; 6135 | 3590065 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/15/27 | &nbsp;&nbsp;&nbsp; 3834 | 3768251 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | &nbsp;&nbsp;&nbsp; 7371 | 6985919 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 | &nbsp;&nbsp;&nbsp; 4710 | 2966897 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/14/27 | &nbsp;&nbsp;&nbsp; 4904 | 4822456 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/15/27 | &nbsp;&nbsp;&nbsp; 3845 | 3798978 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/15/29 | &nbsp;&nbsp;&nbsp; 6176 | 5981392 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | &nbsp;&nbsp;&nbsp; 6994 | 4860933 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/15/32 | &nbsp;&nbsp;&nbsp; 6265 | 5906206 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | &nbsp;&nbsp;&nbsp; 5307 | 4392677 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | &nbsp;&nbsp;&nbsp; 6821 | 4923723 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | &nbsp;&nbsp;&nbsp; 4395 | 3133553 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 | &nbsp;&nbsp;&nbsp; 7425 | 5536372 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/28 | &nbsp;&nbsp;&nbsp; 1605 | 1604198 |
| &nbsp;&nbsp;&nbsp; 3.90%, 12/06/28 | &nbsp;&nbsp;&nbsp; 6373 | 6391000 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | &nbsp;&nbsp;&nbsp; 5581 | 4504262 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1680 | 1674626 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | &nbsp;&nbsp;&nbsp; 5004 | 4396546 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | &nbsp;&nbsp;&nbsp; 7630 | 6571102 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | &nbsp;&nbsp;&nbsp; 4777 | 4226908 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | &nbsp;&nbsp;&nbsp; 2730 | 2777716 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | &nbsp;&nbsp;&nbsp; 7243 | 6358227 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/15/35 | &nbsp;&nbsp;&nbsp; 2955 | 2953758 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/25/29 | &nbsp;&nbsp;&nbsp; 4525 | 4642461 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/25/31 | &nbsp;&nbsp;&nbsp; 5080 | 5262537 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/25/27 | &nbsp;&nbsp;&nbsp; 4590 | 4666978 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | &nbsp;&nbsp;&nbsp; 5000 | 4735500 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/29 | &nbsp;&nbsp;&nbsp; 3190 | 3284103 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/25/34 | &nbsp;&nbsp;&nbsp; 6210 | 6392764 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 4200 | 3911270 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/25/54 | &nbsp;&nbsp;&nbsp; 2865 | 2796564 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2788 | 2897404 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64 | &nbsp;&nbsp;&nbsp; 2188 | 2139029 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | &nbsp;&nbsp;&nbsp; 13750 | 15025337 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | &nbsp;&nbsp;&nbsp; 4595 | 4964473 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 04/15/28 | &nbsp;&nbsp;&nbsp; 4702 | 4419063 |
| &nbsp;&nbsp;&nbsp; 1.70%, 09/15/28 | &nbsp;&nbsp;&nbsp; 4673 | 4389354 |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/15/30 | &nbsp;&nbsp;&nbsp; 5333 | 4734126 |
| &nbsp;&nbsp;&nbsp; 2.63%, 04/01/31 | &nbsp;&nbsp;&nbsp; 7687 | 7059381 |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/41 | &nbsp;&nbsp;&nbsp; 4721 | 3427123 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 | &nbsp;&nbsp;&nbsp; 7843 | 5067989 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/03/27 | &nbsp;&nbsp;&nbsp; 6491 | 6409517 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/01/27 | &nbsp;&nbsp;&nbsp; 3188 | 3161628 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; 2347 | 1665354 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/05/29 | &nbsp;&nbsp;&nbsp; 6443 | 6350997 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 | &nbsp;&nbsp;&nbsp; 6126 | 4691980 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/32 | &nbsp;&nbsp;&nbsp; 6480 | 6225607 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 | &nbsp;&nbsp;&nbsp; 6849 | 5498455 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 | &nbsp;&nbsp;&nbsp; 6310 | 5054588 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 2130 | 1809890 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 | &nbsp;&nbsp;&nbsp; 4550 | 3625741 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/30 | &nbsp;&nbsp;&nbsp; 5494 | 5565682 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/05/49 | &nbsp;&nbsp;&nbsp; 2923 | 2496046 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/15/42 | &nbsp;&nbsp;&nbsp; 2490 | 2277501 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/33 | &nbsp;&nbsp;&nbsp; $4330 | $4444810 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 | &nbsp;&nbsp;&nbsp; 1916 | 1874533 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/50 | &nbsp;&nbsp;&nbsp; 2145 | 1987553 |
| &nbsp;&nbsp;&nbsp; 5.15%, 07/01/33 | &nbsp;&nbsp;&nbsp; 4275 | 4429283 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/35 | &nbsp;&nbsp;&nbsp; 1878 | 1969410 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53 | &nbsp;&nbsp;&nbsp; 6625 | 6544808 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/01/53 | &nbsp;&nbsp;&nbsp; 2415 | 2419751 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | &nbsp;&nbsp;&nbsp; 4375 | 4355280 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/63 | &nbsp;&nbsp;&nbsp; 3040 | 3052136 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3635 | 3904355 |
| Lowe's Cos. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/27 | &nbsp;&nbsp;&nbsp; 4790 | 4788760 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/28 | &nbsp;&nbsp;&nbsp; 4300 | 4299740 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/31 | &nbsp;&nbsp;&nbsp; 4650 | 4628478 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/32 | &nbsp;&nbsp;&nbsp; 4300 | 4282899 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/15/35 | &nbsp;&nbsp;&nbsp; 4440 | 4431486 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 03/01/30 | &nbsp;&nbsp;&nbsp; 3695 | 3417275 |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/01/29 | &nbsp;&nbsp;&nbsp; 5208 | 4963953 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/27 | &nbsp;&nbsp;&nbsp; 4799 | 4772522 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/27 | &nbsp;&nbsp;&nbsp; 5008 | 4975898 |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/30 | &nbsp;&nbsp;&nbsp; 4695 | 4613441 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | &nbsp;&nbsp;&nbsp; 2441 | 1966649 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 | &nbsp;&nbsp;&nbsp; 8037 | 6022540 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/42 | &nbsp;&nbsp;&nbsp; 2436 | 2011944 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/28 | &nbsp;&nbsp;&nbsp; 5256 | 5243465 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | &nbsp;&nbsp;&nbsp; 3556 | 2925268 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/31 | &nbsp;&nbsp;&nbsp; 2275 | 2295944 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 | &nbsp;&nbsp;&nbsp; 4824 | 4180220 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 | &nbsp;&nbsp;&nbsp; 3570 | 3076962 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1860 | 1896724 |
| &nbsp;&nbsp;&nbsp; 4.60%, 09/09/32 | &nbsp;&nbsp;&nbsp; 1695 | 1734654 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 | &nbsp;&nbsp;&nbsp; 2819 | 2527446 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/09/35 | &nbsp;&nbsp;&nbsp; 3921 | 3927629 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/14/28 | &nbsp;&nbsp;&nbsp; 2990 | 3053514 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/40 | &nbsp;&nbsp;&nbsp; 1447 | 1412948 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/09/45 | &nbsp;&nbsp;&nbsp; 7950 | 7385894 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/14/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3055 | 3172066 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/03/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2400 | 2450481 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/29 | &nbsp;&nbsp;&nbsp; 2720 | 2805112 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/13/36 | &nbsp;&nbsp;&nbsp; 2735 | 2782540 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/09/52 | &nbsp;&nbsp;&nbsp; 3155 | 2983645 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/17/34 | &nbsp;&nbsp;&nbsp; 1940 | 2026386 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/14/53 | &nbsp;&nbsp;&nbsp; 3805 | 3766538 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/39 | &nbsp;&nbsp;&nbsp; 1684 | 1800499 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/15/37 | &nbsp;&nbsp;&nbsp; 3898 | 4362223 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/01/38 | &nbsp;&nbsp;&nbsp; 3363 | 3757385 |
| O'Reilly Automotive Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/31 | &nbsp;&nbsp;&nbsp; 1575 | 1381075 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/01/27 | &nbsp;&nbsp;&nbsp; 4121 | 4090460 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/29 | &nbsp;&nbsp;&nbsp; 2747 | 2722699 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/30 | &nbsp;&nbsp;&nbsp; 2846 | 2842047 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/28 | &nbsp;&nbsp;&nbsp; 1940 | 1956148 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/32 | &nbsp;&nbsp;&nbsp; 3700 | 3739131 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/19/34 | &nbsp;&nbsp;&nbsp; 2025 | 2051973 |
| Ross Stores Inc., 1.88%, 04/15/31 | &nbsp;&nbsp;&nbsp; 2385 | 2100568 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/12/27 | &nbsp;&nbsp;&nbsp; 3706 | 3613195 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/12/30 | &nbsp;&nbsp;&nbsp; 3665 | 3387276 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/15/30 | &nbsp;&nbsp;&nbsp; 5666 | 5245101 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/14/32 | &nbsp;&nbsp;&nbsp; 4795 | 4436136 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 | &nbsp;&nbsp;&nbsp; $3098 | $2164635 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 3336 | 3302475 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/50 | &nbsp;&nbsp;&nbsp; 5155 | 3681352 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/29 | &nbsp;&nbsp;&nbsp; 4305 | 4234064 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | &nbsp;&nbsp;&nbsp; 2629 | 2011396 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/28 | &nbsp;&nbsp;&nbsp; 4445 | 4444871 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/45 | &nbsp;&nbsp;&nbsp; 1971 | 1684152 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 | &nbsp;&nbsp;&nbsp; 4409 | 3717876 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/28 | &nbsp;&nbsp;&nbsp; 2840 | 2869086 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/48 | &nbsp;&nbsp;&nbsp; 5065 | 4306457 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/30 | &nbsp;&nbsp;&nbsp; 1470 | 1503694 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/33 | &nbsp;&nbsp;&nbsp; 2625 | 2671442 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/27 | &nbsp;&nbsp;&nbsp; 3225 | 3253912 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/31 | &nbsp;&nbsp;&nbsp; 2095 | 2160320 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1935 | 1983508 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1300 | 1358246 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/15/27 | &nbsp;&nbsp;&nbsp; 6172 | 6047991 |
| &nbsp;&nbsp;&nbsp; 2.35%, 02/15/30 | &nbsp;&nbsp;&nbsp; 3781 | 3542205 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/30 | &nbsp;&nbsp;&nbsp; 2854 | 2679979 |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | &nbsp;&nbsp;&nbsp; 5715 | 3713585 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | &nbsp;&nbsp;&nbsp; 4818 | 4731649 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/46 | &nbsp;&nbsp;&nbsp; 3948 | 3061578 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 | &nbsp;&nbsp;&nbsp; 3672 | 2935154 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | &nbsp;&nbsp;&nbsp; 4691 | 4012823 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/28 | &nbsp;&nbsp;&nbsp; 1405 | 1420579 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/33 | &nbsp;&nbsp;&nbsp; 2555 | 2557345 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4545 | 4594905 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/34 | &nbsp;&nbsp;&nbsp; 3015 | 2988098 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3876 | 3498490 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2500 | 2546699 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/36 | &nbsp;&nbsp;&nbsp; 2150 | 2220116 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/01/32 | &nbsp;&nbsp;&nbsp; 1731 | 1932280 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/15/37 | &nbsp;&nbsp;&nbsp; 2168 | 2489269 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/38 | &nbsp;&nbsp;&nbsp; 2439 | 2873148 |
| TJX Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.15%, 05/15/28 | &nbsp;&nbsp;&nbsp; 1756 | 1645930 |
| &nbsp;&nbsp;&nbsp; 1.60%, 05/15/31 | &nbsp;&nbsp;&nbsp; 635 | 557837 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3440 | 3422531 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 | &nbsp;&nbsp;&nbsp; 3315 | 2917610 |
| Tractor Supply Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/01/30 | &nbsp;&nbsp;&nbsp; 3335 | 2957064 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/33 | &nbsp;&nbsp;&nbsp; 1290 | 1344465 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 09/24/29 | &nbsp;&nbsp;&nbsp; 1582 | 1505537 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 | &nbsp;&nbsp;&nbsp; 6346 | 4634442 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/22/51 | &nbsp;&nbsp;&nbsp; 8955 | 5750005 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/24/49 | &nbsp;&nbsp;&nbsp; 3808 | 2657425 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/08/29 | &nbsp;&nbsp;&nbsp; 3398 | 3344090 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/15/47 | &nbsp;&nbsp;&nbsp; 2105 | 1666794 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/26/28 | &nbsp;&nbsp;&nbsp; 5367 | 5380708 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/15/28 | &nbsp;&nbsp;&nbsp; 4900 | 4931333 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/28/38 | &nbsp;&nbsp;&nbsp; 2920 | 2753032 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3499 | 3540206 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/11/43 | &nbsp;&nbsp;&nbsp; 1185 | 1042006 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/29/48 | &nbsp;&nbsp;&nbsp; 4615 | 3915388 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/28/27 | &nbsp;&nbsp;&nbsp; 2405 | 2421299 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/33 | &nbsp;&nbsp;&nbsp; 4695 | 4711236 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/09/32 | &nbsp;&nbsp;&nbsp; 5340 | 5410372 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/22/44 | &nbsp;&nbsp;&nbsp; 2010 | 1824141 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/28/30 | &nbsp;&nbsp;&nbsp; 2800 | 2852287 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/09/52 | &nbsp;&nbsp;&nbsp; $3790 | $3405237 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/53 | &nbsp;&nbsp;&nbsp; 8875 | 8007123 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/28/35 | &nbsp;&nbsp;&nbsp; 4125 | 4284343 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/25/40 | &nbsp;&nbsp;&nbsp; 2105 | 2166766 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | &nbsp;&nbsp;&nbsp; 3600 | 3846325 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/40 | &nbsp;&nbsp;&nbsp; 1956 | 2115744 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/41 | &nbsp;&nbsp;&nbsp; 1545 | 1661742 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/05/27 | &nbsp;&nbsp;&nbsp; 350 | 360545 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/15/38 | &nbsp;&nbsp;&nbsp; 2394 | 2733751 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/37 | &nbsp;&nbsp;&nbsp; 6225 | 7288257 |
| &nbsp;&nbsp;&nbsp; 7.55%, 02/15/30 | &nbsp;&nbsp;&nbsp; 4440 | 5088608 |
|  |  | 819791818 |
| **Semiconductors — 0.6%** | **Semiconductors — 0.6%** | **Semiconductors — 0.6%** |
| Advanced Micro Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 06/01/32 | &nbsp;&nbsp;&nbsp; 3715 | 3656976 |
| &nbsp;&nbsp;&nbsp; 4.32%, 03/24/28 | &nbsp;&nbsp;&nbsp; 2485 | 2511615 |
| &nbsp;&nbsp;&nbsp; 4.39%, 06/01/52 | &nbsp;&nbsp;&nbsp; 3435 | 2937589 |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 10/01/28 | &nbsp;&nbsp;&nbsp; 4804 | 4527292 |
| &nbsp;&nbsp;&nbsp; 2.10%, 10/01/31 | &nbsp;&nbsp;&nbsp; 4355 | 3875112 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 | &nbsp;&nbsp;&nbsp; 3685 | 2750084 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 | &nbsp;&nbsp;&nbsp; 5285 | 3495753 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/15/27 | &nbsp;&nbsp;&nbsp; 3537 | 3512544 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/05/26 | &nbsp;&nbsp;&nbsp; 5583 | 5563144 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/28 | &nbsp;&nbsp;&nbsp; 3555 | 3582087 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/30 | &nbsp;&nbsp;&nbsp; 3540 | 3602558 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/34 | &nbsp;&nbsp;&nbsp; 2535 | 2643411 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/45 | &nbsp;&nbsp;&nbsp; 2260 | 2238155 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/54 | &nbsp;&nbsp;&nbsp; 2470 | 2429952 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 06/01/30 | &nbsp;&nbsp;&nbsp; 5295 | 4797816 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3516 | 2301328 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/01/27 | &nbsp;&nbsp;&nbsp; 7125 | 7081942 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/31 | &nbsp;&nbsp;&nbsp; 2435 | 2429197 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 | &nbsp;&nbsp;&nbsp; 4777 | 4198387 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/36 | &nbsp;&nbsp;&nbsp; 1400 | 1391575 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/29 | &nbsp;&nbsp;&nbsp; 3590 | 3689143 |
| &nbsp;&nbsp;&nbsp; 5.10%, 10/01/35 | &nbsp;&nbsp;&nbsp; 3199 | 3329322 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | &nbsp;&nbsp;&nbsp; 3109 | 3335044 |
| &nbsp;&nbsp;&nbsp; Broadcom Corp./Broadcom Cayman Finance <br> Ltd., 3.50%, 01/15/28<br>| &nbsp;&nbsp;&nbsp; 5129 | 5085127 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.95%, 02/15/28 | &nbsp;&nbsp;&nbsp; 1760 | 1687992 |
| &nbsp;&nbsp;&nbsp; 2.45%, 02/15/31 | &nbsp;&nbsp;&nbsp; 11420 | 10506552 |
| &nbsp;&nbsp;&nbsp; 2.60%, 02/15/33 | &nbsp;&nbsp;&nbsp; 7525 | 6694406 |
| &nbsp;&nbsp;&nbsp; 3.14%, 11/15/35<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 11155 | 9769830 |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/15/36<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5950 | 5137659 |
| &nbsp;&nbsp;&nbsp; 3.42%, 04/15/33 | &nbsp;&nbsp;&nbsp; 11021 | 10332958 |
| &nbsp;&nbsp;&nbsp; 3.47%, 04/15/34 | &nbsp;&nbsp;&nbsp; 13830 | 12771035 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 | &nbsp;&nbsp;&nbsp; 13563 | 11275889 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51 | &nbsp;&nbsp;&nbsp; 7961 | 6180721 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/29<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 6210 | 6201855 |
| &nbsp;&nbsp;&nbsp; 4.11%, 09/15/28 | &nbsp;&nbsp;&nbsp; 2500 | 2509947 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/28 | &nbsp;&nbsp;&nbsp; 4145 | 4165847 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/15/30 | &nbsp;&nbsp;&nbsp; 6385 | 6387761 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/15/32<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 5460 | 5389844 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/30 | &nbsp;&nbsp;&nbsp; 2805 | 2812465 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/32 | &nbsp;&nbsp;&nbsp; 8064 | 8017243 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/15/30 | &nbsp;&nbsp;&nbsp; 5340 | 5385518 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/32 | &nbsp;&nbsp;&nbsp; 3950 | 3992052 |
| &nbsp;&nbsp;&nbsp; 4.60%, 07/15/30 | &nbsp;&nbsp;&nbsp; 5685 | 5795863 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/29 | &nbsp;&nbsp;&nbsp; $3815 | $3895780 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/15/28 | &nbsp;&nbsp;&nbsp; 3375 | 3439114 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/34 | &nbsp;&nbsp;&nbsp; 7870 | 7975652 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | &nbsp;&nbsp;&nbsp; 8900 | 8921540 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/15/32 | &nbsp;&nbsp;&nbsp; 7500 | 7707855 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/38 | &nbsp;&nbsp;&nbsp; 6875 | 6861586 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/15/37<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20020 | 20096788 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/30 | &nbsp;&nbsp;&nbsp; 1710 | 1767873 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/27 | &nbsp;&nbsp;&nbsp; 6410 | 6522729 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/12/29 | &nbsp;&nbsp;&nbsp; 6385 | 6595212 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3185 | 3297112 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/31 | &nbsp;&nbsp;&nbsp; 10185 | 10632062 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/32 | &nbsp;&nbsp;&nbsp; 3435 | 3591744 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/35 | &nbsp;&nbsp;&nbsp; 9680 | 10087373 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.60%, 08/12/28 | &nbsp;&nbsp;&nbsp; 5243 | 4910823 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/12/31 | &nbsp;&nbsp;&nbsp; 5910 | 5203896 |
| &nbsp;&nbsp;&nbsp; 2.45%, 11/15/29 | &nbsp;&nbsp;&nbsp; 8407 | 7855590 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/12/41 | &nbsp;&nbsp;&nbsp; 4750 | 3373488 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/12/51 | &nbsp;&nbsp;&nbsp; 4710 | 2971223 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 | &nbsp;&nbsp;&nbsp; 5290 | 3099314 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/11/27 | &nbsp;&nbsp;&nbsp; 5248 | 5176009 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 | &nbsp;&nbsp;&nbsp; 4290 | 2548545 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 | &nbsp;&nbsp;&nbsp; 8933 | 5875708 |
| &nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 | &nbsp;&nbsp;&nbsp; 8985 | 6570450 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/25/27 | &nbsp;&nbsp;&nbsp; 5155 | 5130194 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/05/27 | &nbsp;&nbsp;&nbsp; 5830 | 5792702 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/25/30 | &nbsp;&nbsp;&nbsp; 7299 | 7174102 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/05/29 | &nbsp;&nbsp;&nbsp; 3900 | 3864154 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/32 | &nbsp;&nbsp;&nbsp; 4491 | 4308904 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/19/46 | &nbsp;&nbsp;&nbsp; 6082 | 4761610 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 | &nbsp;&nbsp;&nbsp; 7108 | 5496775 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/05/32 | &nbsp;&nbsp;&nbsp; 4595 | 4459568 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/42 | &nbsp;&nbsp;&nbsp; 2917 | 2411473 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 | &nbsp;&nbsp;&nbsp; 4224 | 3830596 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 | &nbsp;&nbsp;&nbsp; 8899 | 7503817 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/41 | &nbsp;&nbsp;&nbsp; 4050 | 3650251 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/10/28 | &nbsp;&nbsp;&nbsp; 7601 | 7716919 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/29/45 | &nbsp;&nbsp;&nbsp; 4506 | 3966375 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/05/52 | &nbsp;&nbsp;&nbsp; 5750 | 4919800 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 | &nbsp;&nbsp;&nbsp; 5014 | 4206269 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/21/31 | &nbsp;&nbsp;&nbsp; 2560 | 2629330 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 | &nbsp;&nbsp;&nbsp; 4866 | 4095029 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/10/30 | &nbsp;&nbsp;&nbsp; 6355 | 6539617 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/21/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3365 | 3424595 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/10/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10375 | 10645208 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/21/54 | &nbsp;&nbsp;&nbsp; 3060 | 2915161 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/43 | &nbsp;&nbsp;&nbsp; 4660 | 4589651 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 | &nbsp;&nbsp;&nbsp; 8040 | 7713748 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/10/63 | &nbsp;&nbsp;&nbsp; 5620 | 5434201 |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | &nbsp;&nbsp;&nbsp; 3993 | 2844009 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/29 | &nbsp;&nbsp;&nbsp; 4033 | 4048537 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/32 | &nbsp;&nbsp;&nbsp; 3815 | 3894997 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/34 | &nbsp;&nbsp;&nbsp; 1800 | 1820066 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/52 | &nbsp;&nbsp;&nbsp; 6440 | 5975957 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/49 | &nbsp;&nbsp;&nbsp; 2279 | 2138050 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 | &nbsp;&nbsp;&nbsp; 4135 | 3950630 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/15/30 | &nbsp;&nbsp;&nbsp; 7505 | 6829324 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 | &nbsp;&nbsp;&nbsp; 3894 | 2586931 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/60 | &nbsp;&nbsp;&nbsp; $3386 | $2169286 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3636 | 3641642 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 | &nbsp;&nbsp;&nbsp; 3585 | 3340926 |
| Marvell Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 04/15/28 | &nbsp;&nbsp;&nbsp; 4342 | 4179207 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/15/31 | &nbsp;&nbsp;&nbsp; 3860 | 3582080 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/30 | &nbsp;&nbsp;&nbsp; 1815 | 1841124 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/22/28 | &nbsp;&nbsp;&nbsp; 1820 | 1851227 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/35 | &nbsp;&nbsp;&nbsp; 2305 | 2382582 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/15/29 | &nbsp;&nbsp;&nbsp; 1355 | 1416144 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/33 | &nbsp;&nbsp;&nbsp; 1775 | 1902798 |
| Microchip Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/28 | &nbsp;&nbsp;&nbsp; 3205 | 3252172 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/29 | &nbsp;&nbsp;&nbsp; 4225 | 4313985 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/30 | &nbsp;&nbsp;&nbsp; 3395 | 3474344 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/32 | &nbsp;&nbsp;&nbsp; 4587 | 4111627 |
| &nbsp;&nbsp;&nbsp; 3.37%, 11/01/41 | &nbsp;&nbsp;&nbsp; 2695 | 2080571 |
| &nbsp;&nbsp;&nbsp; 3.48%, 11/01/51 | &nbsp;&nbsp;&nbsp; 2530 | 1793429 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/15/30 | &nbsp;&nbsp;&nbsp; 4587 | 4644737 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/15/31 | &nbsp;&nbsp;&nbsp; 4005 | 4154184 |
| &nbsp;&nbsp;&nbsp; 5.33%, 02/06/29 | &nbsp;&nbsp;&nbsp; 3119 | 3216668 |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/01/32 | &nbsp;&nbsp;&nbsp; 380 | 399962 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/35 | &nbsp;&nbsp;&nbsp; 2050 | 2167327 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/09/33 | &nbsp;&nbsp;&nbsp; 3630 | 3866669 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/15/33 | &nbsp;&nbsp;&nbsp; 4995 | 5330460 |
| &nbsp;&nbsp;&nbsp; 6.05%, 11/01/35 | &nbsp;&nbsp;&nbsp; 4090 | 4389627 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.55%, 06/15/28 | &nbsp;&nbsp;&nbsp; 7830 | 7433719 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/15/31 | &nbsp;&nbsp;&nbsp; 7228 | 6535196 |
| &nbsp;&nbsp;&nbsp; 2.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 7112 | 6819025 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 | &nbsp;&nbsp;&nbsp; 5198 | 4480124 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 | &nbsp;&nbsp;&nbsp; 10142 | 7735026 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 | &nbsp;&nbsp;&nbsp; 2260 | 1720674 |
| NXP BV/NXP Funding LLC, 5.55%, 12/01/28 | &nbsp;&nbsp;&nbsp; 3112 | 3222733 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/11/31 | &nbsp;&nbsp;&nbsp; 5214 | 4724002 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/15/32 | &nbsp;&nbsp;&nbsp; 4581 | 4101024 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | &nbsp;&nbsp;&nbsp; 2675 | 1981083 |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/27 | &nbsp;&nbsp;&nbsp; 3215 | 3169666 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 | &nbsp;&nbsp;&nbsp; 4780 | 3648205 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/30/51 | &nbsp;&nbsp;&nbsp; 2610 | 1750843 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/01/30 | &nbsp;&nbsp;&nbsp; 4943 | 4766649 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/19/28 | &nbsp;&nbsp;&nbsp; 2350 | 2356391 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/18/29 | &nbsp;&nbsp;&nbsp; 5464 | 5471473 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/27 | &nbsp;&nbsp;&nbsp; 1480 | 1485577 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/19/32 | &nbsp;&nbsp;&nbsp; 1300 | 1310421 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/33 | &nbsp;&nbsp;&nbsp; 5000 | 5084532 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/19/35 | &nbsp;&nbsp;&nbsp; 2645 | 2689598 |
| Qorvo Inc., 4.38%, 10/15/29 | &nbsp;&nbsp;&nbsp; 5065 | 4987605 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 05/20/28 | &nbsp;&nbsp;&nbsp; 5685 | 5350911 |
| &nbsp;&nbsp;&nbsp; 1.65%, 05/20/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5883 | 5045985 |
| &nbsp;&nbsp;&nbsp; 2.15%, 05/20/30 | &nbsp;&nbsp;&nbsp; 6960 | 6421118 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/27 | &nbsp;&nbsp;&nbsp; 10082 | 10010651 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | &nbsp;&nbsp;&nbsp; 4289 | 3020137 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/20/32 | &nbsp;&nbsp;&nbsp; 3136 | 3149641 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 | &nbsp;&nbsp;&nbsp; 7070 | 6046481 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/30 | &nbsp;&nbsp;&nbsp; 2795 | 2846119 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | &nbsp;&nbsp;&nbsp; 4885 | 4212456 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/20/35 | &nbsp;&nbsp;&nbsp; 5412 | 5467454 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/20/32 | &nbsp;&nbsp;&nbsp; $2785 | $2864231 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 | &nbsp;&nbsp;&nbsp; 6541 | 6093550 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/35 | &nbsp;&nbsp;&nbsp; 2770 | 2841552 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/20/33 | &nbsp;&nbsp;&nbsp; 3675 | 3917010 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 | &nbsp;&nbsp;&nbsp; 5695 | 6119745 |
| Skyworks Solutions Inc., 3.00%, 06/01/31 | &nbsp;&nbsp;&nbsp; 3070 | 2790571 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 05/04/30 | &nbsp;&nbsp;&nbsp; 4815 | 4382290 |
| &nbsp;&nbsp;&nbsp; 1.90%, 09/15/31 | &nbsp;&nbsp;&nbsp; 3445 | 3066387 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/04/29 | &nbsp;&nbsp;&nbsp; 4833 | 4557925 |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | &nbsp;&nbsp;&nbsp; 3195 | 2002836 |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/27 | &nbsp;&nbsp;&nbsp; 3591 | 3545093 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/16/32 | &nbsp;&nbsp;&nbsp; 3485 | 3361247 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | &nbsp;&nbsp;&nbsp; 4778 | 4313196 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/16/52 | &nbsp;&nbsp;&nbsp; 2021 | 1650374 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | &nbsp;&nbsp;&nbsp; 7096 | 5946585 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/23/30 | &nbsp;&nbsp;&nbsp; 2270 | 2317250 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/27 | &nbsp;&nbsp;&nbsp; 2625 | 2647291 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/15/28 | &nbsp;&nbsp;&nbsp; 4270 | 4339523 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/08/29 | &nbsp;&nbsp;&nbsp; 1955 | 2000556 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/08/34 | &nbsp;&nbsp;&nbsp; 2105 | 2173557 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/14/33 | &nbsp;&nbsp;&nbsp; 3130 | 3241988 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/53 | &nbsp;&nbsp;&nbsp; 3455 | 3235944 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 | &nbsp;&nbsp;&nbsp; 4890 | 4495785 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/23/35 | &nbsp;&nbsp;&nbsp; 2100 | 2177221 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2055 | 1975637 |
| TSMC Arizona Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/25/31 | &nbsp;&nbsp;&nbsp; 7790 | 7132235 |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/25/41 | &nbsp;&nbsp;&nbsp; 6500 | 5326273 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/25/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4500 | 3485011 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/22/27 | &nbsp;&nbsp;&nbsp; 3715 | 3710589 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/22/29 | &nbsp;&nbsp;&nbsp; 1475 | 1482638 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/22/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2395 | 2416108 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1885 | 1806854 |
| Xilinx Inc., 2.38%, 06/01/30 | &nbsp;&nbsp;&nbsp; 5416 | 5041320 |
|  |  | 847232275 |
| **Shipbuilding — 0.0%** | **Shipbuilding — 0.0%** | **Shipbuilding — 0.0%** |
| Huntington Ingalls Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.04%, 08/16/28 | &nbsp;&nbsp;&nbsp; 3054 | 2887045 |
| &nbsp;&nbsp;&nbsp; 3.48%, 12/01/27 | &nbsp;&nbsp;&nbsp; 3671 | 3623341 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/30 | &nbsp;&nbsp;&nbsp; 2615 | 2588562 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/30 | &nbsp;&nbsp;&nbsp; 2095 | 2168951 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2335 | 2475739 |
|  |  | 13743638 |
| **Software — 0.6%** | **Software — 0.6%** | **Software — 0.6%** |
| Adobe Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/01/27 | &nbsp;&nbsp;&nbsp; 5401 | 5304306 |
| &nbsp;&nbsp;&nbsp; 2.30%, 02/01/30 | &nbsp;&nbsp;&nbsp; 7816 | 7330238 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/17/28 | &nbsp;&nbsp;&nbsp; 920 | 939369 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/04/29 | &nbsp;&nbsp;&nbsp; 3270 | 3363270 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/04/27 | &nbsp;&nbsp;&nbsp; 3790 | 3842504 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/17/30 | &nbsp;&nbsp;&nbsp; 1110 | 1150258 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/04/34 | &nbsp;&nbsp;&nbsp; 2285 | 2371936 |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/17/35 | &nbsp;&nbsp;&nbsp; 1670 | 1770423 |
| Atlassian Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 2470 | 2535960 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/34 | &nbsp;&nbsp;&nbsp; 1950 | 2025922 |
| Autodesk Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 12/15/31 | &nbsp;&nbsp;&nbsp; 5248 | 4690943 |
| &nbsp;&nbsp;&nbsp; 2.85%, 01/15/30 | &nbsp;&nbsp;&nbsp; 4022 | 3813256 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/27 | &nbsp;&nbsp;&nbsp; $4285 | $4253368 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/15/35 | &nbsp;&nbsp;&nbsp; 1850 | 1912951 |
| Broadridge Financial Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 05/01/31 | &nbsp;&nbsp;&nbsp; 5576 | 5076894 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/29 | &nbsp;&nbsp;&nbsp; 4913 | 4665339 |
| Cadence Design Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/10/27 | &nbsp;&nbsp;&nbsp; 2045 | 2053800 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/10/29 | &nbsp;&nbsp;&nbsp; 4825 | 4852022 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/10/34 | &nbsp;&nbsp;&nbsp; 2210 | 2221868 |
| Concentrix Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.60%, 08/02/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4435 | 4576706 |
| &nbsp;&nbsp;&nbsp; 6.85%, 08/02/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2865 | 2857002 |
| Electronic Arts Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 02/15/31 | &nbsp;&nbsp;&nbsp; 5297 | 5132354 |
| &nbsp;&nbsp;&nbsp; 2.95%, 02/15/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3428 | 3239041 |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 4269 | 4037745 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/01/31 | &nbsp;&nbsp;&nbsp; 390 | 348551 |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/41 | &nbsp;&nbsp;&nbsp; 3870 | 2898453 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/21/29 | &nbsp;&nbsp;&nbsp; 3170 | 3107165 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/46<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2027 | 1723496 |
| &nbsp;&nbsp;&nbsp; 5.10%, 07/15/32 | &nbsp;&nbsp;&nbsp; 3870 | 3967465 |
| Fiserv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; 4265 | 4139994 |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/30 | &nbsp;&nbsp;&nbsp; 5609 | 5160154 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/29 | &nbsp;&nbsp;&nbsp; 13945 | 13489386 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/28 | &nbsp;&nbsp;&nbsp; 5277 | 5256385 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/49 | &nbsp;&nbsp;&nbsp; 10050 | 8014364 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/15/31 | &nbsp;&nbsp;&nbsp; 2015 | 2001715 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/30 | &nbsp;&nbsp;&nbsp; 3080 | 3099626 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/27 | &nbsp;&nbsp;&nbsp; 4900 | 4946123 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/12/34 | &nbsp;&nbsp;&nbsp; 4330 | 4311634 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/11/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2945 | 2955988 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/31 | &nbsp;&nbsp;&nbsp; 3150 | 3237670 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/21/28 | &nbsp;&nbsp;&nbsp; 3895 | 3993533 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/02/28 | &nbsp;&nbsp;&nbsp; 4699 | 4807314 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/34 | &nbsp;&nbsp;&nbsp; 2980 | 3034772 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/33 | &nbsp;&nbsp;&nbsp; 2970 | 3065745 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/21/33 | &nbsp;&nbsp;&nbsp; 4820 | 4981974 |
| Intuit Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 07/15/27 | &nbsp;&nbsp;&nbsp; 3659 | 3519914 |
| &nbsp;&nbsp;&nbsp; 1.65%, 07/15/30 | &nbsp;&nbsp;&nbsp; 4302 | 3866251 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/15/28 | &nbsp;&nbsp;&nbsp; 4735 | 4888121 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/33 | &nbsp;&nbsp;&nbsp; 4585 | 4813788 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/53 | &nbsp;&nbsp;&nbsp; 3095 | 3109261 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 09/15/30 | &nbsp;&nbsp;&nbsp; 4035 | 3622118 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/50 | &nbsp;&nbsp;&nbsp; 7343 | 4611849 |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 | &nbsp;&nbsp;&nbsp; 28400 | 17994694 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 | &nbsp;&nbsp;&nbsp; 16382 | 9749988 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 | &nbsp;&nbsp;&nbsp; 26101 | 17695654 |
| &nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 | &nbsp;&nbsp;&nbsp; 8339 | 5397185 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/06/27 | &nbsp;&nbsp;&nbsp; 15810 | 15754215 |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/15/27 | &nbsp;&nbsp;&nbsp; 4065 | 4055134 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 | &nbsp;&nbsp;&nbsp; 8556 | 7913478 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8206 | 7821587 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/42 | &nbsp;&nbsp;&nbsp; 3835 | 3186698 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/08/46 | &nbsp;&nbsp;&nbsp; 5960 | 4899822 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/12/45 | &nbsp;&nbsp;&nbsp; 2995 | 2550097 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/56 | &nbsp;&nbsp;&nbsp; 2080 | 1686292 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/12/55 | &nbsp;&nbsp;&nbsp; 2845 | 2337006 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 4.10%, 02/06/37 | &nbsp;&nbsp;&nbsp; $1491 | $1464945 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/03/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3455 | 3497282 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/06/47 | &nbsp;&nbsp;&nbsp; 2577 | 2346480 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/03/45 | &nbsp;&nbsp;&nbsp; 2406 | 2278175 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/40 | &nbsp;&nbsp;&nbsp; 3800 | 3757677 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 2528 | 2321589 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/57 | &nbsp;&nbsp;&nbsp; 2680 | 2450150 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/39 | &nbsp;&nbsp;&nbsp; 2870 | 3055149 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/08/41 | &nbsp;&nbsp;&nbsp; 4795 | 5116115 |
| MSCI Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/36 | &nbsp;&nbsp;&nbsp; 1525 | 1521653 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/01/35 | &nbsp;&nbsp;&nbsp; 1540 | 1558771 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 03/25/28 | &nbsp;&nbsp;&nbsp; 9030 | 8611621 |
| &nbsp;&nbsp;&nbsp; 2.80%, 04/01/27 | &nbsp;&nbsp;&nbsp; 11852 | 11618457 |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/25/31 | &nbsp;&nbsp;&nbsp; 14476 | 13132805 |
| &nbsp;&nbsp;&nbsp; 2.95%, 04/01/30 | &nbsp;&nbsp;&nbsp; 13795 | 12838113 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; 12062 | 11815431 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 3424 | 3216876 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 | &nbsp;&nbsp;&nbsp; 13000 | 10033340 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 | &nbsp;&nbsp;&nbsp; 19513 | 12913452 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/25/41 | &nbsp;&nbsp;&nbsp; 9803 | 7452997 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 | &nbsp;&nbsp;&nbsp; 7548 | 6288425 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/36 | &nbsp;&nbsp;&nbsp; 5182 | 4466261 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 | &nbsp;&nbsp;&nbsp; 15606 | 10196150 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/15/35 | &nbsp;&nbsp;&nbsp; 5815 | 5148487 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 | &nbsp;&nbsp;&nbsp; 14492 | 10089616 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 | &nbsp;&nbsp;&nbsp; 12729 | 9301841 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp; 9743 | 7107502 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 | &nbsp;&nbsp;&nbsp; 6931 | 4679603 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/45 | &nbsp;&nbsp;&nbsp; 9444 | 7132523 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/27/29 | &nbsp;&nbsp;&nbsp; 7720 | 7608020 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/08/34 | &nbsp;&nbsp;&nbsp; 8067 | 7479973 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 | &nbsp;&nbsp;&nbsp; 5769 | 4219753 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/26/30 | &nbsp;&nbsp;&nbsp; 9030 | 8898508 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/06/28 | &nbsp;&nbsp;&nbsp; 3360 | 3367549 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 | &nbsp;&nbsp;&nbsp; 4578 | 3676438 |
| &nbsp;&nbsp;&nbsp; 4.65%, 05/06/30 | &nbsp;&nbsp;&nbsp; 3175 | 3168785 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/27/34 | &nbsp;&nbsp;&nbsp; 10315 | 9788750 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/03/28 | &nbsp;&nbsp;&nbsp; 7160 | 7232884 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/26/32 | &nbsp;&nbsp;&nbsp; 11240 | 11050379 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/06/33 | &nbsp;&nbsp;&nbsp; 6640 | 6522516 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/26/35 | &nbsp;&nbsp;&nbsp; 10050 | 9850460 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/03/32 | &nbsp;&nbsp;&nbsp; 5610 | 5665256 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/40 | &nbsp;&nbsp;&nbsp; 10039 | 9373965 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/54 | &nbsp;&nbsp;&nbsp; 7950 | 6800668 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/03/35 | &nbsp;&nbsp;&nbsp; 9070 | 9092302 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/64 | &nbsp;&nbsp;&nbsp; 6280 | 5311262 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 | &nbsp;&nbsp;&nbsp; 9965 | 8736305 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/26/45 | &nbsp;&nbsp;&nbsp; 14860 | 13972949 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/55 | &nbsp;&nbsp;&nbsp; 7910 | 7385136 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/55 | &nbsp;&nbsp;&nbsp; 8500 | 7895416 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 | &nbsp;&nbsp;&nbsp; 10470 | 9747281 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/08/39 | &nbsp;&nbsp;&nbsp; 5988 | 6049095 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 | &nbsp;&nbsp;&nbsp; 5220 | 4856625 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/09/29 | &nbsp;&nbsp;&nbsp; 6190 | 6503712 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/09/32 | &nbsp;&nbsp;&nbsp; 8667 | 9200814 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 5740 | 6020588 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 | &nbsp;&nbsp;&nbsp; 10920 | 11338608 |
| Paychex Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/15/30 | &nbsp;&nbsp;&nbsp; 3100 | 3187090 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/15/32 | &nbsp;&nbsp;&nbsp; $3900 | $4056469 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/15/35 | &nbsp;&nbsp;&nbsp; 3225 | 3387809 |
| Roper Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.40%, 09/15/27 | &nbsp;&nbsp;&nbsp; 4191 | 4003062 |
| &nbsp;&nbsp;&nbsp; 1.75%, 02/15/31 | &nbsp;&nbsp;&nbsp; 4678 | 4101285 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/30/30 | &nbsp;&nbsp;&nbsp; 3339 | 3019129 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/29 | &nbsp;&nbsp;&nbsp; 3628 | 3469275 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/15/26 | &nbsp;&nbsp;&nbsp; 4942 | 4930418 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/28 | &nbsp;&nbsp;&nbsp; 4959 | 4973558 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/28 | &nbsp;&nbsp;&nbsp; 810 | 813519 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/15/30 | &nbsp;&nbsp;&nbsp; 1500 | 1509614 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/15/29 | &nbsp;&nbsp;&nbsp; 2390 | 2417493 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/32 | &nbsp;&nbsp;&nbsp; 2970 | 3012232 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/15/34 | &nbsp;&nbsp;&nbsp; 4895 | 4910844 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/35 | &nbsp;&nbsp;&nbsp; 2025 | 2056875 |
| Salesforce Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/15/28 | &nbsp;&nbsp;&nbsp; 3800 | 3592135 |
| &nbsp;&nbsp;&nbsp; 1.95%, 07/15/31 | &nbsp;&nbsp;&nbsp; 6342 | 5667618 |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 | &nbsp;&nbsp;&nbsp; 4640 | 3413197 |
| &nbsp;&nbsp;&nbsp; 2.90%, 07/15/51 | &nbsp;&nbsp;&nbsp; 9180 | 5959389 |
| &nbsp;&nbsp;&nbsp; 3.05%, 07/15/61 | &nbsp;&nbsp;&nbsp; 5810 | 3576473 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/11/28 | &nbsp;&nbsp;&nbsp; 9341 | 9336135 |
| ServiceNow Inc., 1.40%, 09/01/30 | &nbsp;&nbsp;&nbsp; 8659 | 7635563 |
| Synopsys Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/27 | &nbsp;&nbsp;&nbsp; 6705 | 6752256 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/01/28 | &nbsp;&nbsp;&nbsp; 3500 | 3544139 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/01/30 | &nbsp;&nbsp;&nbsp; 7205 | 7363516 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/32 | &nbsp;&nbsp;&nbsp; 7205 | 7385646 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/35 | &nbsp;&nbsp;&nbsp; 6700 | 6846903 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/55 | &nbsp;&nbsp;&nbsp; 2810 | 2818877 |
| Take-Two Interactive Software Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/14/27 | &nbsp;&nbsp;&nbsp; 4345 | 4322973 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/14/32 | &nbsp;&nbsp;&nbsp; 3188 | 3100053 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/28/28 | &nbsp;&nbsp;&nbsp; 4610 | 4696127 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/12/29 | &nbsp;&nbsp;&nbsp; 2905 | 3011117 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/12/34 | &nbsp;&nbsp;&nbsp; 2205 | 2315036 |
| VMware LLC |  |  |
| &nbsp;&nbsp;&nbsp; 1.80%, 08/15/28 | &nbsp;&nbsp;&nbsp; 4199 | 3963515 |
| &nbsp;&nbsp;&nbsp; 2.20%, 08/15/31 | &nbsp;&nbsp;&nbsp; 5653 | 5037031 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/21/27 | &nbsp;&nbsp;&nbsp; 5581 | 5572420 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/30 | &nbsp;&nbsp;&nbsp; 4205 | 4275628 |
| Workday Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/27 | &nbsp;&nbsp;&nbsp; 4780 | 4747395 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 3663 | 3616715 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/01/32 | &nbsp;&nbsp;&nbsp; 5590 | 5367612 |
|  |  | 872023758 |
| **Telecommunications — 1.1%** | **Telecommunications — 1.1%** | **Telecommunications — 1.1%** |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/07/30 | &nbsp;&nbsp;&nbsp; 5335 | 5035222 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/22/29 | &nbsp;&nbsp;&nbsp; 6846 | 6720160 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 | &nbsp;&nbsp;&nbsp; 4935 | 4341573 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/22/49<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5376 | 4590293 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/21/32 | &nbsp;&nbsp;&nbsp; 4665 | 4717188 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/33 | &nbsp;&nbsp;&nbsp; 2420 | 2474124 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/37 | &nbsp;&nbsp;&nbsp; 2570 | 2792423 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 | &nbsp;&nbsp;&nbsp; 9717 | 10493252 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/35 | &nbsp;&nbsp;&nbsp; 6128 | 6804596 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 02/01/28 | &nbsp;&nbsp;&nbsp; 11266 | 10714346 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/01/32 | &nbsp;&nbsp;&nbsp; 12366 | 10909403 |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/27 | &nbsp;&nbsp;&nbsp; 12517 | 12201363 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 2.55%, 12/01/33 | &nbsp;&nbsp;&nbsp; $16950 | $14544355 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/31 | &nbsp;&nbsp;&nbsp; 16621 | 15322485 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/43 | &nbsp;&nbsp;&nbsp; 2710 | 2016263 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/52 | &nbsp;&nbsp;&nbsp; 3790 | 2524588 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | &nbsp;&nbsp;&nbsp; 11145 | 8876718 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 | &nbsp;&nbsp;&nbsp; 32346 | 22253972 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/61 | &nbsp;&nbsp;&nbsp; 3115 | 2037397 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 | &nbsp;&nbsp;&nbsp; 32163 | 22012081 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 | &nbsp;&nbsp;&nbsp; 13181 | 9472359 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 | &nbsp;&nbsp;&nbsp; 25857 | 17612173 |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/15/27 | &nbsp;&nbsp;&nbsp; 4739 | 4725269 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 | &nbsp;&nbsp;&nbsp; 25591 | 18178434 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 | &nbsp;&nbsp;&nbsp; 6440 | 4568343 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/28 | &nbsp;&nbsp;&nbsp; 5175 | 5177962 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/27 | &nbsp;&nbsp;&nbsp; 5884 | 5897050 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/30 | &nbsp;&nbsp;&nbsp; 15542 | 15627668 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 | &nbsp;&nbsp;&nbsp; 5940 | 5116530 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/29 | &nbsp;&nbsp;&nbsp; 14894 | 14981195 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 | &nbsp;&nbsp;&nbsp; 3890 | 3274843 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/35 | &nbsp;&nbsp;&nbsp; 12144 | 11805486 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 | &nbsp;&nbsp;&nbsp; 7900 | 6662226 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/01/32 | &nbsp;&nbsp;&nbsp; 3535 | 3538909 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 | &nbsp;&nbsp;&nbsp; 4209 | 3557704 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/44 | &nbsp;&nbsp;&nbsp; 2444 | 2151526 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/15/30 | &nbsp;&nbsp;&nbsp; 6660 | 6788612 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 6341 | 5624170 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | &nbsp;&nbsp;&nbsp; 1760 | 1584317 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 | &nbsp;&nbsp;&nbsp; 5277 | 5083306 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/15/45 | &nbsp;&nbsp;&nbsp; 1944 | 1751170 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/01/35 | &nbsp;&nbsp;&nbsp; 6320 | 6300162 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 | &nbsp;&nbsp;&nbsp; 3973 | 3912211 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/42 | &nbsp;&nbsp;&nbsp; 1810 | 1746674 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/46 | &nbsp;&nbsp;&nbsp; 3121 | 2910358 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/50 | &nbsp;&nbsp;&nbsp; 2627 | 2412265 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/37 | &nbsp;&nbsp;&nbsp; 4800 | 4907164 |
| &nbsp;&nbsp;&nbsp; 5.35%, 09/01/40 | &nbsp;&nbsp;&nbsp; 1883 | 1875355 |
| &nbsp;&nbsp;&nbsp; 5.38%, 08/15/35 | &nbsp;&nbsp;&nbsp; 6165 | 6375373 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/15/34 | &nbsp;&nbsp;&nbsp; 12115 | 12667347 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/47 | &nbsp;&nbsp;&nbsp; 2367 | 2292973 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/41 | &nbsp;&nbsp;&nbsp; 3112 | 3145862 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/01/45 | &nbsp;&nbsp;&nbsp; 5200 | 5112805 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/47 | &nbsp;&nbsp;&nbsp; 1942 | 1993562 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | &nbsp;&nbsp;&nbsp; 8435 | 8279280 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/57 | &nbsp;&nbsp;&nbsp; 1756 | 1721278 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/40 | &nbsp;&nbsp;&nbsp; 3004 | 3168235 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/56 | &nbsp;&nbsp;&nbsp; 7270 | 7500475 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/15/38 | &nbsp;&nbsp;&nbsp; 1675 | 1836629 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 1979 | 2154608 |
| &nbsp;&nbsp;&nbsp; 6.55%, 02/15/39 | &nbsp;&nbsp;&nbsp; 1420 | 1586617 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/15/52 | &nbsp;&nbsp;&nbsp; 2780 | 1990999 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 | &nbsp;&nbsp;&nbsp; 3090 | 2480178 |
| &nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 | &nbsp;&nbsp;&nbsp; 5716 | 4779680 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/11/33 | &nbsp;&nbsp;&nbsp; 5285 | 5390550 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3245 | 3310522 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3985 | 3855989 |
| &nbsp;&nbsp;&nbsp; Series US-4, 3.65%, 03/17/51 | &nbsp;&nbsp;&nbsp; 2549 | 1856014 |
| &nbsp;&nbsp;&nbsp; Series US-5, 2.15%, 02/15/32 | &nbsp;&nbsp;&nbsp; 4005 | 3475376 |
| British Telecommunications PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 12/04/28 | &nbsp;&nbsp;&nbsp; 5538 | 5683274 |
| &nbsp;&nbsp;&nbsp; 9.63%, 12/15/30 | &nbsp;&nbsp;&nbsp; 13401 | 16499291 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/24/28 | &nbsp;&nbsp;&nbsp; $4435 | $4506033 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/24/30 | &nbsp;&nbsp;&nbsp; 4750 | 4888470 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/26/27 | &nbsp;&nbsp;&nbsp; 8005 | 8100712 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/26/29 | &nbsp;&nbsp;&nbsp; 10196 | 10484176 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/26/31 | &nbsp;&nbsp;&nbsp; 7005 | 7291237 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/24/32 | &nbsp;&nbsp;&nbsp; 4730 | 4910047 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/26/34 | &nbsp;&nbsp;&nbsp; 9300 | 9649708 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/24/35 | &nbsp;&nbsp;&nbsp; 5240 | 5436565 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 | &nbsp;&nbsp;&nbsp; 8035 | 7886669 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 | &nbsp;&nbsp;&nbsp; 4955 | 4809296 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 8576 | 9034081 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/24/55 | &nbsp;&nbsp;&nbsp; 3720 | 3750243 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 | &nbsp;&nbsp;&nbsp; 9915 | 10811162 |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/49 | &nbsp;&nbsp;&nbsp; 2013 | 1589233 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/57 | &nbsp;&nbsp;&nbsp; 4052 | 3333172 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 1517 | 1491499 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | &nbsp;&nbsp;&nbsp; 2500 | 2323660 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/48 | &nbsp;&nbsp;&nbsp; 2864 | 2816259 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 | &nbsp;&nbsp;&nbsp; 4483 | 4144947 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/40 | &nbsp;&nbsp;&nbsp; 2577 | 2706380 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/68 | &nbsp;&nbsp;&nbsp; 1950 | 1938574 |
| Deutsche Telekom International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 8.75%, 06/15/30 | &nbsp;&nbsp;&nbsp; 17555 | 20622781 |
| &nbsp;&nbsp;&nbsp; 9.25%, 06/01/32 | &nbsp;&nbsp;&nbsp; 4392 | 5502915 |
| Juniper Networks Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/10/30 | &nbsp;&nbsp;&nbsp; 3131 | 2768008 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/29 | &nbsp;&nbsp;&nbsp; 3131 | 3061381 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/41 | &nbsp;&nbsp;&nbsp; 2569 | 2579822 |
| Koninklijke KPN NV, 8.38%, 10/01/30 | &nbsp;&nbsp;&nbsp; 1822 | 2139015 |
| Motorola Solutions Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 11/15/30 | &nbsp;&nbsp;&nbsp; 3491 | 3167470 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/24/31 | &nbsp;&nbsp;&nbsp; 4970 | 4549813 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/23/28 | &nbsp;&nbsp;&nbsp; 4330 | 4374973 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/23/29 | &nbsp;&nbsp;&nbsp; 4681 | 4739827 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/30 | &nbsp;&nbsp;&nbsp; 2030 | 2071774 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/29 | &nbsp;&nbsp;&nbsp; 2445 | 2508086 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/15/32 | &nbsp;&nbsp;&nbsp; 1670 | 1723939 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/15/34 | &nbsp;&nbsp;&nbsp; 4020 | 4160254 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/44 | &nbsp;&nbsp;&nbsp; 2188 | 2152996 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/35 | &nbsp;&nbsp;&nbsp; 2530 | 2636059 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/01/32 | &nbsp;&nbsp;&nbsp; 3240 | 3414749 |
| Nokia OYJ |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/12/27 | &nbsp;&nbsp;&nbsp; 3858 | 3859866 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/15/39 | &nbsp;&nbsp;&nbsp; 2751 | 2957236 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/13/42 | &nbsp;&nbsp;&nbsp; 4219 | 4184112 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/06/44 | &nbsp;&nbsp;&nbsp; 3934 | 3917907 |
| &nbsp;&nbsp;&nbsp; 9.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 13175 | 15954070 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/27 | &nbsp;&nbsp;&nbsp; 4190 | 4135936 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/49 | &nbsp;&nbsp;&nbsp; 2959 | 2166128 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/32 | &nbsp;&nbsp;&nbsp; 5315 | 5027639 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 | &nbsp;&nbsp;&nbsp; 3402 | 2763679 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/01/49 | &nbsp;&nbsp;&nbsp; 190 | 153470 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/42 | &nbsp;&nbsp;&nbsp; 3485 | 3024821 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/43 | &nbsp;&nbsp;&nbsp; 2603 | 2221894 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 7640 | 6206712 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/29 | &nbsp;&nbsp;&nbsp; 4976 | 5073830 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 | &nbsp;&nbsp;&nbsp; 4283 | 3894094 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/34 | &nbsp;&nbsp;&nbsp; $5375 | $5453650 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 | &nbsp;&nbsp;&nbsp; 2743 | 2624208 |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/38 | &nbsp;&nbsp;&nbsp; 2481 | 2901165 |
| Sprint Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/15/28 | &nbsp;&nbsp;&nbsp; 4925 | 5306988 |
| &nbsp;&nbsp;&nbsp; 8.75%, 03/15/32 | &nbsp;&nbsp;&nbsp; 9920 | 12077640 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/08/27 | &nbsp;&nbsp;&nbsp; 5864 | 5853915 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/06/38 | &nbsp;&nbsp;&nbsp; 2786 | 2566888 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/06/48 | &nbsp;&nbsp;&nbsp; 5608 | 4768238 |
| &nbsp;&nbsp;&nbsp; 5.21%, 03/08/47 | &nbsp;&nbsp;&nbsp; 11210 | 9994737 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/01/49 | &nbsp;&nbsp;&nbsp; 5247 | 4839351 |
| &nbsp;&nbsp;&nbsp; 7.05%, 06/20/36 | &nbsp;&nbsp;&nbsp; 9349 | 10549142 |
| Telefonica Europe BV, 8.25%, 09/15/30 | &nbsp;&nbsp;&nbsp; 6868 | 7910629 |
| TELUS Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/16/27 | &nbsp;&nbsp;&nbsp; 3870 | 3807256 |
| &nbsp;&nbsp;&nbsp; 3.40%, 05/13/32 | &nbsp;&nbsp;&nbsp; 5535 | 5115391 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/27 | &nbsp;&nbsp;&nbsp; 3548 | 3521966 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 02/15/28 | &nbsp;&nbsp;&nbsp; 9210 | 8825567 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/31 | &nbsp;&nbsp;&nbsp; 6519 | 5790305 |
| &nbsp;&nbsp;&nbsp; 2.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 3198 | 3028806 |
| &nbsp;&nbsp;&nbsp; 2.55%, 02/15/31 | &nbsp;&nbsp;&nbsp; 13329 | 12213800 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | &nbsp;&nbsp;&nbsp; 5105 | 4871170 |
| &nbsp;&nbsp;&nbsp; 2.70%, 03/15/32 | &nbsp;&nbsp;&nbsp; 5330 | 4806480 |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/15/31 | &nbsp;&nbsp;&nbsp; 6840 | 6363546 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 | &nbsp;&nbsp;&nbsp; 13141 | 9896850 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/51 | &nbsp;&nbsp;&nbsp; 13184 | 8992144 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/29 | &nbsp;&nbsp;&nbsp; 9175 | 8943594 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 | &nbsp;&nbsp;&nbsp; 13430 | 9215273 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/31 | &nbsp;&nbsp;&nbsp; 19335 | 18544090 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 | &nbsp;&nbsp;&nbsp; 6803 | 4640595 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/27 | &nbsp;&nbsp;&nbsp; 19052 | 18965488 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/15/30 | &nbsp;&nbsp;&nbsp; 30062 | 29604704 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/01/29 | &nbsp;&nbsp;&nbsp; 4135 | 4147997 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/40 | &nbsp;&nbsp;&nbsp; 9360 | 8516304 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 | &nbsp;&nbsp;&nbsp; 12327 | 10369815 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/33 | &nbsp;&nbsp;&nbsp; 3350 | 3353480 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/35 | &nbsp;&nbsp;&nbsp; 5530 | 5478386 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/01/28 | &nbsp;&nbsp;&nbsp; 8890 | 8895714 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/28 | &nbsp;&nbsp;&nbsp; 5355 | 5449708 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/15/29 | &nbsp;&nbsp;&nbsp; 5135 | 5251119 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/28 | &nbsp;&nbsp;&nbsp; 5645 | 5753265 |
| &nbsp;&nbsp;&nbsp; 4.95%, 11/15/35 | &nbsp;&nbsp;&nbsp; 4500 | 4521569 |
| &nbsp;&nbsp;&nbsp; 5.05%, 07/15/33 | &nbsp;&nbsp;&nbsp; 11792 | 12104791 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 2210 | 2287536 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/34 | &nbsp;&nbsp;&nbsp; 4885 | 5025371 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/33 | &nbsp;&nbsp;&nbsp; 3595 | 3727432 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/55 | &nbsp;&nbsp;&nbsp; 4350 | 4050025 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4530 | 4685391 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55 | &nbsp;&nbsp;&nbsp; 2940 | 2838009 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/53 | &nbsp;&nbsp;&nbsp; 7835 | 7741165 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/56 | &nbsp;&nbsp;&nbsp; 5400 | 5370195 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/34 | &nbsp;&nbsp;&nbsp; 6640 | 7077775 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/54 | &nbsp;&nbsp;&nbsp; 5345 | 5350582 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | &nbsp;&nbsp;&nbsp; 3005 | 3027851 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/55 | &nbsp;&nbsp;&nbsp; 4560 | 4644844 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | &nbsp;&nbsp;&nbsp; 3440 | 3566470 |
| &nbsp;&nbsp;&nbsp; 6.70%, 12/15/33 | &nbsp;&nbsp;&nbsp; 1500 | 1691982 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/18/30 | &nbsp;&nbsp;&nbsp; 5917 | 5211409 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 1.68%, 10/30/30 | &nbsp;&nbsp;&nbsp; $6423 | $5692237 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/20/31 | &nbsp;&nbsp;&nbsp; 11170 | 9866832 |
| &nbsp;&nbsp;&nbsp; 2.10%, 03/22/28 | &nbsp;&nbsp;&nbsp; 13405 | 12854828 |
| &nbsp;&nbsp;&nbsp; 2.36%, 03/15/32 | &nbsp;&nbsp;&nbsp; 21212 | 18747483 |
| &nbsp;&nbsp;&nbsp; 2.55%, 03/21/31 | &nbsp;&nbsp;&nbsp; 14031 | 12838585 |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 | &nbsp;&nbsp;&nbsp; 13943 | 10140796 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/03/41 | &nbsp;&nbsp;&nbsp; 5182 | 3783514 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/20/50 | &nbsp;&nbsp;&nbsp; 12729 | 8047806 |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 | &nbsp;&nbsp;&nbsp; 17199 | 10479301 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/22/27 | &nbsp;&nbsp;&nbsp; 5785 | 5782905 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/60<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5382 | 3219154 |
| &nbsp;&nbsp;&nbsp; 3.15%, 03/22/30 | &nbsp;&nbsp;&nbsp; 8399 | 8060168 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 | &nbsp;&nbsp;&nbsp; 14500 | 11456300 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 | &nbsp;&nbsp;&nbsp; 19703 | 14291186 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 | &nbsp;&nbsp;&nbsp; 14910 | 10354685 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 | &nbsp;&nbsp;&nbsp; 3766 | 3051040 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/08/29 | &nbsp;&nbsp;&nbsp; 7232 | 7195264 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/52 | &nbsp;&nbsp;&nbsp; 4620 | 3502289 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 | &nbsp;&nbsp;&nbsp; 6107 | 4751983 |
| &nbsp;&nbsp;&nbsp; 4.02%, 12/03/29 | &nbsp;&nbsp;&nbsp; 15774 | 15662320 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/46 | &nbsp;&nbsp;&nbsp; 4637 | 3774689 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/36 | &nbsp;&nbsp;&nbsp; 4190 | 3957183 |
| &nbsp;&nbsp;&nbsp; 4.33%, 09/21/28 | &nbsp;&nbsp;&nbsp; 15426 | 15547238 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/01/34 | &nbsp;&nbsp;&nbsp; 10304 | 10011521 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/10/33 | &nbsp;&nbsp;&nbsp; 10442 | 10355198 |
| &nbsp;&nbsp;&nbsp; 4.52%, 09/15/48 | &nbsp;&nbsp;&nbsp; 5120 | 4370583 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/15/55 | &nbsp;&nbsp;&nbsp; 3803 | 3233082 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/33 | &nbsp;&nbsp;&nbsp; 3810 | 3832879 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/41 | &nbsp;&nbsp;&nbsp; 2688 | 2471578 |
| &nbsp;&nbsp;&nbsp; 4.78%, 02/15/35 | &nbsp;&nbsp;&nbsp; 4270 | 4239130 |
| &nbsp;&nbsp;&nbsp; 4.81%, 03/15/39 | &nbsp;&nbsp;&nbsp; 5072 | 4885847 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/21/46 | &nbsp;&nbsp;&nbsp; 11214 | 10129345 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 13335 | 13350737 |
| &nbsp;&nbsp;&nbsp; 5.01%, 04/15/49 | &nbsp;&nbsp;&nbsp; 3585 | 3279346 |
| &nbsp;&nbsp;&nbsp; 5.01%, 08/21/54 | &nbsp;&nbsp;&nbsp; 4193 | 3773311 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/09/33 | &nbsp;&nbsp;&nbsp; 4355 | 4491525 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/02/35 | &nbsp;&nbsp;&nbsp; 7845 | 8035068 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/16/37 | &nbsp;&nbsp;&nbsp; 4662 | 4736867 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/02/37<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 12381 | 12663699 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/16/47 | &nbsp;&nbsp;&nbsp; 2756 | 2703034 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/23/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3873 | 3786715 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/45 | &nbsp;&nbsp;&nbsp; 8825 | 8900663 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/35 | &nbsp;&nbsp;&nbsp; 3847 | 4132000 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/30/55 | &nbsp;&nbsp;&nbsp; 4105 | 4140196 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/30/65 | &nbsp;&nbsp;&nbsp; 5995 | 6059213 |
| &nbsp;&nbsp;&nbsp; 6.40%, 09/15/33 | &nbsp;&nbsp;&nbsp; 1770 | 1964307 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/43 | &nbsp;&nbsp;&nbsp; 4178 | 4637282 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/30 | &nbsp;&nbsp;&nbsp; 3817 | 4394056 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/17/50 | &nbsp;&nbsp;&nbsp; 4489 | 3568805 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/30/28 | &nbsp;&nbsp;&nbsp; 390 | 396354 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/19/43 | &nbsp;&nbsp;&nbsp; 2055 | 1776242 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/19/49 | &nbsp;&nbsp;&nbsp; 6848 | 6054806 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/38 | &nbsp;&nbsp;&nbsp; 2643 | 2619229 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/48 | &nbsp;&nbsp;&nbsp; 4015 | 3776794 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/53 | &nbsp;&nbsp;&nbsp; 4460 | 4332857 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/28/54 | &nbsp;&nbsp;&nbsp; 7430 | 7331394 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/10/63 | &nbsp;&nbsp;&nbsp; 2065 | 1993149 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/28/64 | &nbsp;&nbsp;&nbsp; 4410 | 4353742 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/27/37 | &nbsp;&nbsp;&nbsp; 5250 | 5750179 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/30/32 | &nbsp;&nbsp;&nbsp; 3753 | 4092782 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| &nbsp;&nbsp;&nbsp; 7.88%, 02/15/30 | &nbsp;&nbsp;&nbsp; $4020 | $4601253 |
|  |  | 1485813854 |
| **Toys, Games & Hobbies — 0.0%** | **Toys, Games & Hobbies — 0.0%** | **Toys, Games & Hobbies — 0.0%** |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/27 | &nbsp;&nbsp;&nbsp; 3094 | 3059989 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/19/29 | &nbsp;&nbsp;&nbsp; 4264 | 4189343 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/44 | &nbsp;&nbsp;&nbsp; 1536 | 1371350 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/34 | &nbsp;&nbsp;&nbsp; 2525 | 2678562 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/15/40 | &nbsp;&nbsp;&nbsp; 2744 | 2904215 |
| Mattel Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/17/30 | &nbsp;&nbsp;&nbsp; 1325 | 1337839 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/01/41 | &nbsp;&nbsp;&nbsp; 1575 | 1506602 |
|  |  | 17047900 |
| **Transportation — 0.5%** | **Transportation — 0.5%** | **Transportation — 0.5%** |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/52 | &nbsp;&nbsp;&nbsp; 3339 | 2147165 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 | &nbsp;&nbsp;&nbsp; 2947 | 1993486 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/15/27 | &nbsp;&nbsp;&nbsp; 6461 | 6414348 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/51 | &nbsp;&nbsp;&nbsp; 4530 | 3206615 |
| &nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 | &nbsp;&nbsp;&nbsp; 4061 | 3037478 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 | &nbsp;&nbsp;&nbsp; 3673 | 2991258 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 | &nbsp;&nbsp;&nbsp; 3894 | 3213979 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 | &nbsp;&nbsp;&nbsp; 3855 | 3226791 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/45 | &nbsp;&nbsp;&nbsp; 4593 | 3918514 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 | &nbsp;&nbsp;&nbsp; 3430 | 2866428 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 | &nbsp;&nbsp;&nbsp; 2237 | 2022279 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/42 | &nbsp;&nbsp;&nbsp; 2862 | 2594069 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 | &nbsp;&nbsp;&nbsp; 3770 | 3407473 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/53 | &nbsp;&nbsp;&nbsp; 3075 | 2641495 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 | &nbsp;&nbsp;&nbsp; 3838 | 3471382 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 | &nbsp;&nbsp;&nbsp; 3039 | 2785038 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 | &nbsp;&nbsp;&nbsp; 3794 | 3622726 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/41 | &nbsp;&nbsp;&nbsp; 1953 | 1905398 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/41 | &nbsp;&nbsp;&nbsp; 2589 | 2566217 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/01/43 | &nbsp;&nbsp;&nbsp; 3385 | 3333328 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/54 | &nbsp;&nbsp;&nbsp; 6270 | 6029413 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 | &nbsp;&nbsp;&nbsp; 2482 | 2541120 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | &nbsp;&nbsp;&nbsp; 5250 | 5273244 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/40 | &nbsp;&nbsp;&nbsp; 3806 | 4073396 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/56 | &nbsp;&nbsp;&nbsp; 4190 | 4386153 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | &nbsp;&nbsp;&nbsp; 3398 | 3812577 |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/36 | &nbsp;&nbsp;&nbsp; 1800 | 2028407 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 | &nbsp;&nbsp;&nbsp; 3307 | 1987331 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 | &nbsp;&nbsp;&nbsp; 2844 | 2090442 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 | &nbsp;&nbsp;&nbsp; 3299 | 2557483 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/05/32 | &nbsp;&nbsp;&nbsp; 3855 | 3743037 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/12/31 | &nbsp;&nbsp;&nbsp; 1200 | 1204308 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/18/34 | &nbsp;&nbsp;&nbsp; 2545 | 2513806 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/05/52 | &nbsp;&nbsp;&nbsp; 2640 | 2261489 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 | &nbsp;&nbsp;&nbsp; 3502 | 3062454 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/12/35 | &nbsp;&nbsp;&nbsp; 1200 | 1208399 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/33 | &nbsp;&nbsp;&nbsp; 1595 | 1746012 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/53 | &nbsp;&nbsp;&nbsp; 1570 | 1723635 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/01/36 | &nbsp;&nbsp;&nbsp; 2200 | 2466480 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/01/34 | &nbsp;&nbsp;&nbsp; 3140 | 3505796 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/37 | &nbsp;&nbsp;&nbsp; 2502 | 2833789 |
| &nbsp;&nbsp;&nbsp; 6.90%, 07/15/28 | &nbsp;&nbsp;&nbsp; 3725 | 4004150 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/02/26 | &nbsp;&nbsp;&nbsp; 4250 | 4156091 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp;&nbsp; 2.05%, 03/05/30 | &nbsp;&nbsp;&nbsp; $3131 | $2876335 |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/02/31 | &nbsp;&nbsp;&nbsp; 6005 | 5394747 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/29 | &nbsp;&nbsp;&nbsp; 2858 | 2728110 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/02/41 | &nbsp;&nbsp;&nbsp; 4762 | 3597096 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/02/51 | &nbsp;&nbsp;&nbsp; 8002 | 5416935 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 | &nbsp;&nbsp;&nbsp; 2700 | 1977191 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/28 | &nbsp;&nbsp;&nbsp; 3425 | 3428610 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 | &nbsp;&nbsp;&nbsp; 1872 | 1433907 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | &nbsp;&nbsp;&nbsp; 2226 | 1952607 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/01/48 | &nbsp;&nbsp;&nbsp; 2340 | 2106158 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/30/30 | &nbsp;&nbsp;&nbsp; 2675 | 2746331 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/35 | &nbsp;&nbsp;&nbsp; 2168 | 2166660 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/01/45 | &nbsp;&nbsp;&nbsp; 2597 | 2414082 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/45 | &nbsp;&nbsp;&nbsp; 2292 | 2161763 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/30/35 | &nbsp;&nbsp;&nbsp; 2700 | 2796228 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | &nbsp;&nbsp;&nbsp; 2483 | 2688293 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/2115 | &nbsp;&nbsp;&nbsp; 3964 | 4051931 |
| &nbsp;&nbsp;&nbsp; 7.13%, 10/15/31 | &nbsp;&nbsp;&nbsp; 1948 | 2222964 |
| &nbsp;&nbsp;&nbsp; CH Robinson Worldwide Inc., 4.20%, <br> 04/15/28<br>| &nbsp;&nbsp;&nbsp; 4420 | 4432934 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/15/30 | &nbsp;&nbsp;&nbsp; 2958 | 2779220 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/51 | &nbsp;&nbsp;&nbsp; 2366 | 1429516 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/27 | &nbsp;&nbsp;&nbsp; 6106 | 6050190 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 | &nbsp;&nbsp;&nbsp; 2874 | 2067542 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/28 | &nbsp;&nbsp;&nbsp; 4231 | 4223027 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 | &nbsp;&nbsp;&nbsp; 4104 | 3285724 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 | &nbsp;&nbsp;&nbsp; 2586 | 2012390 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 | &nbsp;&nbsp;&nbsp; 2971 | 2358986 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/32 | &nbsp;&nbsp;&nbsp; 3551 | 3504641 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 | &nbsp;&nbsp;&nbsp; 4098 | 3488153 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/29 | &nbsp;&nbsp;&nbsp; 5440 | 5493368 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 | &nbsp;&nbsp;&nbsp; 2733 | 2154459 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 | &nbsp;&nbsp;&nbsp; 3870 | 3293580 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/43 | &nbsp;&nbsp;&nbsp; 1925 | 1714657 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 1911 | 1663789 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/52 | &nbsp;&nbsp;&nbsp; 3786 | 3276918 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 2084 | 1789176 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 | &nbsp;&nbsp;&nbsp; 2350 | 1973447 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 | &nbsp;&nbsp;&nbsp; 2775 | 2609498 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 | &nbsp;&nbsp;&nbsp; 3186 | 2894507 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 750 | 687081 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/15/35 | &nbsp;&nbsp;&nbsp; 4055 | 4161435 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/15/33 | &nbsp;&nbsp;&nbsp; 3520 | 3688958 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/41 | &nbsp;&nbsp;&nbsp; 2604 | 2689781 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/36 | &nbsp;&nbsp;&nbsp; 2650 | 2901968 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | &nbsp;&nbsp;&nbsp; 3320 | 3684202 |
| &nbsp;&nbsp;&nbsp; 6.22%, 04/30/40 | &nbsp;&nbsp;&nbsp; 3008 | 3344809 |
| &nbsp;&nbsp;&nbsp; Federal Express Corp. Pass-Through Trusts, <br> Series 2020-1, Class AA, 1.88%, 08/20/35<br>| &nbsp;&nbsp;&nbsp; 5622 | 4919344 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3440 | 3109053 |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/15/31 | &nbsp;&nbsp;&nbsp; 1205 | 1090736 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/05/29 | &nbsp;&nbsp;&nbsp; 5079 | 4891724 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/41 | &nbsp;&nbsp;&nbsp; 925 | 696714 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/28 | &nbsp;&nbsp;&nbsp; 70 | 68953 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/01/35 | &nbsp;&nbsp;&nbsp; 800 | 740617 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/15/48 | &nbsp;&nbsp;&nbsp; 2740 | 2109171 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/43 | &nbsp;&nbsp;&nbsp; 210 | 170490 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 4105 | 4136887 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/47 | &nbsp;&nbsp;&nbsp; 530 | 435336 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/46 | &nbsp;&nbsp;&nbsp; $1430 | $1208910 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/45 | &nbsp;&nbsp;&nbsp; 7076 | 6081688 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/34 | &nbsp;&nbsp;&nbsp; 935 | 939484 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/17/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3116 | 2682361 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/17/48 | &nbsp;&nbsp;&nbsp; 675 | 593934 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5446 | 5015410 |
| &nbsp;&nbsp;&nbsp; JB Hunt Transport Services Inc., 4.90%, <br> 03/15/30<br>| &nbsp;&nbsp;&nbsp; 60 | 61361 |
| Kirby Corp., 4.20%, 03/01/28 | &nbsp;&nbsp;&nbsp; 3127 | 3130609 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 05/15/31 | &nbsp;&nbsp;&nbsp; 3250 | 2950572 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/01/29 | &nbsp;&nbsp;&nbsp; 2556 | 2415286 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 | &nbsp;&nbsp;&nbsp; 2968 | 1913862 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/32 | &nbsp;&nbsp;&nbsp; 3290 | 3047617 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/50 | &nbsp;&nbsp;&nbsp; 3677 | 2473969 |
| &nbsp;&nbsp;&nbsp; 3.15%, 06/01/27 | &nbsp;&nbsp;&nbsp; 2209 | 2184464 |
| &nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 | &nbsp;&nbsp;&nbsp; 3836 | 2536024 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 | &nbsp;&nbsp;&nbsp; 1894 | 1362260 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/53 | &nbsp;&nbsp;&nbsp; 2126 | 1574004 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/01/28 | &nbsp;&nbsp;&nbsp; 3779 | 3765433 |
| &nbsp;&nbsp;&nbsp; 3.94%, 11/01/47 | &nbsp;&nbsp;&nbsp; 3439 | 2773287 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 | &nbsp;&nbsp;&nbsp; 2952 | 2495886 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/15/52 | &nbsp;&nbsp;&nbsp; 3104 | 2468223 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/49 | &nbsp;&nbsp;&nbsp; 1980 | 1616856 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/2121 | &nbsp;&nbsp;&nbsp; 2715 | 1932939 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 | &nbsp;&nbsp;&nbsp; 3425 | 2843274 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/33 | &nbsp;&nbsp;&nbsp; 2644 | 2650450 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/45 | &nbsp;&nbsp;&nbsp; 2542 | 2243422 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/53 | &nbsp;&nbsp;&nbsp; 2975 | 2569974 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/46 | &nbsp;&nbsp;&nbsp; 2529 | 2277732 |
| &nbsp;&nbsp;&nbsp; 4.84%, 10/01/41 | &nbsp;&nbsp;&nbsp; 2667 | 2545751 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/01/30 | &nbsp;&nbsp;&nbsp; 3305 | 3433570 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/01/35 | &nbsp;&nbsp;&nbsp; 2215 | 2280472 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/2118 | &nbsp;&nbsp;&nbsp; 1585 | 1406295 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4135 | 4028418 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/34 | &nbsp;&nbsp;&nbsp; 2100 | 2227608 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/64 | &nbsp;&nbsp;&nbsp; 2647 | 2778510 |
| &nbsp;&nbsp;&nbsp; 7.80%, 05/15/27 | &nbsp;&nbsp;&nbsp; 3232 | 3406858 |
| Ryder System Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 03/01/27 | &nbsp;&nbsp;&nbsp; 2869 | 2825491 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/01/26 | &nbsp;&nbsp;&nbsp; 2690 | 2659910 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/27 | &nbsp;&nbsp;&nbsp; 2200 | 2206761 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/30 | &nbsp;&nbsp;&nbsp; 980 | 978757 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1885 | 1927874 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/01/29 | &nbsp;&nbsp;&nbsp; 1375 | 1405581 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/29 | &nbsp;&nbsp;&nbsp; 1610 | 1648984 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/30 | &nbsp;&nbsp;&nbsp; 980 | 1007108 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/28 | &nbsp;&nbsp;&nbsp; 3132 | 3218730 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/15/27 | &nbsp;&nbsp;&nbsp; 2143 | 2173555 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/29 | &nbsp;&nbsp;&nbsp; 2525 | 2616448 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/29 | &nbsp;&nbsp;&nbsp; 1775 | 1854548 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/28 | &nbsp;&nbsp;&nbsp; 3231 | 3339954 |
| &nbsp;&nbsp;&nbsp; 6.30%, 12/01/28 | &nbsp;&nbsp;&nbsp; 2240 | 2375594 |
| &nbsp;&nbsp;&nbsp; 6.60%, 12/01/33 | &nbsp;&nbsp;&nbsp; 3145 | 3526211 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.15%, 02/05/27 | &nbsp;&nbsp;&nbsp; 3563 | 3495268 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/20/31 | &nbsp;&nbsp;&nbsp; 4290 | 3942342 |
| &nbsp;&nbsp;&nbsp; 2.40%, 02/05/30 | &nbsp;&nbsp;&nbsp; 4490 | 4208252 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/14/32 | &nbsp;&nbsp;&nbsp; 6312 | 5815728 |
| &nbsp;&nbsp;&nbsp; 2.89%, 04/06/36 | &nbsp;&nbsp;&nbsp; 3842 | 3268354 |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/10/52 | &nbsp;&nbsp;&nbsp; 4180 | 2731359 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp;&nbsp; 2.97%, 09/16/62 | &nbsp;&nbsp;&nbsp; $4310 | $2580141 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/27 | &nbsp;&nbsp;&nbsp; 4150 | 4103695 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/20/41 | &nbsp;&nbsp;&nbsp; 4375 | 3453659 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 | &nbsp;&nbsp;&nbsp; 7846 | 5540050 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/15/46 | &nbsp;&nbsp;&nbsp; 1971 | 1463505 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/01/35 | &nbsp;&nbsp;&nbsp; 2366 | 2151376 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/14/42 | &nbsp;&nbsp;&nbsp; 2400 | 1917672 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 | &nbsp;&nbsp;&nbsp; 6125 | 4439852 |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/15/39 | &nbsp;&nbsp;&nbsp; 2565 | 2213581 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 | &nbsp;&nbsp;&nbsp; 2609 | 1802412 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 | &nbsp;&nbsp;&nbsp; 2651 | 2379013 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/29 | &nbsp;&nbsp;&nbsp; 4498 | 4463788 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/05/70 | &nbsp;&nbsp;&nbsp; 3200 | 2218137 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 | &nbsp;&nbsp;&nbsp; 4453 | 3435319 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 | &nbsp;&nbsp;&nbsp; 3805 | 2682110 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 | &nbsp;&nbsp;&nbsp; 7761 | 5742207 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 | &nbsp;&nbsp;&nbsp; 2135 | 1519151 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/01/55 | &nbsp;&nbsp;&nbsp; 2260 | 1738308 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/10/28 | &nbsp;&nbsp;&nbsp; 6169 | 6177881 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 | &nbsp;&nbsp;&nbsp; 2736 | 2081154 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/47 | &nbsp;&nbsp;&nbsp; 2634 | 2151335 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/45 | &nbsp;&nbsp;&nbsp; 2531 | 2115212 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 | &nbsp;&nbsp;&nbsp; 3035 | 2523310 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/67 | &nbsp;&nbsp;&nbsp; 2521 | 1927398 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 | &nbsp;&nbsp;&nbsp; 3046 | 2564050 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/33 | &nbsp;&nbsp;&nbsp; 4985 | 5045920 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/10/48 | &nbsp;&nbsp;&nbsp; 1948 | 1698992 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/09/52 | &nbsp;&nbsp;&nbsp; 495 | 460760 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/53 | &nbsp;&nbsp;&nbsp; 2390 | 2228227 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/20/35 | &nbsp;&nbsp;&nbsp; 3915 | 4064266 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/20/63 | &nbsp;&nbsp;&nbsp; 2003 | 1879843 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/01/54 | &nbsp;&nbsp;&nbsp; 3565 | 3625269 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/01/29 | &nbsp;&nbsp;&nbsp; 4015 | 4331274 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/29 | &nbsp;&nbsp;&nbsp; 2905 | 2759674 |
| &nbsp;&nbsp;&nbsp; 3.05%, 11/15/27 | &nbsp;&nbsp;&nbsp; 6866 | 6777063 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/29 | &nbsp;&nbsp;&nbsp; 4361 | 4298084 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 | &nbsp;&nbsp;&nbsp; 1891 | 1423766 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/01/49 | &nbsp;&nbsp;&nbsp; 3316 | 2392700 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/42 | &nbsp;&nbsp;&nbsp; 2720 | 2214842 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 | &nbsp;&nbsp;&nbsp; 4537 | 3565075 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 | &nbsp;&nbsp;&nbsp; 3348 | 2818366 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/30 | &nbsp;&nbsp;&nbsp; 3222 | 3287149 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/30 | &nbsp;&nbsp;&nbsp; 2450 | 2515093 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/03/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4665 | 4831886 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 | &nbsp;&nbsp;&nbsp; 3593 | 3506795 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/03/53 | &nbsp;&nbsp;&nbsp; 4680 | 4361667 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/34 | &nbsp;&nbsp;&nbsp; 3965 | 4146979 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/40 | &nbsp;&nbsp;&nbsp; 2799 | 2848557 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3000 | 3138676 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5307 | 5197812 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/22/54 | &nbsp;&nbsp;&nbsp; 4465 | 4430670 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/22/64 | &nbsp;&nbsp;&nbsp; 2885 | 2842887 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/14/55 | &nbsp;&nbsp;&nbsp; 5690 | 5996404 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/65 | &nbsp;&nbsp;&nbsp; 4195 | 4418872 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/38 | &nbsp;&nbsp;&nbsp; 6957 | 7742418 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/22/28 | &nbsp;&nbsp;&nbsp; 6618 | 6249853 |
| &nbsp;&nbsp;&nbsp; 1.80%, 09/22/31 | &nbsp;&nbsp;&nbsp; 8707 | 7783540 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/09/27 | &nbsp;&nbsp;&nbsp; 4075 | 4095887 |
|  |  | 636264572 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 06/01/31 | &nbsp;&nbsp;&nbsp; $1891 | $1662924 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | &nbsp;&nbsp;&nbsp; 1775 | 1151012 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/28 | &nbsp;&nbsp;&nbsp; 1842 | 1814646 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 1843 | 1722168 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/30/27 | &nbsp;&nbsp;&nbsp; 2642 | 2629071 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/30 | &nbsp;&nbsp;&nbsp; 2160 | 2129614 |
| &nbsp;&nbsp;&nbsp; 4.55%, 11/07/28 | &nbsp;&nbsp;&nbsp; 1293 | 1305132 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/01/29 | &nbsp;&nbsp;&nbsp; 1957 | 1984494 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/33 | &nbsp;&nbsp;&nbsp; 2615 | 2631273 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 | &nbsp;&nbsp;&nbsp; 1147 | 1092891 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/27 | &nbsp;&nbsp;&nbsp; 1095 | 1110577 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/15/33 | &nbsp;&nbsp;&nbsp; 2375 | 2472462 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/35 | &nbsp;&nbsp;&nbsp; 2170 | 2242333 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/34 | &nbsp;&nbsp;&nbsp; 2632 | 2818755 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/05/54 | &nbsp;&nbsp;&nbsp; 2780 | 2852168 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/01/34 | &nbsp;&nbsp;&nbsp; 2075 | 2345424 |
|  |  | 31964944 |
| **Venture Capital — 0.0%** | **Venture Capital — 0.0%** | **Venture Capital — 0.0%** |
| Hercules Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/20/27 | &nbsp;&nbsp;&nbsp; 1682 | 1654628 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/16/30 | &nbsp;&nbsp;&nbsp; 900 | 911418 |
|  |  | 2566046 |
| **Water — 0.1%** | **Water — 0.1%** | **Water — 0.1%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 06/01/31 | &nbsp;&nbsp;&nbsp; 2685 | 2429092 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/01/30 | &nbsp;&nbsp;&nbsp; 3249 | 3085816 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/01/27 | &nbsp;&nbsp;&nbsp; 2530 | 2489384 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 | &nbsp;&nbsp;&nbsp; 3471 | 2395939 |
| &nbsp;&nbsp;&nbsp; 3.45%, 06/01/29 | &nbsp;&nbsp;&nbsp; 3926 | 3853687 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/01/50 | &nbsp;&nbsp;&nbsp; 3599 | 2614441 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/28 | &nbsp;&nbsp;&nbsp; 2417 | 2407073 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 | &nbsp;&nbsp;&nbsp; 4495 | 3509304 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 2175 | 1786389 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | &nbsp;&nbsp;&nbsp; 3406 | 2793360 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | &nbsp;&nbsp;&nbsp; 2192 | 1813387 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/42 | &nbsp;&nbsp;&nbsp; 1529 | 1343717 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/01/45 | &nbsp;&nbsp;&nbsp; 2421 | 2110304 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/32 | &nbsp;&nbsp;&nbsp; 3015 | 3029210 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/01/34 | &nbsp;&nbsp;&nbsp; 1925 | 1992974 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3725 | 3859669 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | &nbsp;&nbsp;&nbsp; 2460 | 2429689 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/01/55 | &nbsp;&nbsp;&nbsp; 4120 | 4192477 |
| &nbsp;&nbsp;&nbsp; 6.59%, 10/15/37 | &nbsp;&nbsp;&nbsp; 1180 | 1349821 |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.40%, 05/01/31 | &nbsp;&nbsp;&nbsp; 2824 | 2549765 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/30 | &nbsp;&nbsp;&nbsp; 2611 | 2449287 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | &nbsp;&nbsp;&nbsp; 3404 | 2359767 |
| &nbsp;&nbsp;&nbsp; 3.57%, 05/01/29 | &nbsp;&nbsp;&nbsp; 1517 | 1483522 |
| &nbsp;&nbsp;&nbsp; 4.28%, 05/01/49 | &nbsp;&nbsp;&nbsp; 3455 | 2796400 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/27 | &nbsp;&nbsp;&nbsp; 1625 | 1641299 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/15/35 | &nbsp;&nbsp;&nbsp; 1200 | 1230534 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 | &nbsp;&nbsp;&nbsp; 2720 | 2559461 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/15/34 | &nbsp;&nbsp;&nbsp; 1075 | 1116604 |
| United Utilities PLC, 6.88%, 08/15/28 | &nbsp;&nbsp;&nbsp; 1071 | 1144248 |
|  |  | 68816620 |
| **Total Corporate Bonds & Notes — 24.5%** <br>**(Cost: $34,469,398,267)** | **Total Corporate Bonds & Notes — 24.5%** <br>**(Cost: $34,469,398,267)** | 33150660848 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Foreign Government Obligations** | **Foreign Government Obligations** | **Foreign Government Obligations** |
| **Canada — 0.2%** | **Canada — 0.2%** | **Canada — 0.2%** |
| Canada Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/26/28 | &nbsp;&nbsp;&nbsp; $1225 | $1231661 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30 | &nbsp;&nbsp;&nbsp; 10160 | 10317842 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1590 | 1644244 |
| Export Development Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/25/27 | &nbsp;&nbsp;&nbsp; 985 | 976299 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/07/27 | &nbsp;&nbsp;&nbsp; 360 | 361016 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/28 | &nbsp;&nbsp;&nbsp; 895 | 901041 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5320 | 5400018 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/29 | &nbsp;&nbsp;&nbsp; 14930 | 15180389 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/05/34 | &nbsp;&nbsp;&nbsp; 4035 | 4257178 |
| Hydro-Quebec |  |  |
| &nbsp;&nbsp;&nbsp; Series HH, 8.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 1300 | 1517752 |
| &nbsp;&nbsp;&nbsp; Series HK, 9.38%, 04/15/30 | &nbsp;&nbsp;&nbsp; 1595 | 1934398 |
| &nbsp;&nbsp;&nbsp; Series HQ, 9.50%, 11/15/30 | &nbsp;&nbsp;&nbsp; 240 | 297814 |
| Province of Alberta Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 07/22/30 | &nbsp;&nbsp;&nbsp; 6217 | 5573564 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/28 | &nbsp;&nbsp;&nbsp; 6085 | 6039729 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/02/35 | &nbsp;&nbsp;&nbsp; 7000 | 6992197 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/26/29 | &nbsp;&nbsp;&nbsp; 6765 | 6946590 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/24/34 | &nbsp;&nbsp;&nbsp; 5230 | 5348424 |
| Province of British Columbia Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.30%, 01/29/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4405 | 3886105 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/27/30 | &nbsp;&nbsp;&nbsp; 50 | 50275 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/06/33 | &nbsp;&nbsp;&nbsp; 12145 | 12191006 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/24/28 | &nbsp;&nbsp;&nbsp; 1020 | 1042527 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/12/34 | &nbsp;&nbsp;&nbsp; 10730 | 11106501 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/15/28 | &nbsp;&nbsp;&nbsp; 8850 | 9132111 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/11/35 | &nbsp;&nbsp;&nbsp; 12425 | 12832770 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/24/29 | &nbsp;&nbsp;&nbsp; 10940 | 11363514 |
| &nbsp;&nbsp;&nbsp; 7.25%, 09/01/36 | &nbsp;&nbsp;&nbsp; 388 | 479503 |
| Province of Manitoba Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/25/28 | &nbsp;&nbsp;&nbsp; 390 | 366818 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/27/33 | &nbsp;&nbsp;&nbsp; 75 | 75516 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/31/34 | &nbsp;&nbsp;&nbsp; 7440 | 7764223 |
| &nbsp;&nbsp;&nbsp; Province of New Brunswick Canada, 3.63%, <br> 02/24/28<br>| &nbsp;&nbsp;&nbsp; 2001 | 1995917 |
| Province of Ontario Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.05%, 05/21/27 | &nbsp;&nbsp;&nbsp; 1585 | 1525597 |
| &nbsp;&nbsp;&nbsp; 1.13%, 10/07/30 | &nbsp;&nbsp;&nbsp; 6742 | 5955676 |
| &nbsp;&nbsp;&nbsp; 1.60%, 02/25/31 | &nbsp;&nbsp;&nbsp; 6735 | 6028859 |
| &nbsp;&nbsp;&nbsp; 1.80%, 10/14/31 | &nbsp;&nbsp;&nbsp; 3965 | 3525464 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/02/29 | &nbsp;&nbsp;&nbsp; 5205 | 4890337 |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/21/32 | &nbsp;&nbsp;&nbsp; 6195 | 5574113 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/19/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6635 | 6580057 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/17/29 | &nbsp;&nbsp;&nbsp; 10000 | 10000581 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/04/30 | &nbsp;&nbsp;&nbsp; 60 | 60344 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/18/29 | &nbsp;&nbsp;&nbsp; 10330 | 10494891 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/30 | &nbsp;&nbsp;&nbsp; 1315 | 1363928 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/11/35 | &nbsp;&nbsp;&nbsp; 9230 | 9594400 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/24/34 | &nbsp;&nbsp;&nbsp; 8315 | 8791383 |
| Province of Quebec Canada |  |  |
| &nbsp;&nbsp;&nbsp; 1.35%, 05/28/30 | &nbsp;&nbsp;&nbsp; 6678 | 6020983 |
| &nbsp;&nbsp;&nbsp; 1.90%, 04/21/31 | &nbsp;&nbsp;&nbsp; 2135 | 1930219 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/12/27 | &nbsp;&nbsp;&nbsp; 6392 | 6310582 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/13/28 | &nbsp;&nbsp;&nbsp; 8335 | 8333239 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/05/34 | &nbsp;&nbsp;&nbsp; 10120 | 10114939 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/03/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 16400 | 16823673 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/08/33 | &nbsp;&nbsp;&nbsp; 685 | 700826 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Canada (continued)** | **Canada (continued)** | **Canada (continued)** |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/28/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $12000 | $12258742 |
| &nbsp;&nbsp;&nbsp; Series PD, 7.50%, 09/15/29 | &nbsp;&nbsp;&nbsp; 7182 | 8130665 |
| Province of Saskatchewan Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/08/27 | &nbsp;&nbsp;&nbsp; 40 | 39725 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/28/30 | &nbsp;&nbsp;&nbsp; 1825 | 1887901 |
|  |  | 294144066 |
| **Chile — 0.1%** | **Chile — 0.1%** | **Chile — 0.1%** |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 01/31/31 | &nbsp;&nbsp;&nbsp; 10327 | 9444721 |
| &nbsp;&nbsp;&nbsp; 2.55%, 01/27/32 | &nbsp;&nbsp;&nbsp; 9576 | 8585127 |
| &nbsp;&nbsp;&nbsp; 2.55%, 07/27/33 | &nbsp;&nbsp;&nbsp; 13308 | 11560827 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/31/27 | &nbsp;&nbsp;&nbsp; 5279 | 5184198 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/07/41 | &nbsp;&nbsp;&nbsp; 12911 | 10040024 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/22/61 | &nbsp;&nbsp;&nbsp; 8765 | 5609695 |
| &nbsp;&nbsp;&nbsp; 3.24%, 02/06/28 | &nbsp;&nbsp;&nbsp; 10250 | 10061620 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/21/71 | &nbsp;&nbsp;&nbsp; 4588 | 2937547 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/34 | &nbsp;&nbsp;&nbsp; 8268 | 7633577 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 | &nbsp;&nbsp;&nbsp; 11085 | 8320854 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/30/42 | &nbsp;&nbsp;&nbsp; 2760 | 2277080 |
| &nbsp;&nbsp;&nbsp; 3.86%, 06/21/47 | &nbsp;&nbsp;&nbsp; 5693 | 4632913 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/52 | &nbsp;&nbsp;&nbsp; 3848 | 3107993 |
| &nbsp;&nbsp;&nbsp; 4.34%, 03/07/42 | &nbsp;&nbsp;&nbsp; 7071 | 6375566 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/22/29 | &nbsp;&nbsp;&nbsp; 10280 | 10499826 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/05/36 | &nbsp;&nbsp;&nbsp; 9759 | 9887431 |
| &nbsp;&nbsp;&nbsp; 5.33%, 01/05/54 | &nbsp;&nbsp;&nbsp; 5737 | 5665926 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/13/37 | &nbsp;&nbsp;&nbsp; 5060 | 5370818 |
|  |  | 127195743 |
| **Hong Kong — 0.0%** | **Hong Kong — 0.0%** | **Hong Kong — 0.0%** |
| &nbsp;&nbsp;&nbsp; Hong Kong Government International Bonds, <br> 1.75%, 11/24/31<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 4900 | 4399600 |
| **Hungary — 0.0%** | **Hungary — 0.0%** | **Hungary — 0.0%** |
| &nbsp;&nbsp;&nbsp; Hungary Government International Bonds, <br> 7.63%, 03/29/41<br>| &nbsp;&nbsp;&nbsp; 6107 | 7207227 |
| **Indonesia — 0.1%** | **Indonesia — 0.1%** | **Indonesia — 0.1%** |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.85%, 03/12/31 | &nbsp;&nbsp;&nbsp; 1515 | 1331849 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/28/31 | &nbsp;&nbsp;&nbsp; 7255 | 6421918 |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/14/30 | &nbsp;&nbsp;&nbsp; 7211 | 6817917 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/12/51 | &nbsp;&nbsp;&nbsp; 6585 | 4443793 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/23/61 | &nbsp;&nbsp;&nbsp; 2875 | 1877516 |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/71 | &nbsp;&nbsp;&nbsp; 3640 | 2393885 |
| &nbsp;&nbsp;&nbsp; 3.40%, 09/18/29 | &nbsp;&nbsp;&nbsp; 4280 | 4165495 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/11/28 | &nbsp;&nbsp;&nbsp; 5367 | 5300543 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/50 | &nbsp;&nbsp;&nbsp; 3676 | 2714071 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/31/32 | &nbsp;&nbsp;&nbsp; 4635 | 4385627 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/30/49 | &nbsp;&nbsp;&nbsp; 4721 | 3626079 |
| &nbsp;&nbsp;&nbsp; 3.85%, 10/15/30 | &nbsp;&nbsp;&nbsp; 9341 | 9173394 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/24/28 | &nbsp;&nbsp;&nbsp; 6330 | 6337288 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/20/27 | &nbsp;&nbsp;&nbsp; 5340 | 5347363 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/50 | &nbsp;&nbsp;&nbsp; 7610 | 6315656 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/16/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 870 | 868821 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/31/52 | &nbsp;&nbsp;&nbsp; 3520 | 2949112 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/11/48 | &nbsp;&nbsp;&nbsp; 7715 | 6715032 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/10/29 | &nbsp;&nbsp;&nbsp; 2900 | 2918339 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/70 | &nbsp;&nbsp;&nbsp; 4545 | 3726130 |
| &nbsp;&nbsp;&nbsp; 4.55%, 01/11/28 | &nbsp;&nbsp;&nbsp; 4745 | 4781612 |
| &nbsp;&nbsp;&nbsp; 4.65%, 09/20/32 | &nbsp;&nbsp;&nbsp; 7865 | 7924975 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/10/34 | &nbsp;&nbsp;&nbsp; 4270 | 4274473 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/11/29 | &nbsp;&nbsp;&nbsp; 6013 | 6109465 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Indonesia (continued)** | **Indonesia (continued)** | **Indonesia (continued)** |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/10/34 | &nbsp;&nbsp;&nbsp; $5860 | $5862986 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/11/33 | &nbsp;&nbsp;&nbsp; 7045 | 7119940 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/16/36 | &nbsp;&nbsp;&nbsp; 680 | 681218 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/10/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3100 | 3004693 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/10/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2790 | 2729330 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 890 | 923602 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/11/49<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4450 | 4486318 |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/20/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2415 | 2412347 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/15/35 | &nbsp;&nbsp;&nbsp; 5500 | 5844172 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/11/53 | &nbsp;&nbsp;&nbsp; 3500 | 3582175 |
|  |  | 147567134 |
| **Israel — 0.1%** | **Israel — 0.1%** | **Israel — 0.1%** |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/03/30 | &nbsp;&nbsp;&nbsp; 11070 | 10286279 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/17/28 | &nbsp;&nbsp;&nbsp; 4035 | 3947930 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/03/50 | &nbsp;&nbsp;&nbsp; 9090 | 6716636 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/17/48 | &nbsp;&nbsp;&nbsp; 2870 | 2268004 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/17/33 | &nbsp;&nbsp;&nbsp; 8620 | 8455938 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/30/43 | &nbsp;&nbsp;&nbsp; 5983 | 5327338 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/03/2120 | &nbsp;&nbsp;&nbsp; 4433 | 3316818 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/12/29 | &nbsp;&nbsp;&nbsp; 330 | 339830 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/19/30 | &nbsp;&nbsp;&nbsp; 100 | 103472 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/12/34 | &nbsp;&nbsp;&nbsp; 14450 | 15036199 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/19/35 | &nbsp;&nbsp;&nbsp; 10000 | 10487996 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/12/54 | &nbsp;&nbsp;&nbsp; 7155 | 6972816 |
| State of Israel |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/30 | &nbsp;&nbsp;&nbsp; 2930 | 2715945 |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/15/50 | &nbsp;&nbsp;&nbsp; 7243 | 4941440 |
|  |  | 80916641 |
| **Italy — 0.0%** | **Italy — 0.0%** | **Italy — 0.0%** |
| &nbsp;&nbsp;&nbsp; Republic of Italy Government <br> International Bonds<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/17/29 | &nbsp;&nbsp;&nbsp; 8130 | 7819170 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/06/51 | &nbsp;&nbsp;&nbsp; 9544 | 7157905 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/17/49 | &nbsp;&nbsp;&nbsp; 10700 | 8299572 |
| &nbsp;&nbsp;&nbsp; 5.38%, 06/15/33 | &nbsp;&nbsp;&nbsp; 7962 | 8497973 |
|  |  | 31774620 |
| **Japan — 0.0%** | **Japan — 0.0%** | **Japan — 0.0%** |
| Japan Bank for International Cooperation |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 01/21/31 | &nbsp;&nbsp;&nbsp; 7245 | 6371596 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/20/27 | &nbsp;&nbsp;&nbsp; 860 | 839117 |
| &nbsp;&nbsp;&nbsp; 1.88%, 04/15/31 | &nbsp;&nbsp;&nbsp; 14414 | 13036226 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/17/29 | &nbsp;&nbsp;&nbsp; 4727 | 4426283 |
| &nbsp;&nbsp;&nbsp; 2.13%, 02/16/29 | &nbsp;&nbsp;&nbsp; 4605 | 4381306 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/16/27 | &nbsp;&nbsp;&nbsp; 6275 | 6159945 |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/01/27 | &nbsp;&nbsp;&nbsp; 6505 | 6423259 |
| &nbsp;&nbsp;&nbsp; 2.88%, 07/21/27 | &nbsp;&nbsp;&nbsp; 4887 | 4818389 |
| &nbsp;&nbsp;&nbsp; 3.25%, 07/20/28 | &nbsp;&nbsp;&nbsp; 4921 | 4866814 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/31/28 | &nbsp;&nbsp;&nbsp; 4005 | 3983410 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/05/27 | &nbsp;&nbsp;&nbsp; 1200 | 1214056 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/31 | &nbsp;&nbsp;&nbsp; 1990 | 2037187 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/22/27 | &nbsp;&nbsp;&nbsp; 60 | 60841 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/19/28 | &nbsp;&nbsp;&nbsp; 1830 | 1873095 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/17/34 | &nbsp;&nbsp;&nbsp; 4020 | 4159538 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/18/28 | &nbsp;&nbsp;&nbsp; 1210 | 1248839 |
| Japan International Cooperation Agency |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/22/30 | &nbsp;&nbsp;&nbsp; 2714 | 2387578 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/27/27 | &nbsp;&nbsp;&nbsp; 1510 | 1487784 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/25/27 | &nbsp;&nbsp;&nbsp; 2020 | 2003967 |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/12/28 | &nbsp;&nbsp;&nbsp; 745 | 738294 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Japan (continued)** | **Japan (continued)** | **Japan (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/23/28 | &nbsp;&nbsp;&nbsp; $370 | $372144 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/22/30 | &nbsp;&nbsp;&nbsp; 1170 | 1190517 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/21/29 | &nbsp;&nbsp;&nbsp; 950 | 979802 |
|  |  | 75059987 |
| **Mexico — 0.3%** | **Mexico — 0.3%** | **Mexico — 0.3%** |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.66%, 05/24/31 | &nbsp;&nbsp;&nbsp; 15557 | 13885278 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/16/30 | &nbsp;&nbsp;&nbsp; 10930 | 10337198 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/12/34 | &nbsp;&nbsp;&nbsp; 13083 | 11350779 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/11/28 | &nbsp;&nbsp;&nbsp; 10315 | 10213058 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/24/61 | &nbsp;&nbsp;&nbsp; 13586 | 8504893 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/28/27 | &nbsp;&nbsp;&nbsp; 13170 | 13151375 |
| &nbsp;&nbsp;&nbsp; 4.28%, 08/14/41 | &nbsp;&nbsp;&nbsp; 13571 | 10992409 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/47 | &nbsp;&nbsp;&nbsp; 5572 | 4275340 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/52 | &nbsp;&nbsp;&nbsp; 9407 | 6965737 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/29 | &nbsp;&nbsp;&nbsp; 14845 | 14901039 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/31/50 | &nbsp;&nbsp;&nbsp; 9701 | 7458318 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/23/46 | &nbsp;&nbsp;&nbsp; 12704 | 10145883 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/10/48 | &nbsp;&nbsp;&nbsp; 8766 | 6890320 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/31 | &nbsp;&nbsp;&nbsp; 750 | 741930 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/27/32 | &nbsp;&nbsp;&nbsp; 13322 | 13032309 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/08/44 | &nbsp;&nbsp;&nbsp; 17953 | 14936179 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/19/33 | &nbsp;&nbsp;&nbsp; 10498 | 10140624 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/07/29 | &nbsp;&nbsp;&nbsp; 3149 | 3202394 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/27/51 | &nbsp;&nbsp;&nbsp; 12409 | 10137590 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/22/33 | &nbsp;&nbsp;&nbsp; 20540 | 20480821 |
| &nbsp;&nbsp;&nbsp; 5.40%, 02/09/28 | &nbsp;&nbsp;&nbsp; 4037 | 4128147 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/21/45<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13850 | 12913822 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/22/35 | &nbsp;&nbsp;&nbsp; 3250 | 3221478 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/12/2110 | &nbsp;&nbsp;&nbsp; 11661 | 10027602 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/02/32 | &nbsp;&nbsp;&nbsp; 7055 | 7276903 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/13/30 | &nbsp;&nbsp;&nbsp; 8682 | 9125473 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/07/36 | &nbsp;&nbsp;&nbsp; 7370 | 7530398 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/11/40 | &nbsp;&nbsp;&nbsp; 12956 | 12966731 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/04/53 | &nbsp;&nbsp;&nbsp; 12971 | 12578722 |
| &nbsp;&nbsp;&nbsp; 6.35%, 02/09/35 | &nbsp;&nbsp;&nbsp; 12025 | 12673123 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/07/54 | &nbsp;&nbsp;&nbsp; 6695 | 6532653 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/29/38 | &nbsp;&nbsp;&nbsp; 5306 | 5593841 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/27/34 | &nbsp;&nbsp;&nbsp; 9867 | 10756327 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/13/37 | &nbsp;&nbsp;&nbsp; 16550 | 17834916 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 | &nbsp;&nbsp;&nbsp; 10305 | 11304971 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/08/33 | &nbsp;&nbsp;&nbsp; 6162 | 7099094 |
| &nbsp;&nbsp;&nbsp; 8.30%, 08/15/31 | &nbsp;&nbsp;&nbsp; 7416 | 8815900 |
|  |  | 362123575 |
| **Panama — 0.1%** | **Panama — 0.1%** | **Panama — 0.1%** |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/29/32 | &nbsp;&nbsp;&nbsp; 13560 | 11065020 |
| &nbsp;&nbsp;&nbsp; 3.16%, 01/23/30 | &nbsp;&nbsp;&nbsp; 7893 | 7349986 |
| &nbsp;&nbsp;&nbsp; 3.30%, 01/19/33 | &nbsp;&nbsp;&nbsp; 6600 | 5745344 |
| &nbsp;&nbsp;&nbsp; 3.87%, 07/23/60 | &nbsp;&nbsp;&nbsp; 13748 | 9033701 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/17/28 | &nbsp;&nbsp;&nbsp; 6272 | 6149319 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/29/53 | &nbsp;&nbsp;&nbsp; 7434 | 5491083 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47 | &nbsp;&nbsp;&nbsp; 4951 | 3882530 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 | &nbsp;&nbsp;&nbsp; 10804 | 8231124 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/56 | &nbsp;&nbsp;&nbsp; 10720 | 7959925 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/19/63<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6885 | 5075509 |
| &nbsp;&nbsp;&nbsp; 6.40%, 02/14/35 | &nbsp;&nbsp;&nbsp; 10950 | 11421922 |
| &nbsp;&nbsp;&nbsp; 6.70%, 01/26/36 | &nbsp;&nbsp;&nbsp; 10546 | 11208156 |
| &nbsp;&nbsp;&nbsp; 6.85%, 03/28/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5965 | 6163693 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/31/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3777 | 4046457 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Panama (continued)** | **Panama (continued)** | **Panama (continued)** |
| &nbsp;&nbsp;&nbsp; 7.50%, 03/01/31 | &nbsp;&nbsp;&nbsp; $4980 | $5484941 |
| &nbsp;&nbsp;&nbsp; 7.88%, 03/01/57 | &nbsp;&nbsp;&nbsp; 1977 | 2286856 |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/01/38 | &nbsp;&nbsp;&nbsp; 5435 | 6256196 |
| &nbsp;&nbsp;&nbsp; 8.88%, 09/30/27 | &nbsp;&nbsp;&nbsp; 5956 | 6378857 |
| &nbsp;&nbsp;&nbsp; 9.38%, 04/01/29 | &nbsp;&nbsp;&nbsp; 6542 | 7421095 |
|  |  | 130651714 |
| **Peru — 0.1%** | **Peru — 0.1%** | **Peru — 0.1%** |
| Peru Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.86%, 12/01/32 | &nbsp;&nbsp;&nbsp; 6640 | 5525081 |
| &nbsp;&nbsp;&nbsp; 2.78%, 01/23/31 | &nbsp;&nbsp;&nbsp; 15254 | 14147300 |
| &nbsp;&nbsp;&nbsp; 2.78%, 12/01/60 | &nbsp;&nbsp;&nbsp; 8818 | 4959251 |
| &nbsp;&nbsp;&nbsp; 2.84%, 06/20/30 | &nbsp;&nbsp;&nbsp; 2943 | 2771764 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/34 | &nbsp;&nbsp;&nbsp; 11600 | 10140805 |
| &nbsp;&nbsp;&nbsp; 3.23%, 07/28/2121 | &nbsp;&nbsp;&nbsp; 4593 | 2590294 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/11/41 | &nbsp;&nbsp;&nbsp; 5056 | 3947309 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 | &nbsp;&nbsp;&nbsp; 6698 | 4804333 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/72 | &nbsp;&nbsp;&nbsp; 4525 | 2919487 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/25/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2554 | 2563408 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/08/35 | &nbsp;&nbsp;&nbsp; 6345 | 6520925 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/30/36 | &nbsp;&nbsp;&nbsp; 7655 | 7868116 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/18/50 | &nbsp;&nbsp;&nbsp; 10800 | 10708382 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/08/54 | &nbsp;&nbsp;&nbsp; 7440 | 7494210 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/30/55 | &nbsp;&nbsp;&nbsp; 5115 | 5363877 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/14/37 | &nbsp;&nbsp;&nbsp; 5550 | 6198854 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/21/33 | &nbsp;&nbsp;&nbsp; 10945 | 13850817 |
|  |  | 112374213 |
| **Philippines — 0.1%** | **Philippines — 0.1%** | **Philippines — 0.1%** |
| &nbsp;&nbsp;&nbsp; Bangko Sentral ng Pilipinas International <br> Bonds, 8.60%, 06/15/27<br>| &nbsp;&nbsp;&nbsp; 825 | 886398 |
| Philippines Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.65%, 06/10/31 | &nbsp;&nbsp;&nbsp; 7561 | 6577008 |
| &nbsp;&nbsp;&nbsp; 1.95%, 01/06/32 | &nbsp;&nbsp;&nbsp; 2700 | 2348168 |
| &nbsp;&nbsp;&nbsp; 2.46%, 05/05/30 | &nbsp;&nbsp;&nbsp; 8004 | 7451123 |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/10/45 | &nbsp;&nbsp;&nbsp; 6920 | 4637880 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/05/45 | &nbsp;&nbsp;&nbsp; 5912 | 4202594 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/28 | &nbsp;&nbsp;&nbsp; 10271 | 10042088 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/06/46 | &nbsp;&nbsp;&nbsp; 9993 | 7250147 |
| &nbsp;&nbsp;&nbsp; 3.23%, 03/29/27 | &nbsp;&nbsp;&nbsp; 3995 | 3950786 |
| &nbsp;&nbsp;&nbsp; 3.56%, 09/29/32 | &nbsp;&nbsp;&nbsp; 4838 | 4583929 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/41 | &nbsp;&nbsp;&nbsp; 8639 | 7292397 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/02/42 | &nbsp;&nbsp;&nbsp; 9659 | 8067465 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/14/29 | &nbsp;&nbsp;&nbsp; 8661 | 8559306 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/20/40 | &nbsp;&nbsp;&nbsp; 8750 | 7793544 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/29/47 | &nbsp;&nbsp;&nbsp; 4535 | 3838577 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/05/30 | &nbsp;&nbsp;&nbsp; 2528 | 2560374 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/17/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2525 | 2558611 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/05/35 | &nbsp;&nbsp;&nbsp; 6100 | 6126209 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/17/33 | &nbsp;&nbsp;&nbsp; 6605 | 6781533 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/13/37 | &nbsp;&nbsp;&nbsp; 5880 | 5967638 |
| &nbsp;&nbsp;&nbsp; 5.17%, 10/13/27 | &nbsp;&nbsp;&nbsp; 3414 | 3484069 |
| &nbsp;&nbsp;&nbsp; 5.18%, 09/05/49 | &nbsp;&nbsp;&nbsp; 3050 | 2944441 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/14/34 | &nbsp;&nbsp;&nbsp; 5575 | 5803013 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/04/35 | &nbsp;&nbsp;&nbsp; 6590 | 6991952 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/17/48 | &nbsp;&nbsp;&nbsp; 5545 | 5616931 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/14/49 | &nbsp;&nbsp;&nbsp; 3295 | 3360132 |
| &nbsp;&nbsp;&nbsp; 5.61%, 04/13/33 | &nbsp;&nbsp;&nbsp; 4405 | 4689890 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/04/50 | &nbsp;&nbsp;&nbsp; 3740 | 3964593 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/13/47 | &nbsp;&nbsp;&nbsp; 3650 | 3891109 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/15/32 | &nbsp;&nbsp;&nbsp; 5882 | 6516597 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/23/34 | &nbsp;&nbsp;&nbsp; 8586 | 9661487 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Philippines (continued)** | **Philippines (continued)** | **Philippines (continued)** |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/14/31 | &nbsp;&nbsp;&nbsp; $7863 | $9141683 |
| &nbsp;&nbsp;&nbsp; 9.50%, 02/02/30 | &nbsp;&nbsp;&nbsp; 6454 | 7760985 |
|  |  | 185302657 |
| **Poland — 0.1%** | **Poland — 0.1%** | **Poland — 0.1%** |
| &nbsp;&nbsp;&nbsp; Republic of Poland Government <br> International Bonds<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/18/29 | &nbsp;&nbsp;&nbsp; 5370 | 5483778 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/12/30 | &nbsp;&nbsp;&nbsp; 14670 | 15144266 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/04/33 | &nbsp;&nbsp;&nbsp; 13655 | 13892790 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/34 | &nbsp;&nbsp;&nbsp; 13854 | 14239941 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/12/35 | &nbsp;&nbsp;&nbsp; 12890 | 13460355 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/16/27 | &nbsp;&nbsp;&nbsp; 9446 | 9732251 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/04/53 | &nbsp;&nbsp;&nbsp; 13065 | 12725500 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/18/54 | &nbsp;&nbsp;&nbsp; 10800 | 10519817 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/16/32 | &nbsp;&nbsp;&nbsp; 9140 | 9840484 |
|  |  | 105039182 |
| **South Korea — 0.1%** | **South Korea — 0.1%** | **South Korea — 0.1%** |
| Export-Import Bank of Korea |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 12/29/26 | &nbsp;&nbsp;&nbsp; 2480 | 2408371 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/21/30 | &nbsp;&nbsp;&nbsp; 4011 | 3559646 |
| &nbsp;&nbsp;&nbsp; 1.38%, 02/09/31 | &nbsp;&nbsp;&nbsp; 1710 | 1511248 |
| &nbsp;&nbsp;&nbsp; 1.63%, 01/18/27 | &nbsp;&nbsp;&nbsp; 3555 | 3469405 |
| &nbsp;&nbsp;&nbsp; 2.13%, 01/18/32 | &nbsp;&nbsp;&nbsp; 3025 | 2710556 |
| &nbsp;&nbsp;&nbsp; 2.38%, 04/21/27 | &nbsp;&nbsp;&nbsp; 3797 | 3725196 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/29/41 | &nbsp;&nbsp;&nbsp; 5648 | 4191335 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/22/30 | &nbsp;&nbsp;&nbsp; 2630 | 2618748 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/11/27 | &nbsp;&nbsp;&nbsp; 1820 | 1826605 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/11/29 | &nbsp;&nbsp;&nbsp; 2865 | 2881447 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/17/27 | &nbsp;&nbsp;&nbsp; 1130 | 1136805 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/27 | &nbsp;&nbsp;&nbsp; 3097 | 3120273 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/11/29 | &nbsp;&nbsp;&nbsp; 1340 | 1365022 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/32 | &nbsp;&nbsp;&nbsp; 3195 | 3278715 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/11/27 | &nbsp;&nbsp;&nbsp; 2735 | 2758684 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/14/28 | &nbsp;&nbsp;&nbsp; 2680 | 2723861 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/11/34 | &nbsp;&nbsp;&nbsp; 3288 | 3381256 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/14/30 | &nbsp;&nbsp;&nbsp; 1065 | 1106069 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/11/28 | &nbsp;&nbsp;&nbsp; 5095 | 5216272 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/28 | &nbsp;&nbsp;&nbsp; 3980 | 4120591 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/11/33 | &nbsp;&nbsp;&nbsp; 5070 | 5354823 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/18/33 | &nbsp;&nbsp;&nbsp; 2610 | 2768297 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/14/35 | &nbsp;&nbsp;&nbsp; 2385 | 2567487 |
| Korea Development Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/25/27 | &nbsp;&nbsp;&nbsp; 4105 | 3969888 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/16/30 | &nbsp;&nbsp;&nbsp; 4330 | 4313909 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/16/27 | &nbsp;&nbsp;&nbsp; 990 | 996219 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/08/32 | &nbsp;&nbsp;&nbsp; 5700 | 5765103 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/28 | &nbsp;&nbsp;&nbsp; 5736 | 5805108 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/33 | &nbsp;&nbsp;&nbsp; 7703 | 7787034 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3555 | 3627713 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/27 | &nbsp;&nbsp;&nbsp; 1115 | 1125533 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/03/28 | &nbsp;&nbsp;&nbsp; 1675 | 1702933 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/03/30 | &nbsp;&nbsp;&nbsp; 625 | 649719 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/23/28 | &nbsp;&nbsp;&nbsp; 2060 | 2149307 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/23/33 | &nbsp;&nbsp;&nbsp; 2065 | 2258311 |
| Korea International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.00%, 09/16/30 | &nbsp;&nbsp;&nbsp; 4085 | 3609631 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/15/31 | &nbsp;&nbsp;&nbsp; 3485 | 3126366 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/19/29 | &nbsp;&nbsp;&nbsp; 5765 | 5541974 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/19/27 | &nbsp;&nbsp;&nbsp; 7247 | 7174182 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/28 | &nbsp;&nbsp;&nbsp; 1935 | 1922992 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **South Korea (continued)** | **South Korea (continued)** | **South Korea (continued)** |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/20/48 | &nbsp;&nbsp;&nbsp; $1313 | $1128661 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/10/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 981 | 891971 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/03/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3320 | 3411380 |
|  |  | 134758646 |
| **Supranational — 0.9%** | **Supranational — 0.9%** | **Supranational — 0.9%** |
| African Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/18/29 | &nbsp;&nbsp;&nbsp; 350 | 348728 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/12/28 | &nbsp;&nbsp;&nbsp; 2110 | 2126658 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/18/30 | &nbsp;&nbsp;&nbsp; 10814 | 10971320 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/25/27 | &nbsp;&nbsp;&nbsp; 3770 | 3790309 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/03/27 | &nbsp;&nbsp;&nbsp; 4525 | 4591743 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/14/28 | &nbsp;&nbsp;&nbsp; 2985 | 3038290 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/12/35 | &nbsp;&nbsp;&nbsp; 13445 | 13892159 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/04/27 | &nbsp;&nbsp;&nbsp; 4240 | 4282072 |
| &nbsp;&nbsp;&nbsp; 5.75% , (5-year CMT + 1.58%)<sup>(a)(g)</sup> | &nbsp;&nbsp;&nbsp; 3953 | 3970990 |
| Asian Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 10/08/30 | &nbsp;&nbsp;&nbsp; 3099 | 2701199 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/09/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2955 | 2793781 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/20/27 | &nbsp;&nbsp;&nbsp; 11009 | 10747193 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/04/31 | &nbsp;&nbsp;&nbsp; 2879 | 2579246 |
| &nbsp;&nbsp;&nbsp; 1.75%, 09/19/29 | &nbsp;&nbsp;&nbsp; 8152 | 7621164 |
| &nbsp;&nbsp;&nbsp; 1.88%, 03/15/29 | &nbsp;&nbsp;&nbsp; 1405 | 1331872 |
| &nbsp;&nbsp;&nbsp; 1.88%, 01/24/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8226 | 7679218 |
| &nbsp;&nbsp;&nbsp; 2.38%, 08/10/27 | &nbsp;&nbsp;&nbsp; 1090 | 1068616 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/02/27 | &nbsp;&nbsp;&nbsp; 8007 | 7849133 |
| &nbsp;&nbsp;&nbsp; 2.63%, 01/12/27 | &nbsp;&nbsp;&nbsp; 9306 | 9201361 |
| &nbsp;&nbsp;&nbsp; 2.75%, 01/19/28 | &nbsp;&nbsp;&nbsp; 6635 | 6529620 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/20/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9938 | 9864375 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/26/28 | &nbsp;&nbsp;&nbsp; 1279 | 1264870 |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/27/32 | &nbsp;&nbsp;&nbsp; 1800 | 1729487 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/28/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14795 | 14817552 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11859 | 11918665 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/28/30 | &nbsp;&nbsp;&nbsp; 7380 | 7411944 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/28/32 | &nbsp;&nbsp;&nbsp; 5135 | 5146091 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/14/33 | &nbsp;&nbsp;&nbsp; 9090 | 9077956 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/33 | &nbsp;&nbsp;&nbsp; 16314 | 16444069 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15559 | 15636633 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/30/30 | &nbsp;&nbsp;&nbsp; 8380 | 8548325 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/12/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9431 | 9545372 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/14/28 | &nbsp;&nbsp;&nbsp; 4790 | 4873922 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/06/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 10606 | 10866725 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/22/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12212 | 12534742 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/25/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14765 | 15137344 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/12/30 | &nbsp;&nbsp;&nbsp; 360 | 365807 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/26/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 660 | 665560 |
| &nbsp;&nbsp;&nbsp; 5.82%, 06/16/28 | &nbsp;&nbsp;&nbsp; 7160 | 7539932 |
| &nbsp;&nbsp;&nbsp; 6.22%, 08/15/27 | &nbsp;&nbsp;&nbsp; 2550 | 2644339 |
| &nbsp;&nbsp;&nbsp; 6.38%, 10/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3125 | 3327999 |
| Asian Infrastructure Investment Bank (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/15/28 | &nbsp;&nbsp;&nbsp; 1248 | 1250752 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/14/27 | &nbsp;&nbsp;&nbsp; 4107 | 4119010 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/18/28 | &nbsp;&nbsp;&nbsp; 4844 | 4888142 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/18/29 | &nbsp;&nbsp;&nbsp; 2480 | 2521051 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/13/34 | &nbsp;&nbsp;&nbsp; 7565 | 7725703 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/16/30 | &nbsp;&nbsp;&nbsp; 7437 | 7684263 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/21/35 | &nbsp;&nbsp;&nbsp; 10880 | 11285919 |
| Corp. Andina de Fomento |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/08/27 | &nbsp;&nbsp;&nbsp; 985 | 965647 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/24/29 | &nbsp;&nbsp;&nbsp; 6670 | 6887978 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/22/30 | &nbsp;&nbsp;&nbsp; 8505 | 8840716 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| Council of Europe Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 01/26/28 | &nbsp;&nbsp;&nbsp; $830 | $830888 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/08/28 | &nbsp;&nbsp;&nbsp; 40 | 40081 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/24/29 | &nbsp;&nbsp;&nbsp; 1900 | 1931081 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/15/30 | &nbsp;&nbsp;&nbsp; 2038 | 2105834 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/11/27 | &nbsp;&nbsp;&nbsp; 1559 | 1581686 |
| &nbsp;&nbsp;&nbsp; European Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/25/29 | &nbsp;&nbsp;&nbsp; 3103 | 3154149 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/13/34 | &nbsp;&nbsp;&nbsp; 9030 | 9203323 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/09/28 | &nbsp;&nbsp;&nbsp; 1125 | 1144883 |
| European Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 10/21/27 | &nbsp;&nbsp;&nbsp; 252 | 238616 |
| &nbsp;&nbsp;&nbsp; 0.75%, 09/23/30 | &nbsp;&nbsp;&nbsp; 3135 | 2739692 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/17/30 | &nbsp;&nbsp;&nbsp; 4620 | 4101818 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/14/31 | &nbsp;&nbsp;&nbsp; 11879 | 10523012 |
| &nbsp;&nbsp;&nbsp; 1.38%, 03/15/27 | &nbsp;&nbsp;&nbsp; 19550 | 19003936 |
| &nbsp;&nbsp;&nbsp; 1.63%, 10/09/29 | &nbsp;&nbsp;&nbsp; 4540 | 4223128 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/13/31 | &nbsp;&nbsp;&nbsp; 745 | 669401 |
| &nbsp;&nbsp;&nbsp; 1.75%, 03/15/29 | &nbsp;&nbsp;&nbsp; 7655 | 7230427 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/24/27 | &nbsp;&nbsp;&nbsp; 3841 | 3774391 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; 3040 | 3023289 |
| &nbsp;&nbsp;&nbsp; 3.63%, 07/15/30 | &nbsp;&nbsp;&nbsp; 18985 | 18975044 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/29 | &nbsp;&nbsp;&nbsp; 12040 | 12110990 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/14/33 | &nbsp;&nbsp;&nbsp; 21725 | 21588914 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | &nbsp;&nbsp;&nbsp; 5698 | 5742224 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 660 | 665884 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/30 | &nbsp;&nbsp;&nbsp; 6495 | 6558194 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/29 | &nbsp;&nbsp;&nbsp; 3970 | 4024473 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/13/34 | &nbsp;&nbsp;&nbsp; 23840 | 24146543 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/16/32 | &nbsp;&nbsp;&nbsp; 22450 | 22993814 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/19/27 | &nbsp;&nbsp;&nbsp; 2930 | 2957958 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/10/31 | &nbsp;&nbsp;&nbsp; 14580 | 15073524 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/16/28 | &nbsp;&nbsp;&nbsp; 1355 | 1390890 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/14/30 | &nbsp;&nbsp;&nbsp; 25235 | 26115584 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/12/35 | &nbsp;&nbsp;&nbsp; 13290 | 13904389 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/15/29 | &nbsp;&nbsp;&nbsp; 25300 | 26289122 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/36 | &nbsp;&nbsp;&nbsp; 7346 | 7838399 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 0.63%, 09/16/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2825 | 2681880 |
| &nbsp;&nbsp;&nbsp; 1.13%, 07/20/28 | &nbsp;&nbsp;&nbsp; 10480 | 9848973 |
| &nbsp;&nbsp;&nbsp; 1.13%, 01/13/31 | &nbsp;&nbsp;&nbsp; 12546 | 11058094 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/13/27 | &nbsp;&nbsp;&nbsp; 1180 | 1152291 |
| &nbsp;&nbsp;&nbsp; 2.25%, 06/18/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9457 | 9041065 |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/07/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8629 | 8468429 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/18/28 | &nbsp;&nbsp;&nbsp; 9920 | 9811950 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/07/42 | &nbsp;&nbsp;&nbsp; 3925 | 3257324 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/14/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3035 | 3025003 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/12/33 | &nbsp;&nbsp;&nbsp; 13392 | 13060049 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/17/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 8893 | 8830321 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/14/30 | &nbsp;&nbsp;&nbsp; 3781 | 3799718 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/28/41 | &nbsp;&nbsp;&nbsp; 6891 | 6269697 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/12/28 | &nbsp;&nbsp;&nbsp; 6571 | 6632273 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14150 | 14389474 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6417 | 6468235 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/17/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14600 | 15003259 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/35 | &nbsp;&nbsp;&nbsp; 9410 | 9637138 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/44 | &nbsp;&nbsp;&nbsp; 3334 | 3190201 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7587 | 7846823 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/13/33<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6505 | 6756858 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Supranational (continued)** | **Supranational (continued)** | **Supranational (continued)** |
| Inter-American Investment Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/17/27 | &nbsp;&nbsp;&nbsp; $2755 | $2750678 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/28 | &nbsp;&nbsp;&nbsp; 1265 | 1277885 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/14/29 | &nbsp;&nbsp;&nbsp; 3240 | 3296446 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/30 | &nbsp;&nbsp;&nbsp; 6175 | 6303646 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/19/28 | &nbsp;&nbsp;&nbsp; 2043 | 2103150 |
| &nbsp;&nbsp;&nbsp; International Bank for Reconstruction & <br> Development<br>|  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 11/24/27 | &nbsp;&nbsp;&nbsp; 12885 | 12197432 |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/26/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12624 | 11045858 |
| &nbsp;&nbsp;&nbsp; 0.85%, 02/10/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 308 | 297216 |
| &nbsp;&nbsp;&nbsp; 0.88%, 05/14/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 17385 | 15432902 |
| &nbsp;&nbsp;&nbsp; 1.13%, 09/13/28 | &nbsp;&nbsp;&nbsp; 25416 | 23805688 |
| &nbsp;&nbsp;&nbsp; 1.25%, 02/10/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 17780 | 15741458 |
| &nbsp;&nbsp;&nbsp; 1.38%, 04/20/28 | &nbsp;&nbsp;&nbsp; 20785 | 19769759 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/03/31 | &nbsp;&nbsp;&nbsp; 23935 | 21235015 |
| &nbsp;&nbsp;&nbsp; 1.75%, 10/23/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13236 | 12354440 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/22/27 | &nbsp;&nbsp;&nbsp; 22426 | 21978852 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/29/32 | &nbsp;&nbsp;&nbsp; 3517 | 3261364 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 14265 | 14168302 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/12/28 | &nbsp;&nbsp;&nbsp; 20226 | 20207998 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/05/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1519 | 1522609 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/21/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 9235 | 9244840 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/16/29 | &nbsp;&nbsp;&nbsp; 20765 | 20973135 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/14/30 | &nbsp;&nbsp;&nbsp; 18278 | 18457802 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/28/34 | &nbsp;&nbsp;&nbsp; 25825 | 25625507 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/25/30 | &nbsp;&nbsp;&nbsp; 9040 | 9174588 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/10/31 | &nbsp;&nbsp;&nbsp; 25312 | 25680092 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/06/32 | &nbsp;&nbsp;&nbsp; 24799 | 25050033 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/20/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 13835 | 14112240 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/27/35 | &nbsp;&nbsp;&nbsp; 22915 | 23469491 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/10/31<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 15274 | 15859603 |
| &nbsp;&nbsp;&nbsp; 4.63%, 08/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 11135 | 11441569 |
| &nbsp;&nbsp;&nbsp; 4.63%, 01/15/32<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 23855 | 24932608 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/14/33 | &nbsp;&nbsp;&nbsp; 16178 | 17080277 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2127 | 2240589 |
| &nbsp;&nbsp;&nbsp; 5.67%, 02/01/34 | &nbsp;&nbsp;&nbsp; 210 | 210494 |
| International Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 0.75%, 08/27/30 | &nbsp;&nbsp;&nbsp; 985 | 861569 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/02/30 | &nbsp;&nbsp;&nbsp; 600 | 606133 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/02/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 765 | 782170 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/15/27 | &nbsp;&nbsp;&nbsp; 2235 | 2251689 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/21/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1400 | 1427577 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/13/28 | &nbsp;&nbsp;&nbsp; 1490 | 1525587 |
| Nordic Investment Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/08/27 | &nbsp;&nbsp;&nbsp; 960 | 956349 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/09/30 | &nbsp;&nbsp;&nbsp; 2605 | 2618551 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/29 | &nbsp;&nbsp;&nbsp; 1150 | 1173149 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/14/28 | &nbsp;&nbsp;&nbsp; 1005 | 1023048 |
|  |  | 1244299586 |
| **Sweden — 0.0%** | **Sweden — 0.0%** | **Sweden — 0.0%** |
| Svensk Exportkredit AB |  |  |
| &nbsp;&nbsp;&nbsp; 0.00%, 05/11/37<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 155 | 90409 |
| &nbsp;&nbsp;&nbsp; 2.25%, 03/22/27 | &nbsp;&nbsp;&nbsp; 2121 | 2081353 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/13/27 | &nbsp;&nbsp;&nbsp; 1170 | 1172030 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/08/28 | &nbsp;&nbsp;&nbsp; 563 | 564942 |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/29/30 | &nbsp;&nbsp;&nbsp; 260 | 260449 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/04/27 | &nbsp;&nbsp;&nbsp; 801 | 803751 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/14/28 | &nbsp;&nbsp;&nbsp; 2345 | 2373699 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/01/29 | &nbsp;&nbsp;&nbsp; 2720 | 2768752 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Sweden (continued)** | **Sweden (continued)** | **Sweden (continued)** |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/04/30 | &nbsp;&nbsp;&nbsp; $4432 | $4652546 |
|  |  | 14767931 |
| **Uruguay — 0.1%** | **Uruguay — 0.1%** | **Uruguay — 0.1%** |
| &nbsp;&nbsp;&nbsp; Oriental Republic of Uruguay, 5.25%, <br> 09/10/60<br>| &nbsp;&nbsp;&nbsp; 2990 | 2843527 |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/20/45 | &nbsp;&nbsp;&nbsp; 2647 | 2343078 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/27/27 | &nbsp;&nbsp;&nbsp; 9420 | 9441323 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/23/31 | &nbsp;&nbsp;&nbsp; 13496 | 13681488 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/20/55 | &nbsp;&nbsp;&nbsp; 11056 | 10212350 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/18/50 | &nbsp;&nbsp;&nbsp; 16907 | 16185116 |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/14/37 | &nbsp;&nbsp;&nbsp; 7150 | 7483655 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/28/34 | &nbsp;&nbsp;&nbsp; 13095 | 13990229 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/21/36 | &nbsp;&nbsp;&nbsp; 4816 | 5856280 |
|  |  | 82037046 |
| **Total Foreign Government Obligations — 2.3%** <br>**(Cost: $3,229,616,847)** | **Total Foreign Government Obligations — 2.3%** <br>**(Cost: $3,229,616,847)** | 3139619568 |
| **Municipal Debt Obligations** | **Municipal Debt Obligations** | **Municipal Debt Obligations** |
| **Arizona — 0.0%** | **Arizona — 0.0%** | **Arizona — 0.0%** |
| &nbsp;&nbsp;&nbsp; Salt River Project Agricultural Improvement & <br> Power District RB BAB, 4.84%, 01/01/41<br>| &nbsp;&nbsp;&nbsp; 1875 | 1843828 |
| **California — 0.1%** | **California — 0.1%** | **California — 0.1%** |
| &nbsp;&nbsp;&nbsp; Alameda County Joint Powers Authority RB <br> BAB, Series A, 7.05%, 12/01/44<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1723538 |
| Bay Area Toll Authority RB, 3.13%, 04/01/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 470 | 325449 |
| Bay Area Toll Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series F-2, 6.26%, 04/01/49 | &nbsp;&nbsp;&nbsp; 4735 | 5084944 |
| &nbsp;&nbsp;&nbsp; Series S-1, 7.04%, 04/01/50 | &nbsp;&nbsp;&nbsp; 4300 | 5008748 |
| &nbsp;&nbsp;&nbsp; Series S-3, 6.91%, 10/01/50 | &nbsp;&nbsp;&nbsp; 3205 | 3695713 |
| &nbsp;&nbsp;&nbsp; California Health Facilities Financing <br> Authority RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.19%, 06/01/37 | &nbsp;&nbsp;&nbsp; 325 | 312880 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/41<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1905 | 1790071 |
| California State University RB |  |  |
| &nbsp;&nbsp;&nbsp; Class B,2.72%, 11/01/52 | &nbsp;&nbsp;&nbsp; 910 | 592557 |
| &nbsp;&nbsp;&nbsp; Class B,2.94%, 11/01/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 685900 |
| &nbsp;&nbsp;&nbsp; Class B,2.98%, 11/01/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3315 | 2293820 |
| &nbsp;&nbsp;&nbsp; 5.18%, 11/01/53 | &nbsp;&nbsp;&nbsp; 2535 | 2463824 |
| &nbsp;&nbsp;&nbsp; Series E, 2.90%, 11/01/51 | &nbsp;&nbsp;&nbsp; 1895 | 1365986 |
| &nbsp;&nbsp;&nbsp; City of Los Angeles Department of Airports <br> Customer Facility Charge Revenue RB, <br> Class A,4.24%, 05/15/48 (AGM)<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 455 | 399850 |
| &nbsp;&nbsp;&nbsp; East Bay Municipal Utility District Water <br> System Revenue RB BAB, Series B, 5.87%, <br> 06/01/40<br>| &nbsp;&nbsp;&nbsp; 4480 | 4812816 |
| &nbsp;&nbsp;&nbsp; Foothill-Eastern Transportation Corridor <br> Agency RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 01/15/53 | &nbsp;&nbsp;&nbsp; 1025 | 788435 |
| &nbsp;&nbsp;&nbsp; Series A, 4.09%, 01/15/49 | &nbsp;&nbsp;&nbsp; 2040 | 1636866 |
| Golden State Tobacco Securitization Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp; Class B,2.75%, 06/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 830 | 741783 |
| &nbsp;&nbsp;&nbsp; Class B,3.00%, 06/01/46 | &nbsp;&nbsp;&nbsp; 540 | 488834 |
| &nbsp;&nbsp;&nbsp; 3.12%, 06/01/38 (SAP) | &nbsp;&nbsp;&nbsp; 2250 | 2016306 |
| &nbsp;&nbsp;&nbsp; Class B,3.29%, 06/01/42 | &nbsp;&nbsp;&nbsp; 950 | 799245 |
| &nbsp;&nbsp;&nbsp; 3.49%, 06/01/36 | &nbsp;&nbsp;&nbsp; 230 | 195240 |
| &nbsp;&nbsp;&nbsp; 3.71%, 06/01/41 | &nbsp;&nbsp;&nbsp; 830 | 649991 |
| &nbsp;&nbsp;&nbsp; 4.21%, 06/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1535 | 1138196 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **California (continued)** | **California (continued)** | **California (continued)** |
| &nbsp;&nbsp;&nbsp; Los Angeles Community College District <br> California GO BAB, 6.75%, 08/01/49<br>| &nbsp;&nbsp;&nbsp; $1100 | $1241760 |
| &nbsp;&nbsp;&nbsp; Los Angeles County Public Works Financing <br> Authority RB BAB, 7.62%, 08/01/40<br>| &nbsp;&nbsp;&nbsp; 1150 | 1380118 |
| &nbsp;&nbsp;&nbsp; Los Angeles Department of Water & Power <br> RB BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A, 6.60%, 07/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 385 | 418448 |
| &nbsp;&nbsp;&nbsp; Series D, 6.57%, 07/01/45 | &nbsp;&nbsp;&nbsp; 5325 | 5787940 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical <br> Center Pooled Revenue RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.01%, 05/15/50 | &nbsp;&nbsp;&nbsp; 1400 | 943941 |
| &nbsp;&nbsp;&nbsp; 3.71%, 05/15/2120 | &nbsp;&nbsp;&nbsp; 2600 | 1688318 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/32 | &nbsp;&nbsp;&nbsp; 1550 | 1541815 |
| &nbsp;&nbsp;&nbsp; 4.56%, 05/15/53 | &nbsp;&nbsp;&nbsp; 895 | 783163 |
| &nbsp;&nbsp;&nbsp; Series N, 3.26%, 05/15/60 | &nbsp;&nbsp;&nbsp; 1835 | 1202292 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical <br> Center Pooled Revenue RB BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series H, Class H,6.55%, 05/15/48 | &nbsp;&nbsp;&nbsp; 4575 | 4972342 |
| &nbsp;&nbsp;&nbsp; Series F, 6.58%, 05/15/49 | &nbsp;&nbsp;&nbsp; 3015 | 3279762 |
| &nbsp;&nbsp;&nbsp; San Diego County Regional Transportation <br> Commission RB BAB, 5.91%, 04/01/48<br>| &nbsp;&nbsp;&nbsp; 1905 | 1961767 |
| &nbsp;&nbsp;&nbsp; San Diego County Water Authority RB BAB, <br> Series B, Class B,6.14%, 05/01/49<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2345 | 2455161 |
| &nbsp;&nbsp;&nbsp; San Francisco City & County Public Utilities <br> Commission Wastewater Revenue RB, <br> Class A,4.66%, 10/01/27<br>| &nbsp;&nbsp;&nbsp; 1920 | 1948784 |
| &nbsp;&nbsp;&nbsp; San Joaquin Hills Transportation Corridor <br> Agency RB, Class B,3.49%, 01/15/50<br>| &nbsp;&nbsp;&nbsp; 1600 | 1227356 |
| State of California GO |  |  |
| &nbsp;&nbsp;&nbsp; 1.70%, 02/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 134327 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/29 | &nbsp;&nbsp;&nbsp; 6000 | 5737172 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/28<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 910 | 906607 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/29 | &nbsp;&nbsp;&nbsp; 1350 | 1386556 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/33 | &nbsp;&nbsp;&nbsp; 2115 | 2119701 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/01/38 | &nbsp;&nbsp;&nbsp; 2170 | 2213869 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/01/35 | &nbsp;&nbsp;&nbsp; 2250 | 2344265 |
| &nbsp;&nbsp;&nbsp; 5.13%, 09/01/29 | &nbsp;&nbsp;&nbsp; 1700 | 1783571 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/01/38 | &nbsp;&nbsp;&nbsp; 1000 | 1019258 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5000 | 5258870 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/43 | &nbsp;&nbsp;&nbsp; 3790 | 3767548 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/31 | &nbsp;&nbsp;&nbsp; 1400 | 1528831 |
| &nbsp;&nbsp;&nbsp; 5.88%, 10/01/41<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5000 | 5259659 |
| &nbsp;&nbsp;&nbsp; Series A, Class A,3.05%, 04/01/29 | &nbsp;&nbsp;&nbsp; 1110 | 1088143 |
| State of California GO BAB |  |  |
| &nbsp;&nbsp;&nbsp; 7.30%, 10/01/39 | &nbsp;&nbsp;&nbsp; 5220 | 6134386 |
| &nbsp;&nbsp;&nbsp; 7.35%, 11/01/39 | &nbsp;&nbsp;&nbsp; 3130 | 3707442 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/34 | &nbsp;&nbsp;&nbsp; 8325 | 9800646 |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/01/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 12470 | 15304870 |
| &nbsp;&nbsp;&nbsp; 7.60%, 11/01/40 | &nbsp;&nbsp;&nbsp; 7575 | 9410322 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/01/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6850 | 8381892 |
| University of California RB |  |  |
| &nbsp;&nbsp;&nbsp; Series AD, 4.86%, 05/15/2112 | &nbsp;&nbsp;&nbsp; 3285 | 2791886 |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.77%, 05/15/2115 | &nbsp;&nbsp;&nbsp; 835 | 699762 |
| &nbsp;&nbsp;&nbsp; Series BD, 3.35%, 07/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4730 | 4665865 |
| &nbsp;&nbsp;&nbsp; Series BG, 1.32%, 05/15/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 775 | 748992 |
| &nbsp;&nbsp;&nbsp; Series BG, 1.61%, 05/15/30 | &nbsp;&nbsp;&nbsp; 2990 | 2718896 |
| &nbsp;&nbsp;&nbsp; Series BG, 3.07%, 05/15/51 | &nbsp;&nbsp;&nbsp; 3110 | 2128100 |
|  |  | 170885395 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Colorado — 0.0%** | **Colorado — 0.0%** | **Colorado — 0.0%** |
| &nbsp;&nbsp;&nbsp; Regional Transportation District Sales Tax <br> Revenue RB BAB, Series B, 5.84%, <br> 11/01/50<br>| &nbsp;&nbsp;&nbsp; $700 | $721502 |
| **Connecticut — 0.0%** | **Connecticut — 0.0%** | **Connecticut — 0.0%** |
| &nbsp;&nbsp;&nbsp; State of Connecticut GO, Series A, <br> Class A,5.85%, 03/15/32<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4765 | 5147808 |
| **District of Columbia — 0.0%** | **District of Columbia — 0.0%** | **District of Columbia — 0.0%** |
| &nbsp;&nbsp;&nbsp; District of Columbia Water & Sewer Authority <br> RB, 4.81%, 10/01/2114<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1690 | 1498627 |
| &nbsp;&nbsp;&nbsp; Metropolitan Washington Airports Authority <br> Dulles Toll Road Revenue RB BAB, 7.46%, <br> 10/01/46<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1300 | 1570482 |
|  |  | 3069109 |
| **Florida — 0.0%** | **Florida — 0.0%** | **Florida — 0.0%** |
| &nbsp;&nbsp;&nbsp; County of Broward Airport System Revenue <br> RB, 3.48%, 10/01/43<br>| &nbsp;&nbsp;&nbsp; 250 | 213496 |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Aviation Revenue RB, <br> Series C, 4.28%, 10/01/41<br>| &nbsp;&nbsp;&nbsp; 985 | 921223 |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Seaport Department <br> RB, 6.22%, 11/01/55<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 245 | 254376 |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Transit System RB, <br> Series B, 2.60%, 07/01/42<br>| &nbsp;&nbsp;&nbsp; 1300 | 985992 |
| &nbsp;&nbsp;&nbsp; State Board of Administration Finance <br> Corp. RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 1.71%, 07/01/27<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3250 | 3142749 |
| &nbsp;&nbsp;&nbsp; 2.15%, 07/01/30 | &nbsp;&nbsp;&nbsp; 5902 | 5447968 |
| &nbsp;&nbsp;&nbsp; Class A,5.53%, 07/01/34<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4980 | 5300834 |
|  |  | 16266638 |
| **Georgia — 0.0%** | **Georgia — 0.0%** | **Georgia — 0.0%** |
| &nbsp;&nbsp;&nbsp; City of Atlanta Water & Wastewater Revenue <br> RB, 2.26%, 11/01/35<br>| &nbsp;&nbsp;&nbsp; 1330 | 1138715 |
| &nbsp;&nbsp;&nbsp; Municipal Electric Authority of Georgia <br> RB BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Project J, Series 2010-A, 6.64%, 04/01/57 | &nbsp;&nbsp;&nbsp; 3691 | 4070344 |
| &nbsp;&nbsp;&nbsp; Project M, Series 2010-A, 6.66%, 04/01/57 | &nbsp;&nbsp;&nbsp; 3230 | 3571911 |
| &nbsp;&nbsp;&nbsp; Project P, Series 2010-A, 7.06%, 04/01/57 | &nbsp;&nbsp;&nbsp; 3317 | 3777865 |
|  |  | 12558835 |
| **Idaho — 0.0%** | **Idaho — 0.0%** | **Idaho — 0.0%** |
| &nbsp;&nbsp;&nbsp; Idaho Energy Resources Authority RB, 2.86%, <br> 09/01/46<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 580 | 416036 |
| **Illinois — 0.1%** | **Illinois — 0.1%** | **Illinois — 0.1%** |
| Chicago O'Hare International Airport RB |  |  |
| &nbsp;&nbsp;&nbsp; Series C, Class C,4.47%, 01/01/49 | &nbsp;&nbsp;&nbsp; 1050 | 938490 |
| &nbsp;&nbsp;&nbsp; Series C, Class C,4.57%, 01/01/54 | &nbsp;&nbsp;&nbsp; 2450 | 2178399 |
| &nbsp;&nbsp;&nbsp; Chicago O'Hare International Airport RB BAB, <br> Series B, Class B,6.40%, 01/01/40<br>| &nbsp;&nbsp;&nbsp; 1100 | 1236193 |
| &nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales & Transfer Tax <br> Receipts Revenue RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A, Class A,6.90%, 12/01/40 | &nbsp;&nbsp;&nbsp; 4158 | 4700848 |
| &nbsp;&nbsp;&nbsp; Series B, Class B,6.90%, 12/01/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4608 | 5198975 |
| &nbsp;&nbsp;&nbsp; Illinois State Toll Highway Authority RB BAB, <br> Series A, 6.18%, 01/01/34<br>| &nbsp;&nbsp;&nbsp; 1820 | 1966794 |
| Sales Tax Securitization Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp; 3.24%, 01/01/42 | &nbsp;&nbsp;&nbsp; 5125 | 4210322 |
| &nbsp;&nbsp;&nbsp; 3.82%, 01/01/48 | &nbsp;&nbsp;&nbsp; 135 | 108587 |
| &nbsp;&nbsp;&nbsp; 4.79%, 01/01/48 | &nbsp;&nbsp;&nbsp; 2380 | 2194638 |
| State of Illinois GO, 5.10%, 06/01/33 | &nbsp;&nbsp;&nbsp; 28727 | 29443562 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Illinois (continued)** | **Illinois (continued)** | **Illinois (continued)** |
| &nbsp;&nbsp;&nbsp; State of Illinois GO BAB, Series 5, 7.35%, <br> 07/01/35<br>| &nbsp;&nbsp;&nbsp; $2786 | $3072881 |
|  |  | 55249689 |
| **Indiana — 0.0%** | **Indiana — 0.0%** | **Indiana — 0.0%** |
| &nbsp;&nbsp;&nbsp; Indiana Finance Authority RB, 3.05%, <br> 01/01/51<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 645 | 479623 |
| **Kansas — 0.0%** | **Kansas — 0.0%** | **Kansas — 0.0%** |
| &nbsp;&nbsp;&nbsp; Kansas Development Finance Authority RB, <br> 2.77%, 05/01/51<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 605 | 437270 |
| **Louisiana — 0.0%** | **Louisiana — 0.0%** | **Louisiana — 0.0%** |
| &nbsp;&nbsp;&nbsp; Louisiana Local Government Environmental <br> Facilities & Community Development <br> Authority RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/01/33 | &nbsp;&nbsp;&nbsp; 2280 | 2283355 |
| &nbsp;&nbsp;&nbsp; 4.28%, 02/01/36 | &nbsp;&nbsp;&nbsp; 1560 | 1550945 |
| &nbsp;&nbsp;&nbsp; 4.48%, 08/01/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4415 | 4325155 |
| &nbsp;&nbsp;&nbsp; 5.05%, 12/01/34 | &nbsp;&nbsp;&nbsp; 1705 | 1769811 |
| &nbsp;&nbsp;&nbsp; 5.08%, 06/01/31 | &nbsp;&nbsp;&nbsp; 1148 | 1171580 |
| &nbsp;&nbsp;&nbsp; 5.20%, 12/01/39 | &nbsp;&nbsp;&nbsp; 3975 | 4114541 |
|  |  | 15215387 |
| **Maryland — 0.0%** | **Maryland — 0.0%** | **Maryland — 0.0%** |
| Maryland Economic Development Corp. RB |  |  |
| &nbsp;&nbsp;&nbsp; 5.43%, 05/31/56<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2785 | 2738078 |
| &nbsp;&nbsp;&nbsp; 5.94%, 05/31/57<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1370 | 1391822 |
| &nbsp;&nbsp;&nbsp; Maryland Health & Higher Educational <br> Facilities Authority RB, Class D,3.05%, <br> 07/01/40<br>| &nbsp;&nbsp;&nbsp; 2500 | 1956771 |
|  |  | 6086671 |
| **Massachusetts — 0.0%** | **Massachusetts — 0.0%** | **Massachusetts — 0.0%** |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts GOL, <br> 2.90%, 09/01/49<br>| &nbsp;&nbsp;&nbsp; 2675 | 1846844 |
| Commonwealth of Massachusetts GOL BAB |  |  |
| &nbsp;&nbsp;&nbsp; 4.91%, 05/01/29<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1950 | 1984466 |
| &nbsp;&nbsp;&nbsp; Series E, 5.46%, 12/01/39 | &nbsp;&nbsp;&nbsp; 3700 | 3836287 |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts RB, 3.77%, <br> 07/15/29<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2900 | 2895826 |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts <br> Transportation Fund Revenue RB BAB, <br> Series A, 5.73%, 06/01/40<br>| &nbsp;&nbsp;&nbsp; 2435 | 2553586 |
| &nbsp;&nbsp;&nbsp; Massachusetts School Building Authority RB <br> BAB, Series B, 5.72%, 08/15/39<br>| &nbsp;&nbsp;&nbsp; 1060 | 1116268 |
|  |  | 14233277 |
| **Michigan — 0.0%** | **Michigan — 0.0%** | **Michigan — 0.0%** |
| Michigan Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp; 3.08%, 12/01/34 | &nbsp;&nbsp;&nbsp; 2110 | 1960925 |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/01/40 | &nbsp;&nbsp;&nbsp; 845 | 721879 |
| &nbsp;&nbsp;&nbsp; Michigan State University RB, 4.17%, <br> 08/15/2122<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4035 | 3017015 |
| Michigan Strategic Fund RB, 3.23%, 09/01/47 | &nbsp;&nbsp;&nbsp; 460 | 357004 |
| University of Michigan RB |  |  |
| &nbsp;&nbsp;&nbsp; 2.56%, 04/01/50 | &nbsp;&nbsp;&nbsp; 3000 | 1915673 |
| &nbsp;&nbsp;&nbsp; Class A,3.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 614 | 461181 |
| &nbsp;&nbsp;&nbsp; Class B,3.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 475 | 356989 |
| &nbsp;&nbsp;&nbsp; Class C,3.60%, 04/01/47<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1800 | 1541848 |
| &nbsp;&nbsp;&nbsp; Class A,4.45%, 04/01/2122 | &nbsp;&nbsp;&nbsp; 5580 | 4496650 |
| &nbsp;&nbsp;&nbsp; Series B, 2.44%, 04/01/40 | &nbsp;&nbsp;&nbsp; 2862 | 2178427 |
|  |  | 17007591 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Minnesota — 0.0%** | **Minnesota — 0.0%** | **Minnesota — 0.0%** |
| University of Minnesota RB, 4.05%, 04/01/52 | &nbsp;&nbsp;&nbsp; $1924 | $1591519 |
| **Mississippi — 0.0%** | **Mississippi — 0.0%** | **Mississippi — 0.0%** |
| &nbsp;&nbsp;&nbsp; State of Mississippi GO BAB, Series F, 5.25%, <br> 11/01/34<br>| &nbsp;&nbsp;&nbsp; 1000 | 1035361 |
| **Missouri — 0.0%** | **Missouri — 0.0%** | **Missouri — 0.0%** |
| &nbsp;&nbsp;&nbsp; Health & Educational Facilities Authority of the <br> State of Missouri RB, Series A, <br> Class A,3.65%, 08/15/57<br>| &nbsp;&nbsp;&nbsp; 4730 | 3533896 |
| **Nebraska — 0.0%** | **Nebraska — 0.0%** | **Nebraska — 0.0%** |
| &nbsp;&nbsp;&nbsp; University of Nebraska Facilities Corp. (The) <br> RB, Series A, Class A,3.04%, 10/01/49<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 1459023 |
| **Nevada — 0.0%** | **Nevada — 0.0%** | **Nevada — 0.0%** |
| &nbsp;&nbsp;&nbsp; County of Clark Department of Aviation RB <br> BAB, Series C, 6.82%, 07/01/45<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 850 | 958243 |
| **New Jersey — 0.0%** | **New Jersey — 0.0%** | **New Jersey — 0.0%** |
| &nbsp;&nbsp;&nbsp; New Jersey Economic Development Authority <br> RB, Series A, Class A,7.43%, 02/15/29 <br> (NPFGC)<br>| &nbsp;&nbsp;&nbsp; 5874 | 6145837 |
| &nbsp;&nbsp;&nbsp; New Jersey Transportation Trust Fund <br> Authority RB BAB, Series B, 6.56%, <br> 12/15/40<br>| &nbsp;&nbsp;&nbsp; 2650 | 2969682 |
| New Jersey Turnpike Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 7.10%, 01/01/41 | &nbsp;&nbsp;&nbsp; 6292 | 7355319 |
| &nbsp;&nbsp;&nbsp; Series F, 7.41%, 01/01/40 | &nbsp;&nbsp;&nbsp; 6979 | 8445159 |
| &nbsp;&nbsp;&nbsp; Rutgers The State University of New <br> Jersey RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.27%, 05/01/43 | &nbsp;&nbsp;&nbsp; 1000 | 824685 |
| &nbsp;&nbsp;&nbsp; Series P, 3.92%, 05/01/2119<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1475 | 1009026 |
| &nbsp;&nbsp;&nbsp; Rutgers The State University of New Jersey <br> RB BAB, Class H,5.67%, 05/01/40<br>| &nbsp;&nbsp;&nbsp; 900 | 941625 |
|  |  | 27691333 |
| **New York — 0.1%** | **New York — 0.1%** | **New York — 0.1%** |
| City of New York |  |  |
| &nbsp;&nbsp;&nbsp; 5.37%, 10/01/51 | &nbsp;&nbsp;&nbsp; 1750 | 1725299 |
| &nbsp;&nbsp;&nbsp; 5.56%, 10/01/45<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1035 | 1034845 |
| City of New York GO |  |  |
| &nbsp;&nbsp;&nbsp; 4.61%, 09/01/37<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1000 | 1001933 |
| &nbsp;&nbsp;&nbsp; 5.11%, 10/01/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3775 | 3601665 |
| &nbsp;&nbsp;&nbsp; 5.26%, 10/01/44 | &nbsp;&nbsp;&nbsp; 4200 | 4193581 |
| &nbsp;&nbsp;&nbsp; 5.26%, 10/01/52 | &nbsp;&nbsp;&nbsp; 500 | 486626 |
| &nbsp;&nbsp;&nbsp; 5.83%, 10/01/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5500 | 5769524 |
| &nbsp;&nbsp;&nbsp; 5.94%, 02/01/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 130 | 137444 |
| &nbsp;&nbsp;&nbsp; 6.29%, 02/01/45 | &nbsp;&nbsp;&nbsp; 300 | 323133 |
| &nbsp;&nbsp;&nbsp; 6.39%, 02/01/55 | &nbsp;&nbsp;&nbsp; 1015 | 1083402 |
| City of New York GO BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series C-1, 5.52%, 10/01/37 | &nbsp;&nbsp;&nbsp; 3000 | 3088647 |
| &nbsp;&nbsp;&nbsp; Series F1, 6.27%, 12/01/37 | &nbsp;&nbsp;&nbsp; 2755 | 3001688 |
| &nbsp;&nbsp;&nbsp; Empire State Development Corp. RB BAB, <br> 5.77%, 03/15/39<br>| &nbsp;&nbsp;&nbsp; 4715 | 4890008 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority <br> Dedicated Tax Fund RB BAB, 7.34%, <br> 11/15/39<br>| &nbsp;&nbsp;&nbsp; 3870 | 4629714 |
| Metropolitan Transportation Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp; 6.81%, 11/15/40 | &nbsp;&nbsp;&nbsp; 910 | 1027956 |
| &nbsp;&nbsp;&nbsp; Series 2010-A, 6.67%, 11/15/39 | &nbsp;&nbsp;&nbsp; 50 | 55144 |
| &nbsp;&nbsp;&nbsp; Series B, 6.65%, 11/15/39 | &nbsp;&nbsp;&nbsp; 220 | 242345 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **New York (continued)** | **New York (continued)** | **New York (continued)** |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance <br> Authority RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/44 | &nbsp;&nbsp;&nbsp; $3200 | $3317537 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3000 | 3162757 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance <br> Authority RB BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.44%, 06/15/43 | &nbsp;&nbsp;&nbsp; 1385 | 1386712 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/15/42 | &nbsp;&nbsp;&nbsp; 3145 | 3232940 |
| &nbsp;&nbsp;&nbsp; 6.01%, 06/15/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1860 | 1974319 |
| New York State Dormitory Authority RB |  |  |
| &nbsp;&nbsp;&nbsp; 5.23%, 07/01/35 | &nbsp;&nbsp;&nbsp; 4250 | 4473786 |
| &nbsp;&nbsp;&nbsp; 5.83%, 07/01/55 | &nbsp;&nbsp;&nbsp; 2500 | 2654307 |
| New York State Dormitory Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series D, 5.60%, 03/15/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2325 | 2406662 |
| &nbsp;&nbsp;&nbsp; Series F, 5.63%, 03/15/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2725 | 2840552 |
| Port Authority of New York & New Jersey RB |  |  |
| &nbsp;&nbsp;&nbsp; 3.14%, 02/15/51 | &nbsp;&nbsp;&nbsp; 1145 | 849528 |
| &nbsp;&nbsp;&nbsp; 3.29%, 08/01/69<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1300 | 856752 |
| &nbsp;&nbsp;&nbsp; 4.03%, 09/01/48 | &nbsp;&nbsp;&nbsp; 1440 | 1213985 |
| &nbsp;&nbsp;&nbsp; 4.23%, 10/15/57 | &nbsp;&nbsp;&nbsp; 865 | 723263 |
| &nbsp;&nbsp;&nbsp; 5.07%, 07/15/53 | &nbsp;&nbsp;&nbsp; 2820 | 2715774 |
| &nbsp;&nbsp;&nbsp; Series 164, 5.65%, 11/01/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6255 | 6742706 |
| &nbsp;&nbsp;&nbsp; Series 165, 5.65%, 11/01/40 | &nbsp;&nbsp;&nbsp; 1795 | 1937767 |
| &nbsp;&nbsp;&nbsp; Series 168, 4.93%, 10/01/51 | &nbsp;&nbsp;&nbsp; 4165 | 3924185 |
| &nbsp;&nbsp;&nbsp; Series 174, 4.46%, 10/01/62<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 6585 | 5649065 |
| &nbsp;&nbsp;&nbsp; Series 181, 4.96%, 08/01/46 | &nbsp;&nbsp;&nbsp; 2000 | 1941288 |
| &nbsp;&nbsp;&nbsp; Series 182, 5.31%, 08/01/46 | &nbsp;&nbsp;&nbsp; 1000 | 999943 |
| &nbsp;&nbsp;&nbsp; Series 192, 4.81%, 10/15/65<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4235 | 3869058 |
| &nbsp;&nbsp;&nbsp; Series 225, 3.18%, 07/15/60<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 675 | 448595 |
| &nbsp;&nbsp;&nbsp; United Nations Development Corp. RB, 6.54%, <br> 08/01/55<br>| &nbsp;&nbsp;&nbsp; 765 | 815288 |
|  |  | 94429723 |
| **North Carolina — 0.0%** | **North Carolina — 0.0%** | **North Carolina — 0.0%** |
| &nbsp;&nbsp;&nbsp; Charlotte-Mecklenburg Hospital Authority <br> (The) RB, 3.20%, 01/15/51<br>| &nbsp;&nbsp;&nbsp; 1100 | 775326 |
| **Ohio — 0.0%** | **Ohio — 0.0%** | **Ohio — 0.0%** |
| &nbsp;&nbsp;&nbsp; American Municipal Power Inc. RB, Series B, <br> 8.08%, 02/15/50<br>| &nbsp;&nbsp;&nbsp; 6075 | 7801434 |
| JobsOhio Beverage System, 4.53%, 01/01/35 | &nbsp;&nbsp;&nbsp; 2190 | 2235612 |
| &nbsp;&nbsp;&nbsp; JobsOhio Beverage System RB, 2.83%, <br> 01/01/38<br>| &nbsp;&nbsp;&nbsp; 1950 | 1654281 |
| &nbsp;&nbsp;&nbsp; Ohio State University (The) RB, Series A, <br> 4.80%, 06/01/2111<br>| &nbsp;&nbsp;&nbsp; 350 | 302209 |
| &nbsp;&nbsp;&nbsp; Ohio State University (The) RB BAB, Series C, <br> 4.91%, 06/01/40<br>| &nbsp;&nbsp;&nbsp; 2005 | 1990310 |
| &nbsp;&nbsp;&nbsp; Ohio Turnpike & Infrastructure Commission <br> RB, Series A, Class A,3.22%, 02/15/48<br>| &nbsp;&nbsp;&nbsp; 1775 | 1337761 |
|  |  | 15321607 |
| **Oklahoma — 0.0%** | **Oklahoma — 0.0%** | **Oklahoma — 0.0%** |
| Oklahoma Development Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/01/45 | &nbsp;&nbsp;&nbsp; 3690 | 3561559 |
| &nbsp;&nbsp;&nbsp; 4.62%, 06/01/44 | &nbsp;&nbsp;&nbsp; 1655 | 1624065 |
| &nbsp;&nbsp;&nbsp; 4.71%, 05/01/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3280 | 3073986 |
| &nbsp;&nbsp;&nbsp; 5.09%, 02/01/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3680 | 3557016 |
|  |  | 11816626 |
| **Oregon — 0.0%** | **Oregon — 0.0%** | **Oregon — 0.0%** |
| &nbsp;&nbsp;&nbsp; Oregon School Boards Association GOL, <br> Series B, 5.68%, 06/30/28 (NPFGC)<br>| &nbsp;&nbsp;&nbsp; 748 | 764603 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oregon (continued)** | **Oregon (continued)** | **Oregon (continued)** |
| &nbsp;&nbsp;&nbsp; Oregon State University RB, 3.42%, 03/01/60 <br> (BAM)<br>| &nbsp;&nbsp;&nbsp; $1100 | $794664 |
| State of Oregon GO, 5.89%, 06/01/27 | &nbsp;&nbsp;&nbsp; 4426 | 4505804 |
|  |  | 6065071 |
| **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** |
| Commonwealth Financing Authority RB |  |  |
| &nbsp;&nbsp;&nbsp; Class A,2.99%, 06/01/42 | &nbsp;&nbsp;&nbsp; 1130 | 869870 |
| &nbsp;&nbsp;&nbsp; Class A,3.86%, 06/01/38<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4200 | 3911170 |
| &nbsp;&nbsp;&nbsp; Series A, 4.14%, 06/01/38 | &nbsp;&nbsp;&nbsp; 50 | 47242 |
| &nbsp;&nbsp;&nbsp; Pennsylvania Economic Development <br> Financing Authority RB, 5.69%, 06/01/54<br>| &nbsp;&nbsp;&nbsp; 2665 | 2715656 |
| Pennsylvania State University (The) RB |  |  |
| &nbsp;&nbsp;&nbsp; 2.79%, 09/01/43 | &nbsp;&nbsp;&nbsp; 1750 | 1367591 |
| &nbsp;&nbsp;&nbsp; 2.84%, 09/01/50 | &nbsp;&nbsp;&nbsp; 975 | 664864 |
| &nbsp;&nbsp;&nbsp; Pennsylvania Turnpike Commission RB BAB, <br> Series B, Class B,5.51%, 12/01/45<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 991477 |
| &nbsp;&nbsp;&nbsp; University of Pittsburgh-of the Commonwealth <br> System of Higher Education RB, 3.56%, <br> 09/15/2119<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 1276073 |
|  |  | 11843943 |
| **South Carolina — 0.0%** | **South Carolina — 0.0%** | **South Carolina — 0.0%** |
| &nbsp;&nbsp;&nbsp; South Carolina Public Service Authority RB <br> BAB, Series C, 6.45%, 01/01/50<br>| &nbsp;&nbsp;&nbsp; 1000 | 1077670 |
| **Texas — 0.1%** | **Texas — 0.1%** | **Texas — 0.1%** |
| &nbsp;&nbsp;&nbsp; Board of Regents of the University of Texas <br> System RB, Series B, Class B,2.44%, <br> 08/15/49<br>| &nbsp;&nbsp;&nbsp; 765 | 482799 |
| &nbsp;&nbsp;&nbsp; Board of Regents of the University of Texas <br> System RB BAB, Series C, 4.79%, <br> 08/15/46<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2400 | 2331171 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Electric & Gas Systems <br> Revenue RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.47%, 02/01/45<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 5415 | 5494474 |
| &nbsp;&nbsp;&nbsp; 5.57%, 02/01/50 | &nbsp;&nbsp;&nbsp; 1185 | 1190505 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Electric & Gas Systems <br> Revenue RB BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.81%, 02/01/41 | &nbsp;&nbsp;&nbsp; 1875 | 1957409 |
| &nbsp;&nbsp;&nbsp; Series C, 5.99%, 02/01/39 | &nbsp;&nbsp;&nbsp; 1993 | 2152091 |
| &nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit RB, Class A,2.61%, <br> 12/01/48<br>| &nbsp;&nbsp;&nbsp; 2895 | 2009263 |
| Dallas Area Rapid Transit RB BAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 12/01/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 3250 | 3116083 |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, 12/01/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 425010 |
| &nbsp;&nbsp;&nbsp; Dallas Convention Center Hotel Development <br> Corp. RB BAB, 7.09%, 01/01/42<br>| &nbsp;&nbsp;&nbsp; 700 | 794199 |
| &nbsp;&nbsp;&nbsp; Dallas County Hospital District GOL BAB, <br> Series C, Class C,5.62%, 08/15/44<br>| &nbsp;&nbsp;&nbsp; 1250 | 1251402 |
| Dallas Fort Worth International Airport RB |  |  |
| &nbsp;&nbsp;&nbsp; 2.84%, 11/01/46 | &nbsp;&nbsp;&nbsp; 1720 | 1276748 |
| &nbsp;&nbsp;&nbsp; Class A,2.99%, 11/01/38<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1200 | 1051888 |
| &nbsp;&nbsp;&nbsp; Class A,4.09%, 11/01/51 | &nbsp;&nbsp;&nbsp; 1245 | 1044458 |
| &nbsp;&nbsp;&nbsp; Class A,4.51%, 11/01/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4505 | 3979030 |
| &nbsp;&nbsp;&nbsp; Series A, Class A,3.14%, 11/01/45 | &nbsp;&nbsp;&nbsp; 1405 | 1090005 |
| &nbsp;&nbsp;&nbsp; Series C, Class C,2.92%, 11/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2670 | 1930293 |
| &nbsp;&nbsp;&nbsp; Series C, Class C,3.09%, 11/01/40 | &nbsp;&nbsp;&nbsp; 340 | 281505 |
| &nbsp;&nbsp;&nbsp; Dallas Independent School District GO BAB, <br> Series C, 6.45%, 02/15/35 (PSF)<br>| &nbsp;&nbsp;&nbsp; 400 | 402351 |
| &nbsp;&nbsp;&nbsp; Grand Parkway Transportation Corp. RB, <br> 3.24%, 10/01/52<br>| &nbsp;&nbsp;&nbsp; 4805 | 3401174 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Texas (continued)** | **Texas (continued)** | **Texas (continued)** |
| &nbsp;&nbsp;&nbsp; North Texas Tollway Authority RB BAB, <br> Series B, Class B,6.72%, 01/01/49<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; $4120 | $4655893 |
| &nbsp;&nbsp;&nbsp; Permanent University Fund - Texas A&M <br> University System RB, Series B, <br> Class B,3.66%, 07/01/47<br>| &nbsp;&nbsp;&nbsp; 2000 | 1699376 |
| &nbsp;&nbsp;&nbsp; Permanent University Fund - University of <br> Texas System RB, Series A, 3.38%, <br> 07/01/47<br>| &nbsp;&nbsp;&nbsp; 2125 | 1630176 |
| State of Texas GO BAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.52%, 04/01/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 4956 | 5171183 |
| &nbsp;&nbsp;&nbsp; Series A, Class A,4.68%, 04/01/40 | &nbsp;&nbsp;&nbsp; 2550 | 2505630 |
| &nbsp;&nbsp;&nbsp; Texas Department of Transportation State <br> Highway Fund RB, First Class,5.18%, <br> 04/01/30<br>| &nbsp;&nbsp;&nbsp; 5115 | 5242528 |
| &nbsp;&nbsp;&nbsp; Texas Natural Gas Securitization Finance <br> Corp. RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/01/35<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 7113 | 7318897 |
| &nbsp;&nbsp;&nbsp; 5.17%, 04/01/41 | &nbsp;&nbsp;&nbsp; 6200 | 6408080 |
| &nbsp;&nbsp;&nbsp; Texas Private Activity Bond Surface <br> Transportation Corp. RB, Series B, <br> Class B,3.92%, 12/31/49<br>| &nbsp;&nbsp;&nbsp; 3350 | 2707975 |
| &nbsp;&nbsp;&nbsp; Texas Transportation Commission GO, 2.47%, <br> 10/01/44<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2505 | 1781025 |
|  |  | 74782621 |
| **Virginia — 0.0%** | **Virginia — 0.0%** | **Virginia — 0.0%** |
| University of Virginia RB |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 09/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 2790 | 1663598 |
| &nbsp;&nbsp;&nbsp; 2.58%, 11/01/51 | &nbsp;&nbsp;&nbsp; 2915 | 1842477 |
| &nbsp;&nbsp;&nbsp; Series A, 3.23%, 09/01/2119 | &nbsp;&nbsp;&nbsp; 790 | 469036 |
| &nbsp;&nbsp;&nbsp; Series C, 4.18%, 09/01/2117<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 840 | 647050 |
| &nbsp;&nbsp;&nbsp; Williamsburg Economic Development Authority <br> RB, 4.96%, 11/01/35<br>| &nbsp;&nbsp;&nbsp; 720 | 727104 |
|  |  | 5349265 |
| **Washington — 0.0%** | **Washington — 0.0%** | **Washington — 0.0%** |
| &nbsp;&nbsp;&nbsp; Central Puget Sound Regional Transit <br> Authority RB BAB, 5.49%, 11/01/39<br>| &nbsp;&nbsp;&nbsp; 1200 | 1249732 |
| **Wisconsin — 0.0%** | **Wisconsin — 0.0%** | **Wisconsin — 0.0%** |
| &nbsp;&nbsp;&nbsp; State of Wisconsin RB, Series C, 3.15%, <br> 05/01/27<br>| &nbsp;&nbsp;&nbsp; 2580 | 2561101 |
| **Total Municipal Debt Obligations — 0.4%** <br>**(Cost: $636,670,306)** | **Total Municipal Debt Obligations — 0.4%** <br>**(Cost: $636,670,306)** | 581160719 |
| **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** |
| **Mortgage-Backed Securities — 24.4%** | **Mortgage-Backed Securities — 24.4%** | **Mortgage-Backed Securities — 24.4%** |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/01/37 | &nbsp;&nbsp;&nbsp; 6220 | 5614345 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/36 | &nbsp;&nbsp;&nbsp; 13812 | 12806723 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/37 | &nbsp;&nbsp;&nbsp; 8914 | 8254366 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/51 | &nbsp;&nbsp;&nbsp; 45098 | 37000306 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/52 | &nbsp;&nbsp;&nbsp; 12758 | 10484816 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 77781 | 63656297 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/53 | &nbsp;&nbsp;&nbsp; 17799 | 14615438 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/27 | &nbsp;&nbsp;&nbsp; 27 | 26865 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/28 | &nbsp;&nbsp;&nbsp; 346 | 341024 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/30 | &nbsp;&nbsp;&nbsp; 4586 | 4480369 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/31 | &nbsp;&nbsp;&nbsp; 49 | 47864 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/31 | &nbsp;&nbsp;&nbsp; 1577 | 1532819 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/31 | &nbsp;&nbsp;&nbsp; 3784 | 3668221 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 2.50%, 11/01/31 | &nbsp;&nbsp;&nbsp; $23 | $21978 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/31 | &nbsp;&nbsp;&nbsp; 5864 | 5683187 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/32 | &nbsp;&nbsp;&nbsp; 7228 | 7004222 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/32 | &nbsp;&nbsp;&nbsp; 86 | 82560 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/33 | &nbsp;&nbsp;&nbsp; 6227 | 6005478 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/33 | &nbsp;&nbsp;&nbsp; 17 | 16634 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/33 | &nbsp;&nbsp;&nbsp; 792 | 760005 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/36 | &nbsp;&nbsp;&nbsp; 7328 | 6944973 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/37 | &nbsp;&nbsp;&nbsp; 22980 | 21709053 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/51 | &nbsp;&nbsp;&nbsp; 13104 | 11306902 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/51 | &nbsp;&nbsp;&nbsp; 8721 | 7471665 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 11848 | 10140645 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/52 | &nbsp;&nbsp;&nbsp; 11519 | 9958181 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 11012 | 9424536 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/54 | &nbsp;&nbsp;&nbsp; 20869 | 17879561 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/26 | &nbsp;&nbsp;&nbsp; 32 | 31980 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/27 | &nbsp;&nbsp;&nbsp; 16 | 15812 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/27 | &nbsp;&nbsp;&nbsp; 43 | 42302 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/27 | &nbsp;&nbsp;&nbsp; 44 | 43260 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/27 | &nbsp;&nbsp;&nbsp; 300 | 298483 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/27 | &nbsp;&nbsp;&nbsp; 306 | 303686 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/27 | &nbsp;&nbsp;&nbsp; 21 | 20594 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/27 | &nbsp;&nbsp;&nbsp; 44 | 44390 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/27 | &nbsp;&nbsp;&nbsp; 191 | 189144 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/27 | &nbsp;&nbsp;&nbsp; 75 | 74775 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/27 | &nbsp;&nbsp;&nbsp; 47 | 47029 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/28 | &nbsp;&nbsp;&nbsp; 8 | 8256 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/28 | &nbsp;&nbsp;&nbsp; 48 | 47032 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/29 | &nbsp;&nbsp;&nbsp; 48 | 46992 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 248 | 244137 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/29 | &nbsp;&nbsp;&nbsp; 7970 | 7883513 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/30 | &nbsp;&nbsp;&nbsp; 1814 | 1784148 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 | &nbsp;&nbsp;&nbsp; 850 | 837510 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/30 | &nbsp;&nbsp;&nbsp; 2321 | 2282492 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/30 | &nbsp;&nbsp;&nbsp; 5099 | 5010365 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/31 | &nbsp;&nbsp;&nbsp; 1733 | 1702368 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/31 | &nbsp;&nbsp;&nbsp; 3631 | 3564288 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/31 | &nbsp;&nbsp;&nbsp; 2647 | 2598560 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/31 | &nbsp;&nbsp;&nbsp; 21 | 20931 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/31 | &nbsp;&nbsp;&nbsp; 14 | 13386 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/32 | &nbsp;&nbsp;&nbsp; 48 | 47007 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/32 | &nbsp;&nbsp;&nbsp; 4217 | 4122239 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/32 | &nbsp;&nbsp;&nbsp; 6 | 5444 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/33 | &nbsp;&nbsp;&nbsp; 9 | 8710 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/33 | &nbsp;&nbsp;&nbsp; 1098 | 1068328 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/42 | &nbsp;&nbsp;&nbsp; 356 | 331808 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/42 | &nbsp;&nbsp;&nbsp; 161 | 149787 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/43 | &nbsp;&nbsp;&nbsp; 370 | 344714 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/43 | &nbsp;&nbsp;&nbsp; 9589 | 8926726 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/44 | &nbsp;&nbsp;&nbsp; 28 | 25692 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/45 | &nbsp;&nbsp;&nbsp; 219 | 200958 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/45 | &nbsp;&nbsp;&nbsp; 147 | 134577 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/45 | &nbsp;&nbsp;&nbsp; 11 | 10498 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/46 | &nbsp;&nbsp;&nbsp; 862 | 790812 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/46 | &nbsp;&nbsp;&nbsp; 97 | 89181 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/46 | &nbsp;&nbsp;&nbsp; 1701 | 1549379 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/46 | &nbsp;&nbsp;&nbsp; 34117 | 31071156 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/46 | &nbsp;&nbsp;&nbsp; 13459 | 12373802 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/46 | &nbsp;&nbsp;&nbsp; 25878 | 23707402 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/46 | &nbsp;&nbsp;&nbsp; 20115 | 18320534 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 45927 | 41860191 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/47 | &nbsp;&nbsp;&nbsp; $10727 | $9768965 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 23083 | 21023641 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/47 | &nbsp;&nbsp;&nbsp; 116 | 105935 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/47 | &nbsp;&nbsp;&nbsp; 298 | 271457 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/47 | &nbsp;&nbsp;&nbsp; 17476 | 16057800 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/47 | &nbsp;&nbsp;&nbsp; 19143 | 17434113 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/47 | &nbsp;&nbsp;&nbsp; 2396 | 2182302 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/47 | &nbsp;&nbsp;&nbsp; 541 | 496095 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/47 | &nbsp;&nbsp;&nbsp; 6015 | 5478270 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/47 | &nbsp;&nbsp;&nbsp; 9 | 8541 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/48 | &nbsp;&nbsp;&nbsp; 13 | 11849 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/48 | &nbsp;&nbsp;&nbsp; 882 | 799763 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/49 | &nbsp;&nbsp;&nbsp; 174 | 157211 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/49 | &nbsp;&nbsp;&nbsp; 205 | 186518 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 138 | 124341 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/51 | &nbsp;&nbsp;&nbsp; 15816 | 14251113 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/52 | &nbsp;&nbsp;&nbsp; 7640 | 6847209 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 41334 | 36832782 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/52 | &nbsp;&nbsp;&nbsp; 8271 | 7376122 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/26 | &nbsp;&nbsp;&nbsp; 23 | 23161 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/26 | &nbsp;&nbsp;&nbsp; 12 | 11479 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/32 | &nbsp;&nbsp;&nbsp; 380 | 376011 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/32 | &nbsp;&nbsp;&nbsp; 1141 | 1128895 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/32 | &nbsp;&nbsp;&nbsp; 852 | 842772 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/33 | &nbsp;&nbsp;&nbsp; 78 | 77331 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/33 | &nbsp;&nbsp;&nbsp; 3602 | 3552372 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/33 | &nbsp;&nbsp;&nbsp; 10 | 10300 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/34 | &nbsp;&nbsp;&nbsp; 3175 | 3122673 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/38 | &nbsp;&nbsp;&nbsp; 2645 | 2570282 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/38 | &nbsp;&nbsp;&nbsp; 698 | 677961 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/38 | &nbsp;&nbsp;&nbsp; 465 | 452128 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/42 | &nbsp;&nbsp;&nbsp; 45 | 43118 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/42 | &nbsp;&nbsp;&nbsp; 4 | 4290 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/42 | &nbsp;&nbsp;&nbsp; 7 | 6495 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/42 | &nbsp;&nbsp;&nbsp; 5694 | 5443348 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/42 | &nbsp;&nbsp;&nbsp; 439 | 419526 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/43 | &nbsp;&nbsp;&nbsp; 8 | 8021 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/43 | &nbsp;&nbsp;&nbsp; 3089 | 2958116 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/43 | &nbsp;&nbsp;&nbsp; 601 | 576989 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/43 | &nbsp;&nbsp;&nbsp; 1007 | 964060 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/43 | &nbsp;&nbsp;&nbsp; 3657 | 3502064 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/43 | &nbsp;&nbsp;&nbsp; 738 | 708198 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/44 | &nbsp;&nbsp;&nbsp; 9486 | 9075393 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/44 | &nbsp;&nbsp;&nbsp; 4925 | 4725476 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/44 | &nbsp;&nbsp;&nbsp; 3735 | 3578065 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/44 | &nbsp;&nbsp;&nbsp; 5549 | 5265193 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/44 | &nbsp;&nbsp;&nbsp; 80 | 75164 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; 7633 | 7186935 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/46 | &nbsp;&nbsp;&nbsp; 148 | 139791 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/46 | &nbsp;&nbsp;&nbsp; 19967 | 18950875 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/46 | &nbsp;&nbsp;&nbsp; 2631 | 2492135 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/46 | &nbsp;&nbsp;&nbsp; 78 | 73608 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/46 | &nbsp;&nbsp;&nbsp; 3569 | 3376221 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/46 | &nbsp;&nbsp;&nbsp; 2587 | 2448004 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/46 | &nbsp;&nbsp;&nbsp; 4010 | 3794716 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/46 | &nbsp;&nbsp;&nbsp; 815 | 769951 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/46 | &nbsp;&nbsp;&nbsp; 569 | 537052 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/46 | &nbsp;&nbsp;&nbsp; 3024 | 2847574 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/47 | &nbsp;&nbsp;&nbsp; 1569 | 1481334 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/47 | &nbsp;&nbsp;&nbsp; 4115 | 3887572 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/47 | &nbsp;&nbsp;&nbsp; 2627 | 2480523 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 3.50%, 04/01/47 | &nbsp;&nbsp;&nbsp; $5940 | $5593243 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/47 | &nbsp;&nbsp;&nbsp; 1225 | 1157395 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/47 | &nbsp;&nbsp;&nbsp; 4922 | 4633160 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/47 | &nbsp;&nbsp;&nbsp; 14423 | 13727626 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/47 | &nbsp;&nbsp;&nbsp; 19188 | 18065005 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/47 | &nbsp;&nbsp;&nbsp; 3206 | 3018253 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/48 | &nbsp;&nbsp;&nbsp; 14382 | 13633364 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/48 | &nbsp;&nbsp;&nbsp; 15880 | 14925543 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/48 | &nbsp;&nbsp;&nbsp; 6510 | 6122336 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/48 | &nbsp;&nbsp;&nbsp; 1506 | 1428145 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/48 | &nbsp;&nbsp;&nbsp; 7216 | 6786464 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/49 | &nbsp;&nbsp;&nbsp; 958 | 901842 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/49 | &nbsp;&nbsp;&nbsp; 2760 | 2591212 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/49 | &nbsp;&nbsp;&nbsp; 1374 | 1294506 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/52 | &nbsp;&nbsp;&nbsp; 6764 | 6272755 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/54 | &nbsp;&nbsp;&nbsp; 3731 | 3458075 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/26 | &nbsp;&nbsp;&nbsp; 4 | 4084 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/26 | &nbsp;&nbsp;&nbsp; 28 | 27599 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/32 | &nbsp;&nbsp;&nbsp; 881 | 881933 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/33 | &nbsp;&nbsp;&nbsp; 1202 | 1200784 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/40 | &nbsp;&nbsp;&nbsp; 1589 | 1568238 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/41 | &nbsp;&nbsp;&nbsp; 1999 | 1971036 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/42 | &nbsp;&nbsp;&nbsp; 1846 | 1820377 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/42 | &nbsp;&nbsp;&nbsp; 390 | 383142 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/42 | &nbsp;&nbsp;&nbsp; 2437 | 2403432 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/42 | &nbsp;&nbsp;&nbsp; 1094 | 1073979 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/44 | &nbsp;&nbsp;&nbsp; 2740 | 2691021 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/45 | &nbsp;&nbsp;&nbsp; 711 | 693982 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/45 | &nbsp;&nbsp;&nbsp; 1018 | 1000930 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/45 | &nbsp;&nbsp;&nbsp; 1634 | 1593952 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/45 | &nbsp;&nbsp;&nbsp; 2812 | 2743366 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/45 | &nbsp;&nbsp;&nbsp; 4480 | 4370138 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/46 | &nbsp;&nbsp;&nbsp; 1236 | 1205452 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/46 | &nbsp;&nbsp;&nbsp; 138 | 134153 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/46 | &nbsp;&nbsp;&nbsp; 280 | 272367 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/46 | &nbsp;&nbsp;&nbsp; 2640 | 2566307 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/46 | &nbsp;&nbsp;&nbsp; 57 | 55372 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/46 | &nbsp;&nbsp;&nbsp; 2388 | 2330393 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/46 | &nbsp;&nbsp;&nbsp; 78 | 76256 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/46 | &nbsp;&nbsp;&nbsp; 2113 | 2061068 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/46 | &nbsp;&nbsp;&nbsp; 6072 | 5901875 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 2634 | 2559633 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/47 | &nbsp;&nbsp;&nbsp; 198 | 192263 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/47 | &nbsp;&nbsp;&nbsp; 584 | 566255 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/47 | &nbsp;&nbsp;&nbsp; 1061 | 1028235 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/48 | &nbsp;&nbsp;&nbsp; 4120 | 3993575 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | &nbsp;&nbsp;&nbsp; 6300 | 6121130 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 105 | 100556 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/48 | &nbsp;&nbsp;&nbsp; 11365 | 11081111 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/48 | &nbsp;&nbsp;&nbsp; 10632 | 10285628 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/48 | &nbsp;&nbsp;&nbsp; 1402 | 1355975 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/48 | &nbsp;&nbsp;&nbsp; 2789 | 2697996 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/48 | &nbsp;&nbsp;&nbsp; 1504 | 1459069 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/48 | &nbsp;&nbsp;&nbsp; 7046 | 6853863 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/49 | &nbsp;&nbsp;&nbsp; 1197 | 1158016 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/53 | &nbsp;&nbsp;&nbsp; 13212 | 12644568 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/54 | &nbsp;&nbsp;&nbsp; 11610 | 11110546 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/54 | &nbsp;&nbsp;&nbsp; 31654 | 30154944 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/54 | &nbsp;&nbsp;&nbsp; 2515 | 2395669 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/55 | &nbsp;&nbsp;&nbsp; 48059 | 45781415 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/30 | &nbsp;&nbsp;&nbsp; 520 | 524355 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/39 | &nbsp;&nbsp;&nbsp; $636 | $642330 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/39 | &nbsp;&nbsp;&nbsp; 839 | 847459 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/39 | &nbsp;&nbsp;&nbsp; 506 | 511366 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/40 | &nbsp;&nbsp;&nbsp; 158 | 159497 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/41 | &nbsp;&nbsp;&nbsp; 1006 | 1014263 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/41 | &nbsp;&nbsp;&nbsp; 33 | 32972 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/41 | &nbsp;&nbsp;&nbsp; 2641 | 2663508 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/42 | &nbsp;&nbsp;&nbsp; 2712 | 2735292 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/45 | &nbsp;&nbsp;&nbsp; 2070 | 2080183 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/45 | &nbsp;&nbsp;&nbsp; 159 | 159755 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; 91 | 91121 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/46 | &nbsp;&nbsp;&nbsp; 3257 | 3265993 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/46 | &nbsp;&nbsp;&nbsp; 164 | 164466 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 406 | 404824 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/46 | &nbsp;&nbsp;&nbsp; 280 | 279624 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/46 | &nbsp;&nbsp;&nbsp; 65 | 64550 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/46 | &nbsp;&nbsp;&nbsp; 250 | 248962 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/46 | &nbsp;&nbsp;&nbsp; 1936 | 1941142 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/47 | &nbsp;&nbsp;&nbsp; 1663 | 1659693 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 | &nbsp;&nbsp;&nbsp; 873 | 870976 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/47 | &nbsp;&nbsp;&nbsp; 99 | 98716 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/48 | &nbsp;&nbsp;&nbsp; 5322 | 5300702 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/48 | &nbsp;&nbsp;&nbsp; 4273 | 4258739 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/48 | &nbsp;&nbsp;&nbsp; 2849 | 2839061 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/48 | &nbsp;&nbsp;&nbsp; 147 | 145950 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/48 | &nbsp;&nbsp;&nbsp; 5694 | 5676580 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 28 | 28000 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/48 | &nbsp;&nbsp;&nbsp; 5009 | 4989534 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/49 | &nbsp;&nbsp;&nbsp; 1167 | 1162242 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/49 | &nbsp;&nbsp;&nbsp; 10 | 10280 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 3636 | 3573340 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/53 | &nbsp;&nbsp;&nbsp; 4124 | 4051811 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/53 | &nbsp;&nbsp;&nbsp; 3885 | 3830652 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/54 | &nbsp;&nbsp;&nbsp; 6888 | 6759337 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 36095 | 35337989 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/33 | &nbsp;&nbsp;&nbsp; 1651 | 1690421 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/33 | &nbsp;&nbsp;&nbsp; 197 | 201607 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/33 | &nbsp;&nbsp;&nbsp; 372 | 380868 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/35 | &nbsp;&nbsp;&nbsp; 810 | 831082 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/36 | &nbsp;&nbsp;&nbsp; 417 | 428353 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/37 | &nbsp;&nbsp;&nbsp; 47 | 47929 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/37 | &nbsp;&nbsp;&nbsp; 47 | 48094 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/38 | &nbsp;&nbsp;&nbsp; 246 | 252279 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/38 | &nbsp;&nbsp;&nbsp; 1873 | 1927855 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/38 | &nbsp;&nbsp;&nbsp; 222 | 228012 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/40 | &nbsp;&nbsp;&nbsp; 58 | 60424 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/40 | &nbsp;&nbsp;&nbsp; 296 | 304741 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/40 | &nbsp;&nbsp;&nbsp; 1236 | 1270855 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/41 | &nbsp;&nbsp;&nbsp; 370 | 380563 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/47 | &nbsp;&nbsp;&nbsp; 251 | 255528 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 223 | 227178 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 3262 | 3317764 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/48 | &nbsp;&nbsp;&nbsp; 1028 | 1046329 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/48 | &nbsp;&nbsp;&nbsp; 680 | 692162 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/48 | &nbsp;&nbsp;&nbsp; 573 | 582799 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/48 | &nbsp;&nbsp;&nbsp; 556 | 566735 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 348 | 354572 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 266 | 268959 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/53 | &nbsp;&nbsp;&nbsp; 1834 | 1850792 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/53 | &nbsp;&nbsp;&nbsp; 4807 | 4849819 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/54 | &nbsp;&nbsp;&nbsp; 8683 | 8744930 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 5.00%, 12/01/54 | &nbsp;&nbsp;&nbsp; $22494 | $22458578 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/55 | &nbsp;&nbsp;&nbsp; 6925 | 6925875 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 619 | 640859 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/35 | &nbsp;&nbsp;&nbsp; 616 | 642715 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/35 | &nbsp;&nbsp;&nbsp; 345 | 360471 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/36 | &nbsp;&nbsp;&nbsp; 442 | 461856 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/36 | &nbsp;&nbsp;&nbsp; 761 | 795297 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/38 | &nbsp;&nbsp;&nbsp; 777 | 812461 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/38 | &nbsp;&nbsp;&nbsp; 130 | 136338 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/39 | &nbsp;&nbsp;&nbsp; 366 | 381091 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/39 | &nbsp;&nbsp;&nbsp; 387 | 405027 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/53 | &nbsp;&nbsp;&nbsp; 27672 | 28173243 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/53 | &nbsp;&nbsp;&nbsp; 4196 | 4341328 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 30211 | 30621242 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/54 | &nbsp;&nbsp;&nbsp; 27190 | 27599068 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/55 | &nbsp;&nbsp;&nbsp; 2509 | 2540646 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/55 | &nbsp;&nbsp;&nbsp; 49752 | 50790646 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/55 | &nbsp;&nbsp;&nbsp; 93667 | 95531881 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/55 | &nbsp;&nbsp;&nbsp; 5470 | 5591765 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/55 | &nbsp;&nbsp;&nbsp; 27714 | 28165097 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/55 | &nbsp;&nbsp;&nbsp; 32923 | 33407510 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55 | &nbsp;&nbsp;&nbsp; 21048 | 21338465 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/36 | &nbsp;&nbsp;&nbsp; 382 | 399015 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/37 | &nbsp;&nbsp;&nbsp; 324 | 342589 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/37 | &nbsp;&nbsp;&nbsp; 1325 | 1406392 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/38 | &nbsp;&nbsp;&nbsp; 19 | 19776 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/53 | &nbsp;&nbsp;&nbsp; 18484 | 19010876 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/53 | &nbsp;&nbsp;&nbsp; 17034 | 17519602 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/53 | &nbsp;&nbsp;&nbsp; 5033 | 5159614 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/54 | &nbsp;&nbsp;&nbsp; 32900 | 33736420 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/54 | &nbsp;&nbsp;&nbsp; 13795 | 14124552 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/54 | &nbsp;&nbsp;&nbsp; 13664 | 14008461 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/54 | &nbsp;&nbsp;&nbsp; 57720 | 59584716 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/54 | &nbsp;&nbsp;&nbsp; 20036 | 20569895 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/55 | &nbsp;&nbsp;&nbsp; 31221 | 32119683 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/55 | &nbsp;&nbsp;&nbsp; 30028 | 30928941 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/55 | &nbsp;&nbsp;&nbsp; 54234 | 55745800 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 44288 | 45358668 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/55 | &nbsp;&nbsp;&nbsp; 40605 | 41890102 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/55 | &nbsp;&nbsp;&nbsp; 42518 | 43660878 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/55 | &nbsp;&nbsp;&nbsp; 65688 | 67410357 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/55 | &nbsp;&nbsp;&nbsp; 137045 | 141272179 |
| &nbsp;&nbsp;&nbsp; 6.37%, 08/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 101 | 103149 |
| &nbsp;&nbsp;&nbsp; 6.40%, 11/01/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 79 | 80695 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/53 | &nbsp;&nbsp;&nbsp; 2241 | 2357303 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 8294 | 8575359 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/54 | &nbsp;&nbsp;&nbsp; 4864 | 5071750 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 4597 | 4805547 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/54 | &nbsp;&nbsp;&nbsp; 28898 | 30232693 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/54 | &nbsp;&nbsp;&nbsp; 2527 | 2625782 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 3625 | 3796428 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/55 | &nbsp;&nbsp;&nbsp; 14214 | 14828056 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/55 | &nbsp;&nbsp;&nbsp; 45507 | 47600220 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/55 | &nbsp;&nbsp;&nbsp; 18898 | 19762168 |
| &nbsp;&nbsp;&nbsp; 6.57%, 11/01/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 103 | 104564 |
| &nbsp;&nbsp;&nbsp; 6.57%, 11/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 127 | 129184 |
| &nbsp;&nbsp;&nbsp; 6.61%, 12/01/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 282 | 286372 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 199 | 202248 |
| &nbsp;&nbsp;&nbsp; 6.77%, 05/01/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 164 | 168716 |
| &nbsp;&nbsp;&nbsp; 6.78%, 01/01/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 3 | 3190 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage Corp. <br> Multifamily Structured <br> Pass-Through Certificates<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2.03%, 09/25/28 | &nbsp;&nbsp;&nbsp; $3000 | $2860581 |
| &nbsp;&nbsp;&nbsp; Class A2, 2.92%, 06/25/32 | &nbsp;&nbsp;&nbsp; 23000 | 21458362 |
| &nbsp;&nbsp;&nbsp; Series K063, Class A2, 3.43%, 01/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20000 | 19885501 |
| &nbsp;&nbsp;&nbsp; Series K069, Class A2, 3.19%, 09/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 6961 | 6880092 |
| &nbsp;&nbsp;&nbsp; Series K070, Class A2, 3.30%, 11/25/27<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 2000 | 1980029 |
| &nbsp;&nbsp;&nbsp; Series K072, Class A2, 3.44%, 12/25/27 | &nbsp;&nbsp;&nbsp; 17760 | 17621726 |
| &nbsp;&nbsp;&nbsp; Series K074, Class A2, 3.60%, 01/25/28 | &nbsp;&nbsp;&nbsp; 10000 | 9952178 |
| &nbsp;&nbsp;&nbsp; Series K076, Class A2, 3.90%, 04/25/28 | &nbsp;&nbsp;&nbsp; 5000 | 5006891 |
| &nbsp;&nbsp;&nbsp; Series K081, Class A2, 3.90%, 08/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 19091 | 19125581 |
| &nbsp;&nbsp;&nbsp; Series K085, Class A2, 4.06%, 10/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20000 | 20125850 |
| &nbsp;&nbsp;&nbsp; Series K086, Class A2, 3.86%, 11/25/28<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 17500 | 17519142 |
| &nbsp;&nbsp;&nbsp; Series K089, Class A2, 3.56%, 01/25/29 | &nbsp;&nbsp;&nbsp; 10000 | 9924059 |
| &nbsp;&nbsp;&nbsp; Series K092, Class A2, 3.30%, 04/25/29 | &nbsp;&nbsp;&nbsp; 414 | 407016 |
| &nbsp;&nbsp;&nbsp; Series K098, Class A2, 2.43%, 08/25/29 | &nbsp;&nbsp;&nbsp; 20000 | 19043996 |
| &nbsp;&nbsp;&nbsp; Series K100, Class A2, 2.67%, 09/25/29 | &nbsp;&nbsp;&nbsp; 27650 | 26501680 |
| &nbsp;&nbsp;&nbsp; Series K101, Class A2, 2.52%, 10/25/29 | &nbsp;&nbsp;&nbsp; 31000 | 29530592 |
| &nbsp;&nbsp;&nbsp; Series K105, Class A2, 1.87%, 01/25/30 | &nbsp;&nbsp;&nbsp; 4775 | 4415747 |
| &nbsp;&nbsp;&nbsp; Series K108, Class A2, 1.52%, 03/25/30 | &nbsp;&nbsp;&nbsp; 2000 | 1820480 |
| &nbsp;&nbsp;&nbsp; Series K110, Class A2, 1.48%, 04/25/30 | &nbsp;&nbsp;&nbsp; 13200 | 11967541 |
| &nbsp;&nbsp;&nbsp; Series K111, Class A2, 1.35%, 05/25/30 | &nbsp;&nbsp;&nbsp; 5000 | 4491827 |
| &nbsp;&nbsp;&nbsp; Series K114, Class A2, 1.37%, 06/25/30 | &nbsp;&nbsp;&nbsp; 7000 | 6266312 |
| &nbsp;&nbsp;&nbsp; Series K117, Class A2, 1.41%, 08/25/30 | &nbsp;&nbsp;&nbsp; 15000 | 13400952 |
| &nbsp;&nbsp;&nbsp; Series K120, Class A2, 1.50%, 10/25/30 | &nbsp;&nbsp;&nbsp; 1150 | 1026733 |
| &nbsp;&nbsp;&nbsp; Series K124, Class A2, 1.66%, 12/25/30 | &nbsp;&nbsp;&nbsp; 3435 | 3078048 |
| &nbsp;&nbsp;&nbsp; Series K126, Class A2, 2.07%, 01/25/31 | &nbsp;&nbsp;&nbsp; 19440 | 17772935 |
| &nbsp;&nbsp;&nbsp; Series K128, Class A2, 2.02%, 03/25/31 | &nbsp;&nbsp;&nbsp; 5500 | 5008978 |
| &nbsp;&nbsp;&nbsp; Series K130, Class A2, 1.72%, 06/25/31 | &nbsp;&nbsp;&nbsp; 7000 | 6229969 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series K135, CLASS A2, 2.15%, <br> 10/25/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4670 | 4216883 |
| &nbsp;&nbsp;&nbsp; Series K1510, Class A3, 3.79%, 01/25/34 | &nbsp;&nbsp;&nbsp; 20000 | 19408913 |
| &nbsp;&nbsp;&nbsp; Series K-1512, Class A2, 2.99%, 05/25/31 | &nbsp;&nbsp;&nbsp; 10960 | 10441751 |
| &nbsp;&nbsp;&nbsp; Series K-1512, Class A3, 3.06%, 04/25/34 | &nbsp;&nbsp;&nbsp; 16190 | 14805070 |
| &nbsp;&nbsp;&nbsp; Series K-1514, Class A2, 2.86%, 10/25/34 | &nbsp;&nbsp;&nbsp; 13000 | 11613948 |
| &nbsp;&nbsp;&nbsp; Series K-1520, Class A2, 2.44%, 02/25/36 | &nbsp;&nbsp;&nbsp; 7564 | 6346583 |
| &nbsp;&nbsp;&nbsp; Series K-1521, Class A2, 2.18%, 08/25/36 | &nbsp;&nbsp;&nbsp; 2125 | 1721662 |
| &nbsp;&nbsp;&nbsp; Series K154, Class A2, 3.42%, 04/25/32 | &nbsp;&nbsp;&nbsp; 2000 | 1967479 |
| &nbsp;&nbsp;&nbsp; Series K739, Class A2, 1.34%, 09/25/27 | &nbsp;&nbsp;&nbsp; 25000 | 24065289 |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 6912 | 6388446 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/47 | &nbsp;&nbsp;&nbsp; 5985 | 5381701 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/51 | &nbsp;&nbsp;&nbsp; 4772 | 4502752 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 7334 | 7191233 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/57 | &nbsp;&nbsp;&nbsp; 5478 | 5256243 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/57 | &nbsp;&nbsp;&nbsp; 5970 | 5728551 |
| &nbsp;&nbsp;&nbsp; 6.47%, 08/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 83 | 84771 |
| &nbsp;&nbsp;&nbsp; 6.53%, 10/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 253 | 259205 |
| &nbsp;&nbsp;&nbsp; 6.59%, 04/01/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 126 | 127276 |
| &nbsp;&nbsp;&nbsp; 6.71%, 02/01/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 56127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2015-M10, Class A2, 3.09%, <br> 04/25/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 2044 | 2023765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-M4, Class A2, 2.66%, <br> 12/25/26<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 16969 | 16730054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-M7, Class A2, 2.96%, <br> 02/25/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 13147 | 12998066 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2017-M8, Class A2, 3.06%, <br> 05/25/27<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 6673 | 6595388 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-M10, Class A2, 3.47%, <br> 07/25/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 2897 | 2868289 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-M12, Class A2, 3.75%, <br> 08/25/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; $12268 | $12123701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-M13, Class A2, 3.87%, <br> 09/25/30<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 7091 | 7038789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2018-M2, Class A2, 3.03%, <br> 01/25/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 7180 | 7057970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-M2, Class A2, 3.74%, <br> 11/25/28<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 4969 | 4945482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-M22, Class A2, 2.52%, <br> 08/25/29<br>| &nbsp;&nbsp;&nbsp; 21819 | 20865314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-M5, Class A2, 3.27%, <br> 02/25/29<br>| &nbsp;&nbsp;&nbsp; 13670 | 13441846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2019-M9, Class A2, 2.94%, <br> 06/25/29<br>| &nbsp;&nbsp;&nbsp; 3339 | 3254171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-M13, Class A2, 1.65%, <br> 04/25/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 17050 | 15072062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021-M17, Class A2, 1.71%, <br> 07/25/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 20500 | 18201910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2022-M1, Class A2, 1.72%, <br> 10/25/31<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 29670 | 25952916 |
| Government National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/20/51 | &nbsp;&nbsp;&nbsp; 3776 | 2994520 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/20/50 | &nbsp;&nbsp;&nbsp; 4413 | 3683592 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/20/50 | &nbsp;&nbsp;&nbsp; 63792 | 53246995 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/20/50 | &nbsp;&nbsp;&nbsp; 9902 | 8264633 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/20/50 | &nbsp;&nbsp;&nbsp; 43525 | 36323083 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/20/50 | &nbsp;&nbsp;&nbsp; 35422 | 29558385 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/50 | &nbsp;&nbsp;&nbsp; 64096 | 53480873 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/20/51 | &nbsp;&nbsp;&nbsp; 26406 | 22030676 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/20/51 | &nbsp;&nbsp;&nbsp; 187349 | 156278612 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/20/51 | &nbsp;&nbsp;&nbsp; 2574 | 2146752 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/20/51 | &nbsp;&nbsp;&nbsp; 5854 | 4883116 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/20/51 | &nbsp;&nbsp;&nbsp; 104829 | 87431254 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/20/51 | &nbsp;&nbsp;&nbsp; 74112 | 61809626 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/20/51 | &nbsp;&nbsp;&nbsp; 58102 | 48456177 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/20/51 | &nbsp;&nbsp;&nbsp; 192333 | 160397947 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/20/52 | &nbsp;&nbsp;&nbsp; 111555 | 93030643 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/20/52 | &nbsp;&nbsp;&nbsp; 103254 | 86083530 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/20/52 | &nbsp;&nbsp;&nbsp; 166239 | 138594187 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/20/52 | &nbsp;&nbsp;&nbsp; 39278 | 32746030 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/20/52 | &nbsp;&nbsp;&nbsp; 31072 | 25904733 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 1243 | 1034636 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/28 | &nbsp;&nbsp;&nbsp; 19 | 18545 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/20/31 | &nbsp;&nbsp;&nbsp; 40 | 39032 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/20/45 | &nbsp;&nbsp;&nbsp; 2518 | 2225327 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/20/46 | &nbsp;&nbsp;&nbsp; 341 | 301657 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/20/46 | &nbsp;&nbsp;&nbsp; 10635 | 9400678 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/20/47 | &nbsp;&nbsp;&nbsp; 4959 | 4382957 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/20/50 | &nbsp;&nbsp;&nbsp; 12845 | 11183150 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/50 | &nbsp;&nbsp;&nbsp; 14146 | 12130184 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/20/50 | &nbsp;&nbsp;&nbsp; 31978 | 27419837 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/20/51 | &nbsp;&nbsp;&nbsp; 67013 | 58305123 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/20/51 | &nbsp;&nbsp;&nbsp; 112396 | 97704989 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/20/51 | &nbsp;&nbsp;&nbsp; 3553 | 3088694 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/20/51 | &nbsp;&nbsp;&nbsp; 232163 | 201784951 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/20/51 | &nbsp;&nbsp;&nbsp; 7088 | 6160321 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/20/51 | &nbsp;&nbsp;&nbsp; 198285 | 172321408 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/51 | &nbsp;&nbsp;&nbsp; 188459 | 163773182 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/20/51 | &nbsp;&nbsp;&nbsp; 3834 | 3331975 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/20/51 | &nbsp;&nbsp;&nbsp; 3484 | 3027747 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/20/51 | &nbsp;&nbsp;&nbsp; 28517 | 24777471 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/20/51 | &nbsp;&nbsp;&nbsp; $81072 | $70441331 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/20/52 | &nbsp;&nbsp;&nbsp; 36826 | 31995059 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/20/52 | &nbsp;&nbsp;&nbsp; 2931 | 2546518 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/20/52 | &nbsp;&nbsp;&nbsp; 157439 | 136772955 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/20/52 | &nbsp;&nbsp;&nbsp; 77843 | 67625312 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/20/52 | &nbsp;&nbsp;&nbsp; 22670 | 19693839 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/20/52 | &nbsp;&nbsp;&nbsp; 7251 | 6298777 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/20/52 | &nbsp;&nbsp;&nbsp; 14192 | 12329190 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/20/52 | &nbsp;&nbsp;&nbsp; 26704 | 23198312 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/20/52 | &nbsp;&nbsp;&nbsp; 6153 | 5345010 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/20/53 | &nbsp;&nbsp;&nbsp; 2193 | 1905104 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/20/54 | &nbsp;&nbsp;&nbsp; 3969 | 3448206 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 12797 | 11104305 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/42 | &nbsp;&nbsp;&nbsp; 3775 | 3508827 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/42 | &nbsp;&nbsp;&nbsp; 8 | 7510 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/42 | &nbsp;&nbsp;&nbsp; 21 | 19495 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/43 | &nbsp;&nbsp;&nbsp; 127 | 117753 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/43 | &nbsp;&nbsp;&nbsp; 21 | 19513 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/43 | &nbsp;&nbsp;&nbsp; 54 | 50039 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/43 | &nbsp;&nbsp;&nbsp; 4369 | 4058104 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/43 | &nbsp;&nbsp;&nbsp; 412 | 381766 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/44 | &nbsp;&nbsp;&nbsp; 3831 | 3555104 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/44 | &nbsp;&nbsp;&nbsp; 11104 | 10313933 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/44 | &nbsp;&nbsp;&nbsp; 91 | 88063 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/45 | &nbsp;&nbsp;&nbsp; 3632 | 3331565 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/45 | &nbsp;&nbsp;&nbsp; 14982 | 13742001 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/45 | &nbsp;&nbsp;&nbsp; 4931 | 4522683 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/45 | &nbsp;&nbsp;&nbsp; 9913 | 9092146 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/45 | &nbsp;&nbsp;&nbsp; 3394 | 3113444 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/45 | &nbsp;&nbsp;&nbsp; 2168 | 1988706 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/45 | &nbsp;&nbsp;&nbsp; 3978 | 3648955 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/46 | &nbsp;&nbsp;&nbsp; 11901 | 10916081 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/46 | &nbsp;&nbsp;&nbsp; 5405 | 4942929 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/46 | &nbsp;&nbsp;&nbsp; 8918 | 8155360 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/46 | &nbsp;&nbsp;&nbsp; 10613 | 9705265 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/46 | &nbsp;&nbsp;&nbsp; 14908 | 13632275 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/46 | &nbsp;&nbsp;&nbsp; 26244 | 23998717 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/46 | &nbsp;&nbsp;&nbsp; 19619 | 17941050 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/46 | &nbsp;&nbsp;&nbsp; 5323 | 4867373 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/46 | &nbsp;&nbsp;&nbsp; 6818 | 6165163 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/46 | &nbsp;&nbsp;&nbsp; 30733 | 28103921 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/20/47 | &nbsp;&nbsp;&nbsp; 1617 | 1479003 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/47 | &nbsp;&nbsp;&nbsp; 9636 | 8813127 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/47 | &nbsp;&nbsp;&nbsp; 9884 | 9051089 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/47 | &nbsp;&nbsp;&nbsp; 9021 | 8248992 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/47 | &nbsp;&nbsp;&nbsp; 198 | 181344 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/47 | &nbsp;&nbsp;&nbsp; 4341 | 3974231 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/47 | &nbsp;&nbsp;&nbsp; 255 | 233147 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/47 | &nbsp;&nbsp;&nbsp; 5267 | 4813603 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/47 | &nbsp;&nbsp;&nbsp; 96 | 87555 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/47 | &nbsp;&nbsp;&nbsp; 2287 | 2090283 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/48 | &nbsp;&nbsp;&nbsp; 4243 | 3856200 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/48 | &nbsp;&nbsp;&nbsp; 14 | 13199 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/49 | &nbsp;&nbsp;&nbsp; 8948 | 8182827 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/49 | &nbsp;&nbsp;&nbsp; 7156 | 6491749 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/49 | &nbsp;&nbsp;&nbsp; 21896 | 19853449 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/49 | &nbsp;&nbsp;&nbsp; 7589 | 6850060 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/49 | &nbsp;&nbsp;&nbsp; 11643 | 10567688 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/49 | &nbsp;&nbsp;&nbsp; 130 | 117894 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/49 | &nbsp;&nbsp;&nbsp; 69293 | 62803799 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/20/50 | &nbsp;&nbsp;&nbsp; 36919 | 33457326 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 3.00%, 02/20/50 | &nbsp;&nbsp;&nbsp; $45917 | $41606752 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/50 | &nbsp;&nbsp;&nbsp; 23834 | 21577632 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/51 | &nbsp;&nbsp;&nbsp; 1464 | 1324371 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/51 | &nbsp;&nbsp;&nbsp; 8749 | 7914685 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/51 | &nbsp;&nbsp;&nbsp; 555 | 501902 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/51 | &nbsp;&nbsp;&nbsp; 61025 | 55129023 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/51 | &nbsp;&nbsp;&nbsp; 20037 | 18099742 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/20/51 | &nbsp;&nbsp;&nbsp; 22997 | 20771846 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/51 | &nbsp;&nbsp;&nbsp; 39330 | 35520909 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/20/51 | &nbsp;&nbsp;&nbsp; 47048 | 42487772 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/20/52 | &nbsp;&nbsp;&nbsp; 44441 | 40126960 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/20/52 | &nbsp;&nbsp;&nbsp; 36975 | 33181236 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/20/52 | &nbsp;&nbsp;&nbsp; 31792 | 28528373 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/20/52 | &nbsp;&nbsp;&nbsp; 44575 | 40244375 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/20/52 | &nbsp;&nbsp;&nbsp; 47032 | 42463204 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/20/52 | &nbsp;&nbsp;&nbsp; 32078 | 28997116 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/20/52 | &nbsp;&nbsp;&nbsp; 10722 | 9680512 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/20/52 | &nbsp;&nbsp;&nbsp; 14462 | 13057388 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/52 | &nbsp;&nbsp;&nbsp; 2082 | 1879834 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 13307 | 12003946 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/40 | &nbsp;&nbsp;&nbsp; 48 | 45164 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/40 | &nbsp;&nbsp;&nbsp; 34 | 32158 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/41 | &nbsp;&nbsp;&nbsp; 67 | 63466 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/41 | &nbsp;&nbsp;&nbsp; 116 | 110127 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/41 | &nbsp;&nbsp;&nbsp; 176 | 166281 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/41 | &nbsp;&nbsp;&nbsp; 1172 | 1109922 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/42 | &nbsp;&nbsp;&nbsp; 77 | 72936 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/42 | &nbsp;&nbsp;&nbsp; 6736 | 6382148 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/42 | &nbsp;&nbsp;&nbsp; 238 | 226151 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/42 | &nbsp;&nbsp;&nbsp; 8010 | 7588758 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/42 | &nbsp;&nbsp;&nbsp; 194 | 184164 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/42 | &nbsp;&nbsp;&nbsp; 21489 | 20360032 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/42 | &nbsp;&nbsp;&nbsp; 327 | 310140 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/42 | &nbsp;&nbsp;&nbsp; 18702 | 17719724 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/42 | &nbsp;&nbsp;&nbsp; 486 | 460210 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/42 | &nbsp;&nbsp;&nbsp; 6608 | 6260608 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/43 | &nbsp;&nbsp;&nbsp; 314 | 297654 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/43 | &nbsp;&nbsp;&nbsp; 126 | 119609 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/43 | &nbsp;&nbsp;&nbsp; 308 | 291001 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/43 | &nbsp;&nbsp;&nbsp; 567 | 537561 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/43 | &nbsp;&nbsp;&nbsp; 16 | 14937 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/20/43 | &nbsp;&nbsp;&nbsp; 151 | 143556 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/43 | &nbsp;&nbsp;&nbsp; 597 | 564997 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/43 | &nbsp;&nbsp;&nbsp; 8270 | 7831897 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/43 | &nbsp;&nbsp;&nbsp; 104 | 98761 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/43 | &nbsp;&nbsp;&nbsp; 51 | 48481 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/43 | &nbsp;&nbsp;&nbsp; 140 | 132350 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/44 | &nbsp;&nbsp;&nbsp; 94 | 89309 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/44 | &nbsp;&nbsp;&nbsp; 4286 | 4060185 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/44 | &nbsp;&nbsp;&nbsp; 1390 | 1316708 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/44 | &nbsp;&nbsp;&nbsp; 835 | 791006 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/20/44 | &nbsp;&nbsp;&nbsp; 23 | 22093 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/44 | &nbsp;&nbsp;&nbsp; 20 | 18452 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/44 | &nbsp;&nbsp;&nbsp; 4516 | 4273423 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/44 | &nbsp;&nbsp;&nbsp; 57 | 54125 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/44 | &nbsp;&nbsp;&nbsp; 8194 | 7753904 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/44 | &nbsp;&nbsp;&nbsp; 135 | 127282 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/44 | &nbsp;&nbsp;&nbsp; 1230 | 1163413 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/44 | &nbsp;&nbsp;&nbsp; 12 | 11025 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/44 | &nbsp;&nbsp;&nbsp; 768 | 726390 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/45 | &nbsp;&nbsp;&nbsp; 49 | 46367 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/45 | &nbsp;&nbsp;&nbsp; $108 | $102545 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/15/45 | &nbsp;&nbsp;&nbsp; 68 | 63842 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/20/45 | &nbsp;&nbsp;&nbsp; 7906 | 7424041 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/45 | &nbsp;&nbsp;&nbsp; 3019 | 2802351 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/45 | &nbsp;&nbsp;&nbsp; 32 | 29666 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/20/45 | &nbsp;&nbsp;&nbsp; 4451 | 4179442 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/20/45 | &nbsp;&nbsp;&nbsp; 114 | 106810 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/45 | &nbsp;&nbsp;&nbsp; 363 | 338932 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/45 | &nbsp;&nbsp;&nbsp; 11562 | 10856154 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/45 | &nbsp;&nbsp;&nbsp; 1127 | 1057956 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/45 | &nbsp;&nbsp;&nbsp; 8268 | 7764216 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/45 | &nbsp;&nbsp;&nbsp; 4586 | 4306303 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/46 | &nbsp;&nbsp;&nbsp; 16829 | 15800248 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/20/46 | &nbsp;&nbsp;&nbsp; 7450 | 6995095 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/20/46 | &nbsp;&nbsp;&nbsp; 32763 | 30761101 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/20/46 | &nbsp;&nbsp;&nbsp; 197 | 185061 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 43 | 40655 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/46 | &nbsp;&nbsp;&nbsp; 337 | 316377 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/46 | &nbsp;&nbsp;&nbsp; 9586 | 8999943 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/47 | &nbsp;&nbsp;&nbsp; 35 | 32430 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/47 | &nbsp;&nbsp;&nbsp; 2262 | 2123892 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/47 | &nbsp;&nbsp;&nbsp; 38473 | 36121623 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/47 | &nbsp;&nbsp;&nbsp; 14347 | 13470828 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/20/47 | &nbsp;&nbsp;&nbsp; 12733 | 11955144 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/20/47 | &nbsp;&nbsp;&nbsp; 2818 | 2645564 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/20/47 | &nbsp;&nbsp;&nbsp; 354 | 332407 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/47 | &nbsp;&nbsp;&nbsp; 18467 | 17347042 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/47 | &nbsp;&nbsp;&nbsp; 40 | 37213 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/47 | &nbsp;&nbsp;&nbsp; 26842 | 25203680 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/47 | &nbsp;&nbsp;&nbsp; 11454 | 10686045 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/47 | &nbsp;&nbsp;&nbsp; 16 | 14756 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/47 | &nbsp;&nbsp;&nbsp; 16056 | 15075806 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/47 | &nbsp;&nbsp;&nbsp; 5 | 4779 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/47 | &nbsp;&nbsp;&nbsp; 8476 | 7786902 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/48 | &nbsp;&nbsp;&nbsp; 7770 | 7295283 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/48 | &nbsp;&nbsp;&nbsp; 2623 | 2462507 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/20/48 | &nbsp;&nbsp;&nbsp; 25728 | 24085398 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/15/48 | &nbsp;&nbsp;&nbsp; 231 | 216140 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/48 | &nbsp;&nbsp;&nbsp; 17913 | 16819117 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/48 | &nbsp;&nbsp;&nbsp; 3344 | 3134192 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/48 | &nbsp;&nbsp;&nbsp; 1580 | 1483703 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/20/48 | &nbsp;&nbsp;&nbsp; 2711 | 2540743 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/49 | &nbsp;&nbsp;&nbsp; 4412 | 4142637 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/20/49 | &nbsp;&nbsp;&nbsp; 544 | 508518 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/20/49 | &nbsp;&nbsp;&nbsp; 4417 | 4127419 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/49 | &nbsp;&nbsp;&nbsp; 5610 | 5242369 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/50 | &nbsp;&nbsp;&nbsp; 22266 | 20807519 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/20/50 | &nbsp;&nbsp;&nbsp; 6203 | 5796950 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/50 | &nbsp;&nbsp;&nbsp; 4991 | 4667152 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/51 | &nbsp;&nbsp;&nbsp; 2083 | 1940880 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/52 | &nbsp;&nbsp;&nbsp; 8142 | 7585011 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/20/52 | &nbsp;&nbsp;&nbsp; 15167 | 14129336 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/20/52 | &nbsp;&nbsp;&nbsp; 1502 | 1399744 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/52 | &nbsp;&nbsp;&nbsp; 28489 | 26501124 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/20/52 | &nbsp;&nbsp;&nbsp; 37611 | 34980001 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/20/52 | &nbsp;&nbsp;&nbsp; 6950 | 6464412 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/20/52 | &nbsp;&nbsp;&nbsp; 12388 | 11519030 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/20/52 | &nbsp;&nbsp;&nbsp; 9073 | 8438478 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/20/53 | &nbsp;&nbsp;&nbsp; 32773 | 30478275 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/53 | &nbsp;&nbsp;&nbsp; 21275 | 19881306 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/20/53 | &nbsp;&nbsp;&nbsp; 19860 | 18570876 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 3.50%, 07/20/53 | &nbsp;&nbsp;&nbsp; $38276 | $35791386 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 51776 | 47458281 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/39 | &nbsp;&nbsp;&nbsp; 4 | 4233 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/40 | &nbsp;&nbsp;&nbsp; 1708 | 1672573 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/41 | &nbsp;&nbsp;&nbsp; 1 | 621 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/20/41 | &nbsp;&nbsp;&nbsp; 559 | 547753 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/41 | &nbsp;&nbsp;&nbsp; 1401 | 1371106 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/20/41 | &nbsp;&nbsp;&nbsp; 11 | 10530 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/41 | &nbsp;&nbsp;&nbsp; 659 | 644195 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/41 | &nbsp;&nbsp;&nbsp; 15 | 14829 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/41 | &nbsp;&nbsp;&nbsp; 746 | 730444 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/41 | &nbsp;&nbsp;&nbsp; 272 | 265789 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/41 | &nbsp;&nbsp;&nbsp; 146 | 143319 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/41 | &nbsp;&nbsp;&nbsp; 605 | 592502 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/20/41 | &nbsp;&nbsp;&nbsp; 2507 | 2454814 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/42 | &nbsp;&nbsp;&nbsp; 60 | 58785 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/20/42 | &nbsp;&nbsp;&nbsp; 1092 | 1069375 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/42 | &nbsp;&nbsp;&nbsp; 256 | 251253 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/42 | &nbsp;&nbsp;&nbsp; 1336 | 1306633 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/42 | &nbsp;&nbsp;&nbsp; 425 | 415113 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/42 | &nbsp;&nbsp;&nbsp; 550 | 538336 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/43 | &nbsp;&nbsp;&nbsp; 11 | 10456 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/20/43 | &nbsp;&nbsp;&nbsp; 2710 | 2650412 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/44 | &nbsp;&nbsp;&nbsp; 69 | 66549 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/44 | &nbsp;&nbsp;&nbsp; 28 | 27107 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/44 | &nbsp;&nbsp;&nbsp; 99 | 96422 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/44 | &nbsp;&nbsp;&nbsp; 9 | 8271 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/20/44 | &nbsp;&nbsp;&nbsp; 193 | 187759 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/44 | &nbsp;&nbsp;&nbsp; 2 | 1748 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/44 | &nbsp;&nbsp;&nbsp; 9 | 8541 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/20/44 | &nbsp;&nbsp;&nbsp; 3613 | 3514812 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/20/44 | &nbsp;&nbsp;&nbsp; 242 | 235357 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/20/45 | &nbsp;&nbsp;&nbsp; 5723 | 5567458 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/20/45 | &nbsp;&nbsp;&nbsp; 3187 | 3097645 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/45 | &nbsp;&nbsp;&nbsp; 3755 | 3649594 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/20/45 | &nbsp;&nbsp;&nbsp; 445 | 432439 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/20/46 | &nbsp;&nbsp;&nbsp; 1696 | 1648001 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/20/46 | &nbsp;&nbsp;&nbsp; 8292 | 8058394 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/20/46 | &nbsp;&nbsp;&nbsp; 1791 | 1735256 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/20/46 | &nbsp;&nbsp;&nbsp; 18 | 17045 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/46 | &nbsp;&nbsp;&nbsp; 410 | 397078 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/46 | &nbsp;&nbsp;&nbsp; 3975 | 3858697 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/46 | &nbsp;&nbsp;&nbsp; 3366 | 3268329 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/20/47 | &nbsp;&nbsp;&nbsp; 13486 | 13041455 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/47 | &nbsp;&nbsp;&nbsp; 5437 | 5257593 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/20/47 | &nbsp;&nbsp;&nbsp; 23642 | 22862915 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/20/47 | &nbsp;&nbsp;&nbsp; 1156 | 1118051 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/47 | &nbsp;&nbsp;&nbsp; 14285 | 13814993 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/20/47 | &nbsp;&nbsp;&nbsp; 34 | 32952 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/20/48 | &nbsp;&nbsp;&nbsp; 115 | 110801 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/48 | &nbsp;&nbsp;&nbsp; 33 | 32526 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/20/48 | &nbsp;&nbsp;&nbsp; 16631 | 16083230 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/20/48 | &nbsp;&nbsp;&nbsp; 8904 | 8603823 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/15/48 | &nbsp;&nbsp;&nbsp; 1422 | 1372813 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/20/48 | &nbsp;&nbsp;&nbsp; 9498 | 9177141 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/20/48 | &nbsp;&nbsp;&nbsp; 14878 | 14378528 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/48 | &nbsp;&nbsp;&nbsp; 7657 | 7401389 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/20/48 | &nbsp;&nbsp;&nbsp; 453 | 437667 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/48 | &nbsp;&nbsp;&nbsp; 12663 | 12235960 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/20/49 | &nbsp;&nbsp;&nbsp; 5558 | 5371904 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/20/49 | &nbsp;&nbsp;&nbsp; 225 | 217309 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/20/49 | &nbsp;&nbsp;&nbsp; $962 | $927099 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/49 | &nbsp;&nbsp;&nbsp; 563 | 541707 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/49 | &nbsp;&nbsp;&nbsp; 1377 | 1325663 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/15/49 | &nbsp;&nbsp;&nbsp; 1568 | 1515157 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/20/50 | &nbsp;&nbsp;&nbsp; 55692 | 53654399 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/20/50 | &nbsp;&nbsp;&nbsp; 22212 | 21399675 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/20/50 | &nbsp;&nbsp;&nbsp; 4055 | 3920594 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/20/52 | &nbsp;&nbsp;&nbsp; 7423 | 7106765 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/20/52 | &nbsp;&nbsp;&nbsp; 69000 | 66064200 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/20/52 | &nbsp;&nbsp;&nbsp; 33801 | 32392823 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/20/52 | &nbsp;&nbsp;&nbsp; 14565 | 13945096 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/20/53 | &nbsp;&nbsp;&nbsp; 8268 | 7916457 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/20/53 | &nbsp;&nbsp;&nbsp; 6209 | 5957029 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 122261 | 115903005 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/39 | &nbsp;&nbsp;&nbsp; 231 | 233562 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/39 | &nbsp;&nbsp;&nbsp; 1112 | 1121366 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/20/39 | &nbsp;&nbsp;&nbsp; 582 | 586083 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/40 | &nbsp;&nbsp;&nbsp; 157 | 158197 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/40 | &nbsp;&nbsp;&nbsp; 1106 | 1114139 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/40 | &nbsp;&nbsp;&nbsp; 536 | 539730 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/40 | &nbsp;&nbsp;&nbsp; 781 | 786576 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/40 | &nbsp;&nbsp;&nbsp; 968 | 974892 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/40 | &nbsp;&nbsp;&nbsp; 943 | 949134 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/40 | &nbsp;&nbsp;&nbsp; 2371 | 2386999 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/41 | &nbsp;&nbsp;&nbsp; 2100 | 2114042 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/41 | &nbsp;&nbsp;&nbsp; 10812 | 10885009 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/20/41 | &nbsp;&nbsp;&nbsp; 1440 | 1449432 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/20/41 | &nbsp;&nbsp;&nbsp; 293 | 295497 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/20/45 | &nbsp;&nbsp;&nbsp; 2490 | 2491788 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/46 | &nbsp;&nbsp;&nbsp; 3 | 2912 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/46 | &nbsp;&nbsp;&nbsp; 3076 | 3079752 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/20/46 | &nbsp;&nbsp;&nbsp; 475 | 476493 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/46 | &nbsp;&nbsp;&nbsp; 2293 | 2295309 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/20/46 | &nbsp;&nbsp;&nbsp; 852 | 852727 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/20/46 | &nbsp;&nbsp;&nbsp; 352 | 352446 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/20/47 | &nbsp;&nbsp;&nbsp; 370 | 369919 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/20/47 | &nbsp;&nbsp;&nbsp; 420 | 419701 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/47 | &nbsp;&nbsp;&nbsp; 410 | 409451 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/47 | &nbsp;&nbsp;&nbsp; 954 | 952244 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/47 | &nbsp;&nbsp;&nbsp; 2140 | 2137067 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/47 | &nbsp;&nbsp;&nbsp; 666 | 663016 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/20/48 | &nbsp;&nbsp;&nbsp; 1594 | 1587908 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/48 | &nbsp;&nbsp;&nbsp; 4040 | 4024725 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/48 | &nbsp;&nbsp;&nbsp; 4436 | 4411775 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/48 | &nbsp;&nbsp;&nbsp; 5728 | 5696986 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/48 | &nbsp;&nbsp;&nbsp; 9215 | 9164070 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/20/48 | &nbsp;&nbsp;&nbsp; 464 | 461608 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/48 | &nbsp;&nbsp;&nbsp; 479 | 475947 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/20/48 | &nbsp;&nbsp;&nbsp; 133 | 132704 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/20/48 | &nbsp;&nbsp;&nbsp; 5003 | 4950792 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/20/49 | &nbsp;&nbsp;&nbsp; 136 | 135328 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/20/49 | &nbsp;&nbsp;&nbsp; 1393 | 1385396 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/49 | &nbsp;&nbsp;&nbsp; 1983 | 1972366 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/49 | &nbsp;&nbsp;&nbsp; 470 | 466879 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/49 | &nbsp;&nbsp;&nbsp; 6287 | 6252279 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/49 | &nbsp;&nbsp;&nbsp; 4652 | 4626264 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/49 | &nbsp;&nbsp;&nbsp; 1852 | 1842056 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/20/52 | &nbsp;&nbsp;&nbsp; 3839 | 3783985 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/20/52 | &nbsp;&nbsp;&nbsp; 84788 | 83504454 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/20/52 | &nbsp;&nbsp;&nbsp; 14038 | 13836072 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/20/52 | &nbsp;&nbsp;&nbsp; 9927 | 9772288 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 4.50%, 04/20/53 | &nbsp;&nbsp;&nbsp; $64710 | $63646027 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/53 | &nbsp;&nbsp;&nbsp; 33167 | 32638922 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/20/53 | &nbsp;&nbsp;&nbsp; 54459 | 53538993 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/20/54 | &nbsp;&nbsp;&nbsp; 29456 | 28863423 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/20/54 | &nbsp;&nbsp;&nbsp; 93068 | 91163099 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/20/54 | &nbsp;&nbsp;&nbsp; 51982 | 50911336 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 65161 | 63721603 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/36 | &nbsp;&nbsp;&nbsp; 283 | 290196 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/39 | &nbsp;&nbsp;&nbsp; 937 | 965837 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/39 | &nbsp;&nbsp;&nbsp; 1609 | 1659536 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/40 | &nbsp;&nbsp;&nbsp; 616 | 634204 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/20/40 | &nbsp;&nbsp;&nbsp; 3232 | 3316519 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/20/40 | &nbsp;&nbsp;&nbsp; 1235 | 1267383 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/47 | &nbsp;&nbsp;&nbsp; 931 | 944748 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/47 | &nbsp;&nbsp;&nbsp; 100 | 101462 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/47 | &nbsp;&nbsp;&nbsp; 339 | 344134 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/47 | &nbsp;&nbsp;&nbsp; 246 | 249552 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/48 | &nbsp;&nbsp;&nbsp; 321 | 325554 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/48 | &nbsp;&nbsp;&nbsp; 463 | 470018 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/20/48 | &nbsp;&nbsp;&nbsp; 861 | 874423 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/48 | &nbsp;&nbsp;&nbsp; 2975 | 3019497 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/48 | &nbsp;&nbsp;&nbsp; 3192 | 3236132 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/20/48 | &nbsp;&nbsp;&nbsp; 65 | 66415 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/48 | &nbsp;&nbsp;&nbsp; 1138 | 1153395 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/20/48 | &nbsp;&nbsp;&nbsp; 2118 | 2146848 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/49 | &nbsp;&nbsp;&nbsp; 3587 | 3636833 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/49 | &nbsp;&nbsp;&nbsp; 8326 | 8441802 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | &nbsp;&nbsp;&nbsp; 967 | 980233 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/20/49 | &nbsp;&nbsp;&nbsp; 7328 | 7429476 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/20/52 | &nbsp;&nbsp;&nbsp; 3896 | 3916633 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/52 | &nbsp;&nbsp;&nbsp; 4932 | 4963482 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/52 | &nbsp;&nbsp;&nbsp; 4244 | 4264275 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/20/52 | &nbsp;&nbsp;&nbsp; 34297 | 34458814 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/20/53 | &nbsp;&nbsp;&nbsp; 40681 | 40867460 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/20/53 | &nbsp;&nbsp;&nbsp; 6406 | 6434266 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/20/53 | &nbsp;&nbsp;&nbsp; 26329 | 26439480 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/53 | &nbsp;&nbsp;&nbsp; 67496 | 67795998 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/20/53 | &nbsp;&nbsp;&nbsp; 7303 | 7325705 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/20/53 | &nbsp;&nbsp;&nbsp; 77830 | 78186058 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/53 | &nbsp;&nbsp;&nbsp; 18021 | 18067812 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/54 | &nbsp;&nbsp;&nbsp; 529 | 529318 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/54 | &nbsp;&nbsp;&nbsp; 30447 | 30431136 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/20/54 | &nbsp;&nbsp;&nbsp; 49603 | 49568922 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/20/54 | &nbsp;&nbsp;&nbsp; 113203 | 113124293 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/20/54 | &nbsp;&nbsp;&nbsp; 183329 | 183144859 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/20/55 | &nbsp;&nbsp;&nbsp; 2969 | 2967131 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 39555 | 39507435 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/36 | &nbsp;&nbsp;&nbsp; 439 | 457253 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/20/38 | &nbsp;&nbsp;&nbsp; 511 | 534707 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/20/39 | &nbsp;&nbsp;&nbsp; 765 | 801476 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/39 | &nbsp;&nbsp;&nbsp; 182 | 191489 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 1847 | 1942669 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/20/48 | &nbsp;&nbsp;&nbsp; 182 | 188728 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/20/52 | &nbsp;&nbsp;&nbsp; 58748 | 59722614 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/20/53 | &nbsp;&nbsp;&nbsp; 18317 | 18618902 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/20/53 | &nbsp;&nbsp;&nbsp; 30753 | 31238246 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/20/53 | &nbsp;&nbsp;&nbsp; 90977 | 92391537 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/20/53 | &nbsp;&nbsp;&nbsp; 8544 | 8675688 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/20/53 | &nbsp;&nbsp;&nbsp; 29875 | 30332458 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/20/53 | &nbsp;&nbsp;&nbsp; 41746 | 42471968 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/20/53 | &nbsp;&nbsp;&nbsp; 118651 | 120496656 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/20/53 | &nbsp;&nbsp;&nbsp; $38237 | $38803415 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/20/54 | &nbsp;&nbsp;&nbsp; 24965 | 25246933 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/20/54 | &nbsp;&nbsp;&nbsp; 1693 | 1712906 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/20/54 | &nbsp;&nbsp;&nbsp; 6680 | 6755883 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/20/54 | &nbsp;&nbsp;&nbsp; 79506 | 80462980 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/20/54 | &nbsp;&nbsp;&nbsp; 63413 | 64093710 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/20/54 | &nbsp;&nbsp;&nbsp; 62032 | 62692216 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/20/54 | &nbsp;&nbsp;&nbsp; 33267 | 33617742 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/20/55 | &nbsp;&nbsp;&nbsp; 48329 | 48834150 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/20/55 | &nbsp;&nbsp;&nbsp; 45189 | 45658885 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/20/55 | &nbsp;&nbsp;&nbsp; 5554 | 5611579 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/20/55 | &nbsp;&nbsp;&nbsp; 1984 | 2004848 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/18/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 105799 | 106844046 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/37 | &nbsp;&nbsp;&nbsp; 1395 | 1483766 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/20/38 | &nbsp;&nbsp;&nbsp; 579 | 612140 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/39 | &nbsp;&nbsp;&nbsp; 246 | 263971 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/53 | &nbsp;&nbsp;&nbsp; 7546 | 7763473 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/20/53 | &nbsp;&nbsp;&nbsp; 18967 | 19439042 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/20/53 | &nbsp;&nbsp;&nbsp; 29228 | 29955943 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/20/54 | &nbsp;&nbsp;&nbsp; 4185 | 4289415 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/20/54 | &nbsp;&nbsp;&nbsp; 39240 | 40004731 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/20/54 | &nbsp;&nbsp;&nbsp; 64819 | 66082493 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/20/54 | &nbsp;&nbsp;&nbsp; 202134 | 206074137 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/20/54 | &nbsp;&nbsp;&nbsp; 119513 | 121842123 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 45263 | 46132061 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/20/55 | &nbsp;&nbsp;&nbsp; 60526 | 61672082 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/20/55 | &nbsp;&nbsp;&nbsp; 8737 | 8920112 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/20/55 | &nbsp;&nbsp;&nbsp; 39646 | 40545687 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/20/38 | &nbsp;&nbsp;&nbsp; 848 | 913096 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/20/53 | &nbsp;&nbsp;&nbsp; 9969 | 10293023 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/20/53 | &nbsp;&nbsp;&nbsp; 8530 | 8807544 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/20/54 | &nbsp;&nbsp;&nbsp; 13868 | 14274329 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/20/54 | &nbsp;&nbsp;&nbsp; 45595 | 46930814 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 56604 | 58348413 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 21465 | 22091319 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/20/55 | &nbsp;&nbsp;&nbsp; 103835 | 107139616 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/20/55 | &nbsp;&nbsp;&nbsp; 36488 | 37631679 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/20/55 | &nbsp;&nbsp;&nbsp; 71084 | 73388935 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/20/55 | &nbsp;&nbsp;&nbsp; 66848 | 69035413 |
| Uniform Mortgage-Backed Securities |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/36 | &nbsp;&nbsp;&nbsp; 13676 | 12365957 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/36 | &nbsp;&nbsp;&nbsp; 244 | 220577 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/01/36 | &nbsp;&nbsp;&nbsp; 2499 | 2257486 |
| &nbsp;&nbsp;&nbsp; 1.50%, 10/01/36 | &nbsp;&nbsp;&nbsp; 10090 | 9107244 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/01/37 | &nbsp;&nbsp;&nbsp; 4251 | 3834241 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/01/37 | &nbsp;&nbsp;&nbsp; 122125 | 110113734 |
| &nbsp;&nbsp;&nbsp; 1.50%, 03/01/37 | &nbsp;&nbsp;&nbsp; 125417 | 112967239 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/37 | &nbsp;&nbsp;&nbsp; 19312 | 17394720 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/01/37 | &nbsp;&nbsp;&nbsp; 5365 | 4832779 |
| &nbsp;&nbsp;&nbsp; 1.50%, 08/01/37 | &nbsp;&nbsp;&nbsp; 9998 | 9014448 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/01/37 | &nbsp;&nbsp;&nbsp; 42037 | 37864526 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 123138 | 110913274 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/01/50 | &nbsp;&nbsp;&nbsp; 78325 | 60938461 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/01/51 | &nbsp;&nbsp;&nbsp; 21961 | 17084543 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; 7944 | 6178198 |
| &nbsp;&nbsp;&nbsp; 1.50%, 05/01/51 | &nbsp;&nbsp;&nbsp; 88659 | 68949151 |
| &nbsp;&nbsp;&nbsp; 1.50%, 07/01/51 | &nbsp;&nbsp;&nbsp; 122327 | 95130439 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/01/51 | &nbsp;&nbsp;&nbsp; 79880 | 62103503 |
| &nbsp;&nbsp;&nbsp; 1.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 8245 | 6410933 |
| &nbsp;&nbsp;&nbsp; 1.50%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 64650 | 50115574 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/35 | &nbsp;&nbsp;&nbsp; 22137 | 20659810 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 2.00%, 11/01/35 | &nbsp;&nbsp;&nbsp; $10062 | $9411051 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/35 | &nbsp;&nbsp;&nbsp; 50535 | 47096392 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/36 | &nbsp;&nbsp;&nbsp; 3614 | 3366456 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/36 | &nbsp;&nbsp;&nbsp; 252254 | 235145693 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/36 | &nbsp;&nbsp;&nbsp; 51833 | 48194530 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/36 | &nbsp;&nbsp;&nbsp; 347 | 322803 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/36 | &nbsp;&nbsp;&nbsp; 56979 | 52954055 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/36 | &nbsp;&nbsp;&nbsp; 31647 | 29352114 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/36 | &nbsp;&nbsp;&nbsp; 12349 | 11444731 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/36 | &nbsp;&nbsp;&nbsp; 19240 | 17853361 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/36 | &nbsp;&nbsp;&nbsp; 21418 | 19845646 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/36 | &nbsp;&nbsp;&nbsp; 27436 | 25420313 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/36 | &nbsp;&nbsp;&nbsp; 37422 | 34682276 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/36 | &nbsp;&nbsp;&nbsp; 65986 | 61110455 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/37 | &nbsp;&nbsp;&nbsp; 95807 | 88750475 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/37 | &nbsp;&nbsp;&nbsp; 57302 | 53100476 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/37 | &nbsp;&nbsp;&nbsp; 26667 | 24660894 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/37 | &nbsp;&nbsp;&nbsp; 117550 | 108663038 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/37 | &nbsp;&nbsp;&nbsp; 49218 | 45489089 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/37 | &nbsp;&nbsp;&nbsp; 103886 | 96184868 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/37 | &nbsp;&nbsp;&nbsp; 14641 | 13558103 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/37 | &nbsp;&nbsp;&nbsp; 7627 | 7049196 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 213839 | 197659144 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/50 | &nbsp;&nbsp;&nbsp; 26505 | 21870770 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/50 | &nbsp;&nbsp;&nbsp; 59077 | 48726872 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/50 | &nbsp;&nbsp;&nbsp; 51250 | 42253212 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/50 | &nbsp;&nbsp;&nbsp; 56255 | 46487191 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/50 | &nbsp;&nbsp;&nbsp; 137248 | 113221672 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/50 | &nbsp;&nbsp;&nbsp; 2187 | 1799402 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/50 | &nbsp;&nbsp;&nbsp; 199820 | 165723935 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/51 | &nbsp;&nbsp;&nbsp; 85253 | 70871438 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/51 | &nbsp;&nbsp;&nbsp; 400273 | 329046440 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 421491 | 347250586 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/51 | &nbsp;&nbsp;&nbsp; 500267 | 412278837 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/51 | &nbsp;&nbsp;&nbsp; 106604 | 87972680 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/51 | &nbsp;&nbsp;&nbsp; 248839 | 205116766 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/51 | &nbsp;&nbsp;&nbsp; 262900 | 216466660 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/51 | &nbsp;&nbsp;&nbsp; 144479 | 118244780 |
| &nbsp;&nbsp;&nbsp; 2.00%, 09/01/51 | &nbsp;&nbsp;&nbsp; 47939 | 39326428 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/51 | &nbsp;&nbsp;&nbsp; 598938 | 492144046 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 467131 | 383832154 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/51 | &nbsp;&nbsp;&nbsp; 398483 | 327022669 |
| &nbsp;&nbsp;&nbsp; 2.00%, 01/01/52 | &nbsp;&nbsp;&nbsp; 209873 | 172016333 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/01/52 | &nbsp;&nbsp;&nbsp; 530017 | 433974808 |
| &nbsp;&nbsp;&nbsp; 2.00%, 03/01/52 | &nbsp;&nbsp;&nbsp; 436959 | 357348363 |
| &nbsp;&nbsp;&nbsp; 2.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 76045 | 62262483 |
| &nbsp;&nbsp;&nbsp; 2.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 49443 | 40534849 |
| &nbsp;&nbsp;&nbsp; 2.00%, 06/01/52 | &nbsp;&nbsp;&nbsp; 70013 | 57342487 |
| &nbsp;&nbsp;&nbsp; 2.00%, 07/01/52 | &nbsp;&nbsp;&nbsp; 8878 | 7274573 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/01/52 | &nbsp;&nbsp;&nbsp; 7434 | 6085071 |
| &nbsp;&nbsp;&nbsp; 2.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 68672 | 56284044 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/01/53 | &nbsp;&nbsp;&nbsp; 21712 | 17772889 |
| &nbsp;&nbsp;&nbsp; 2.00%, 12/13/53<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 65356 | 53164686 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/27 | &nbsp;&nbsp;&nbsp; 207 | 204099 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/27 | &nbsp;&nbsp;&nbsp; 276 | 272431 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/28 | &nbsp;&nbsp;&nbsp; 41 | 40174 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/28 | &nbsp;&nbsp;&nbsp; 62 | 60932 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/28 | &nbsp;&nbsp;&nbsp; 11 | 11079 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/28 | &nbsp;&nbsp;&nbsp; 32 | 31691 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/28 | &nbsp;&nbsp;&nbsp; 15 | 14914 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/29 | &nbsp;&nbsp;&nbsp; 29 | 28328 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; $508 | $499990 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/30 | &nbsp;&nbsp;&nbsp; 547 | 532695 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/30 | &nbsp;&nbsp;&nbsp; 1995 | 1944912 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/30 | &nbsp;&nbsp;&nbsp; 111 | 108435 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/30 | &nbsp;&nbsp;&nbsp; 309 | 301460 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 606 | 590065 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/30 | &nbsp;&nbsp;&nbsp; 1748 | 1701195 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/30 | &nbsp;&nbsp;&nbsp; 641 | 624662 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/30 | &nbsp;&nbsp;&nbsp; 1215 | 1181443 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/31 | &nbsp;&nbsp;&nbsp; 836 | 812930 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/31 | &nbsp;&nbsp;&nbsp; 468 | 454268 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/31 | &nbsp;&nbsp;&nbsp; 14 | 13353 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/31 | &nbsp;&nbsp;&nbsp; 2674 | 2589991 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/31 | &nbsp;&nbsp;&nbsp; 22259 | 21618096 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/31 | &nbsp;&nbsp;&nbsp; 4481 | 4341225 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/32 | &nbsp;&nbsp;&nbsp; 8857 | 8580190 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/32 | &nbsp;&nbsp;&nbsp; 10171 | 9859687 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/32 | &nbsp;&nbsp;&nbsp; 4231 | 4093410 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/32 | &nbsp;&nbsp;&nbsp; 23949 | 23220342 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/32 | &nbsp;&nbsp;&nbsp; 15927 | 15439172 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 427 | 414286 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/32 | &nbsp;&nbsp;&nbsp; 6378 | 6189204 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/32 | &nbsp;&nbsp;&nbsp; 2545 | 2469366 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/32 | &nbsp;&nbsp;&nbsp; 476 | 458816 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/32 | &nbsp;&nbsp;&nbsp; 366 | 350768 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/32 | &nbsp;&nbsp;&nbsp; 4861 | 4679058 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/33 | &nbsp;&nbsp;&nbsp; 11981 | 11665617 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/33 | &nbsp;&nbsp;&nbsp; 79 | 75253 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/33 | &nbsp;&nbsp;&nbsp; 80 | 77293 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/34 | &nbsp;&nbsp;&nbsp; 270 | 260412 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/34 | &nbsp;&nbsp;&nbsp; 79 | 76113 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/34 | &nbsp;&nbsp;&nbsp; 15691 | 14929258 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/35 | &nbsp;&nbsp;&nbsp; 8985 | 8563531 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/35 | &nbsp;&nbsp;&nbsp; 17463 | 16627579 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/35 | &nbsp;&nbsp;&nbsp; 55379 | 52773055 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/36 | &nbsp;&nbsp;&nbsp; 16348 | 15548705 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/36 | &nbsp;&nbsp;&nbsp; 1075 | 1021606 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/36 | &nbsp;&nbsp;&nbsp; 14567 | 13820402 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/36 | &nbsp;&nbsp;&nbsp; 24602 | 23328910 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/36 | &nbsp;&nbsp;&nbsp; 55546 | 52619178 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/36 | &nbsp;&nbsp;&nbsp; 978 | 928301 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/37 | &nbsp;&nbsp;&nbsp; 3179 | 3012464 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/37 | &nbsp;&nbsp;&nbsp; 10724 | 10130960 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/37 | &nbsp;&nbsp;&nbsp; 62656 | 59216823 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/37 | &nbsp;&nbsp;&nbsp; 50675 | 47872309 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/37 | &nbsp;&nbsp;&nbsp; 24821 | 23465562 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 107320 | 101405573 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/43 | &nbsp;&nbsp;&nbsp; 175 | 157623 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/47 | &nbsp;&nbsp;&nbsp; 622 | 546040 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/47 | &nbsp;&nbsp;&nbsp; 7813 | 6857148 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/47 | &nbsp;&nbsp;&nbsp; 152 | 133295 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/50 | &nbsp;&nbsp;&nbsp; 78000 | 67152524 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/50 | &nbsp;&nbsp;&nbsp; 35774 | 31185962 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/50 | &nbsp;&nbsp;&nbsp; 51726 | 45018252 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/50 | &nbsp;&nbsp;&nbsp; 126492 | 109595157 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/50 | &nbsp;&nbsp;&nbsp; 154493 | 133614172 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/50 | &nbsp;&nbsp;&nbsp; 180138 | 155708188 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/50 | &nbsp;&nbsp;&nbsp; 69640 | 59624616 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/51 | &nbsp;&nbsp;&nbsp; 129794 | 111202304 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/51 | &nbsp;&nbsp;&nbsp; 49563 | 42637966 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/51 | &nbsp;&nbsp;&nbsp; 63296 | 54059373 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 2.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; $47748 | $40879269 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/51 | &nbsp;&nbsp;&nbsp; 43969 | 37853398 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/51 | &nbsp;&nbsp;&nbsp; 6130 | 5267500 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/51 | &nbsp;&nbsp;&nbsp; 322237 | 276576876 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/51 | &nbsp;&nbsp;&nbsp; 267700 | 230538162 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/01/51 | &nbsp;&nbsp;&nbsp; 124596 | 107110122 |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/01/51 | &nbsp;&nbsp;&nbsp; 199273 | 171354751 |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/01/51 | &nbsp;&nbsp;&nbsp; 83286 | 71778610 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/01/51 | &nbsp;&nbsp;&nbsp; 367346 | 316387840 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/52 | &nbsp;&nbsp;&nbsp; 412971 | 353782262 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/01/52 | &nbsp;&nbsp;&nbsp; 324360 | 278185684 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/01/52 | &nbsp;&nbsp;&nbsp; 140396 | 120336243 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 263367 | 225628215 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/01/52 | &nbsp;&nbsp;&nbsp; 104434 | 89377115 |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 11794 | 10092448 |
| &nbsp;&nbsp;&nbsp; 2.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 154478 | 132122487 |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/01/52 | &nbsp;&nbsp;&nbsp; 10229 | 8752083 |
| &nbsp;&nbsp;&nbsp; 2.50%, 04/01/53 | &nbsp;&nbsp;&nbsp; 123466 | 105661311 |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/01/54 | &nbsp;&nbsp;&nbsp; 28043 | 24043067 |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 129326 | 110013143 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/26 | &nbsp;&nbsp;&nbsp; 8 | 8209 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/27 | &nbsp;&nbsp;&nbsp; 255 | 252524 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/27 | &nbsp;&nbsp;&nbsp; 1 | 1168 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/27 | &nbsp;&nbsp;&nbsp; 645 | 637963 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/27 | &nbsp;&nbsp;&nbsp; 336 | 332058 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/27 | &nbsp;&nbsp;&nbsp; 21 | 20834 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/29 | &nbsp;&nbsp;&nbsp; 60 | 59035 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/29 | &nbsp;&nbsp;&nbsp; 87 | 85492 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/29 | &nbsp;&nbsp;&nbsp; 47 | 46769 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/29 | &nbsp;&nbsp;&nbsp; 13 | 12524 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/30 | &nbsp;&nbsp;&nbsp; 34 | 33833 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/30 | &nbsp;&nbsp;&nbsp; 11136 | 10992234 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/30 | &nbsp;&nbsp;&nbsp; 1699 | 1670262 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/30 | &nbsp;&nbsp;&nbsp; 222 | 219253 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/30 | &nbsp;&nbsp;&nbsp; 1391 | 1366731 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/30 | &nbsp;&nbsp;&nbsp; 5192 | 5099456 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/30 | &nbsp;&nbsp;&nbsp; 6711 | 6592555 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/30 | &nbsp;&nbsp;&nbsp; 2937 | 2884289 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/30 | &nbsp;&nbsp;&nbsp; 747 | 733425 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/30 | &nbsp;&nbsp;&nbsp; 2186 | 2145155 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/31 | &nbsp;&nbsp;&nbsp; 6626 | 6516367 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/31 | &nbsp;&nbsp;&nbsp; 4841 | 4754278 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/31 | &nbsp;&nbsp;&nbsp; 3367 | 3306706 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/31 | &nbsp;&nbsp;&nbsp; 509 | 499946 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/31 | &nbsp;&nbsp;&nbsp; 152 | 148950 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/31 | &nbsp;&nbsp;&nbsp; 3021 | 2963777 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/31 | &nbsp;&nbsp;&nbsp; 893 | 874338 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/31 | &nbsp;&nbsp;&nbsp; 2831 | 2776674 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/31 | &nbsp;&nbsp;&nbsp; 597 | 585313 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/31 | &nbsp;&nbsp;&nbsp; 3609 | 3559252 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/32 | &nbsp;&nbsp;&nbsp; 5158 | 5055582 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/32 | &nbsp;&nbsp;&nbsp; 9412 | 9231211 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/32 | &nbsp;&nbsp;&nbsp; 1398 | 1367005 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/32 | &nbsp;&nbsp;&nbsp; 94 | 91960 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/32 | &nbsp;&nbsp;&nbsp; 2277 | 2221209 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/32 | &nbsp;&nbsp;&nbsp; 3099 | 3041086 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/32 | &nbsp;&nbsp;&nbsp; 1935 | 1891533 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/32 | &nbsp;&nbsp;&nbsp; 526 | 516044 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/32 | &nbsp;&nbsp;&nbsp; 3266 | 3191181 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/32 | &nbsp;&nbsp;&nbsp; 6342 | 6191393 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/33 | &nbsp;&nbsp;&nbsp; 3518 | 3435658 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/33 | &nbsp;&nbsp;&nbsp; $333 | $323910 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/33 | &nbsp;&nbsp;&nbsp; 175 | 170349 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/33 | &nbsp;&nbsp;&nbsp; 3167 | 3081488 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/34 | &nbsp;&nbsp;&nbsp; 2404 | 2332238 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/34 | &nbsp;&nbsp;&nbsp; 314 | 303580 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/34 | &nbsp;&nbsp;&nbsp; 3765 | 3654441 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/34 | &nbsp;&nbsp;&nbsp; 2650 | 2569989 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/34 | &nbsp;&nbsp;&nbsp; 9443 | 9142207 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/35 | &nbsp;&nbsp;&nbsp; 2499 | 2423508 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/35 | &nbsp;&nbsp;&nbsp; 15759 | 15271042 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/35 | &nbsp;&nbsp;&nbsp; 323 | 313409 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/35 | &nbsp;&nbsp;&nbsp; 2026 | 1963943 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/35 | &nbsp;&nbsp;&nbsp; 9315 | 9136782 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/35 | &nbsp;&nbsp;&nbsp; 6700 | 6492327 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/35 | &nbsp;&nbsp;&nbsp; 3948 | 3843824 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/37 | &nbsp;&nbsp;&nbsp; 4951 | 4771168 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/37 | &nbsp;&nbsp;&nbsp; 8448 | 8130611 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/37 | &nbsp;&nbsp;&nbsp; 1450 | 1408779 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/37 | &nbsp;&nbsp;&nbsp; 12740 | 12316981 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/37 | &nbsp;&nbsp;&nbsp; 3443 | 3318050 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/38 | &nbsp;&nbsp;&nbsp; 16521 | 15900341 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/38 | &nbsp;&nbsp;&nbsp; 54423 | 52377943 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/42 | &nbsp;&nbsp;&nbsp; 187 | 173823 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/42 | &nbsp;&nbsp;&nbsp; 64 | 58739 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/42 | &nbsp;&nbsp;&nbsp; 2696 | 2506183 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/42 | &nbsp;&nbsp;&nbsp; 2082 | 1935444 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/42 | &nbsp;&nbsp;&nbsp; 11211 | 10422649 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/43 | &nbsp;&nbsp;&nbsp; 5310 | 4937218 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/43 | &nbsp;&nbsp;&nbsp; 194 | 180266 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/43 | &nbsp;&nbsp;&nbsp; 8035 | 7431788 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/43 | &nbsp;&nbsp;&nbsp; 8575 | 7929856 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/43 | &nbsp;&nbsp;&nbsp; 3233 | 2992407 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/43 | &nbsp;&nbsp;&nbsp; 1733 | 1601705 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/43 | &nbsp;&nbsp;&nbsp; 1235 | 1143923 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/43 | &nbsp;&nbsp;&nbsp; 2160 | 1996815 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/43 | &nbsp;&nbsp;&nbsp; 5177 | 4785112 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/44 | &nbsp;&nbsp;&nbsp; 7178 | 6634364 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/44 | &nbsp;&nbsp;&nbsp; 22511 | 20806034 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/44 | &nbsp;&nbsp;&nbsp; 6 | 5330 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/45 | &nbsp;&nbsp;&nbsp; 2280 | 2106761 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/45 | &nbsp;&nbsp;&nbsp; 221 | 202511 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/45 | &nbsp;&nbsp;&nbsp; 9638 | 8907805 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/45 | &nbsp;&nbsp;&nbsp; 76 | 70140 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/45 | &nbsp;&nbsp;&nbsp; 9459 | 8681519 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/45 | &nbsp;&nbsp;&nbsp; 47 | 43318 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/45 | &nbsp;&nbsp;&nbsp; 101 | 92480 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/45 | &nbsp;&nbsp;&nbsp; 730 | 668016 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/45 | &nbsp;&nbsp;&nbsp; 1653 | 1513569 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/45 | &nbsp;&nbsp;&nbsp; 168 | 154262 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/46 | &nbsp;&nbsp;&nbsp; 431 | 394672 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/46 | &nbsp;&nbsp;&nbsp; 2460 | 2252574 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/46 | &nbsp;&nbsp;&nbsp; 48 | 44065 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/46 | &nbsp;&nbsp;&nbsp; 61273 | 56117464 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/46 | &nbsp;&nbsp;&nbsp; 10529 | 9600305 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/46 | &nbsp;&nbsp;&nbsp; 3255 | 2973408 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/46 | &nbsp;&nbsp;&nbsp; 40328 | 36784859 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 91381 | 83179710 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/47 | &nbsp;&nbsp;&nbsp; 33699 | 30774219 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 55641 | 50611917 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/47 | &nbsp;&nbsp;&nbsp; 30409 | 27660562 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/47 | &nbsp;&nbsp;&nbsp; 1175 | 1067424 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 3.00%, 07/01/47 | &nbsp;&nbsp;&nbsp; $13887 | $12632397 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/47 | &nbsp;&nbsp;&nbsp; 4321 | 3930253 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/47 | &nbsp;&nbsp;&nbsp; 21889 | 19951919 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 3603 | 3272851 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 107 | 95328 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/48 | &nbsp;&nbsp;&nbsp; 340 | 309145 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/48 | &nbsp;&nbsp;&nbsp; 38823 | 35285777 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/49 | &nbsp;&nbsp;&nbsp; 17678 | 16190481 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/49 | &nbsp;&nbsp;&nbsp; 8098 | 7339989 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 13015 | 11755583 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/49 | &nbsp;&nbsp;&nbsp; 25184 | 22725003 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/50 | &nbsp;&nbsp;&nbsp; 6657 | 5938765 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | &nbsp;&nbsp;&nbsp; 16446 | 14840785 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/50 | &nbsp;&nbsp;&nbsp; 13572 | 12247129 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/50 | &nbsp;&nbsp;&nbsp; 45029 | 40494377 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/50 | &nbsp;&nbsp;&nbsp; 44705 | 40179784 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/50 | &nbsp;&nbsp;&nbsp; 41708 | 37818997 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/01/50 | &nbsp;&nbsp;&nbsp; 8591 | 7716178 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/50 | &nbsp;&nbsp;&nbsp; 120564 | 107683988 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/50 | &nbsp;&nbsp;&nbsp; 16168 | 14523459 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/50 | &nbsp;&nbsp;&nbsp; 7480 | 6715748 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/51 | &nbsp;&nbsp;&nbsp; 23510 | 21194671 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 3559 | 3191988 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/51 | &nbsp;&nbsp;&nbsp; 56968 | 51628188 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/01/51 | &nbsp;&nbsp;&nbsp; 66392 | 59632381 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/51 | &nbsp;&nbsp;&nbsp; 37442 | 33622723 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/51 | &nbsp;&nbsp;&nbsp; 53108 | 47436819 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/51 | &nbsp;&nbsp;&nbsp; 7477 | 6642737 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 15368 | 13754506 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/01/51 | &nbsp;&nbsp;&nbsp; 21485 | 19317030 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/01/52 | &nbsp;&nbsp;&nbsp; 67673 | 60588664 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/52 | &nbsp;&nbsp;&nbsp; 81211 | 73060256 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/52 | &nbsp;&nbsp;&nbsp; 118029 | 105629285 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 164281 | 147340639 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 100977 | 90276636 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/01/52 | &nbsp;&nbsp;&nbsp; 196259 | 175023388 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/01/52 | &nbsp;&nbsp;&nbsp; 25267 | 22655073 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/53 | &nbsp;&nbsp;&nbsp; 25990 | 23170654 |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 129397 | 114906747 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/27 | &nbsp;&nbsp;&nbsp; 42 | 41467 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/28 | &nbsp;&nbsp;&nbsp; 36 | 35561 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/29 | &nbsp;&nbsp;&nbsp; 86 | 85775 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/29 | &nbsp;&nbsp;&nbsp; 38 | 37523 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/29 | &nbsp;&nbsp;&nbsp; 369 | 366144 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/30 | &nbsp;&nbsp;&nbsp; 2117 | 2098942 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/30 | &nbsp;&nbsp;&nbsp; 557 | 552514 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/30 | &nbsp;&nbsp;&nbsp; 166 | 164261 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/31 | &nbsp;&nbsp;&nbsp; 1219 | 1208689 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/31 | &nbsp;&nbsp;&nbsp; 3110 | 3082563 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/32 | &nbsp;&nbsp;&nbsp; 4404 | 4360560 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/32 | &nbsp;&nbsp;&nbsp; 581 | 574221 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/32 | &nbsp;&nbsp;&nbsp; 2294 | 2266878 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/32 | &nbsp;&nbsp;&nbsp; 2197 | 2171075 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/32 | &nbsp;&nbsp;&nbsp; 870 | 859340 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/32 | &nbsp;&nbsp;&nbsp; 507 | 500992 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/32 | &nbsp;&nbsp;&nbsp; 1033 | 1023289 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/32 | &nbsp;&nbsp;&nbsp; 488 | 482025 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/32 | &nbsp;&nbsp;&nbsp; 607 | 599930 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/32 | &nbsp;&nbsp;&nbsp; 75 | 74522 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/33 | &nbsp;&nbsp;&nbsp; 389 | 383444 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/33 | &nbsp;&nbsp;&nbsp; 2656 | 2623908 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/33 | &nbsp;&nbsp;&nbsp; $3155 | $3117072 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/33 | &nbsp;&nbsp;&nbsp; 2317 | 2284833 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/33 | &nbsp;&nbsp;&nbsp; 2889 | 2846450 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/33 | &nbsp;&nbsp;&nbsp; 395 | 388784 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/34 | &nbsp;&nbsp;&nbsp; 783 | 769777 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/34 | &nbsp;&nbsp;&nbsp; 13837 | 13640557 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/34 | &nbsp;&nbsp;&nbsp; 431 | 423545 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/34 | &nbsp;&nbsp;&nbsp; 1025 | 1010357 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/34 | &nbsp;&nbsp;&nbsp; 1373 | 1348244 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/34 | &nbsp;&nbsp;&nbsp; 1092 | 1082757 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/34 | &nbsp;&nbsp;&nbsp; 3686 | 3619342 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/35 | &nbsp;&nbsp;&nbsp; 2517 | 2471146 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/35 | &nbsp;&nbsp;&nbsp; 189 | 186423 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/37 | &nbsp;&nbsp;&nbsp; 20047 | 19545574 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/38 | &nbsp;&nbsp;&nbsp; 28412 | 27688520 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/38 | &nbsp;&nbsp;&nbsp; 722 | 699838 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/38 | &nbsp;&nbsp;&nbsp; 1268 | 1228850 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/38 | &nbsp;&nbsp;&nbsp; 17906 | 17449430 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/40 | &nbsp;&nbsp;&nbsp; 189 | 182008 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/16/40<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 4165 | 4051107 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/41 | &nbsp;&nbsp;&nbsp; 205 | 196034 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/42 | &nbsp;&nbsp;&nbsp; 6038 | 5758886 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/42 | &nbsp;&nbsp;&nbsp; 46 | 43468 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/42 | &nbsp;&nbsp;&nbsp; 23 | 21759 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/42 | &nbsp;&nbsp;&nbsp; 2080 | 1991345 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/42 | &nbsp;&nbsp;&nbsp; 352 | 337702 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/42 | &nbsp;&nbsp;&nbsp; 12215 | 11663447 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/42 | &nbsp;&nbsp;&nbsp; 7523 | 7183698 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/42 | &nbsp;&nbsp;&nbsp; 2699 | 2581435 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/43 | &nbsp;&nbsp;&nbsp; 76 | 73313 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/43 | &nbsp;&nbsp;&nbsp; 384 | 370227 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/43 | &nbsp;&nbsp;&nbsp; 71 | 68509 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/43 | &nbsp;&nbsp;&nbsp; 98 | 93642 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/43 | &nbsp;&nbsp;&nbsp; 2802 | 2680515 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/43 | &nbsp;&nbsp;&nbsp; 55 | 53002 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/43 | &nbsp;&nbsp;&nbsp; 3027 | 2889837 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/44 | &nbsp;&nbsp;&nbsp; 171 | 164240 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/44 | &nbsp;&nbsp;&nbsp; 3607 | 3444324 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/45 | &nbsp;&nbsp;&nbsp; 78 | 74277 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 4342 | 4152190 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/45 | &nbsp;&nbsp;&nbsp; 16335 | 15516734 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/45 | &nbsp;&nbsp;&nbsp; 18891 | 17992432 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/45 | &nbsp;&nbsp;&nbsp; 74 | 70159 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/45 | &nbsp;&nbsp;&nbsp; 7780 | 7407492 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/45 | &nbsp;&nbsp;&nbsp; 2984 | 2842247 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/45 | &nbsp;&nbsp;&nbsp; 1512 | 1443092 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/45 | &nbsp;&nbsp;&nbsp; 219 | 206645 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; 28773 | 27232388 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/46 | &nbsp;&nbsp;&nbsp; 12465 | 11901885 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/46 | &nbsp;&nbsp;&nbsp; 13252 | 12505229 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/46 | &nbsp;&nbsp;&nbsp; 15810 | 14982174 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 2215 | 2078668 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/46 | &nbsp;&nbsp;&nbsp; 13360 | 12635250 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/46 | &nbsp;&nbsp;&nbsp; 2549 | 2398055 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/46 | &nbsp;&nbsp;&nbsp; 21530 | 20380191 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/46 | &nbsp;&nbsp;&nbsp; 6918 | 6524154 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/46 | &nbsp;&nbsp;&nbsp; 5448 | 5103438 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/46 | &nbsp;&nbsp;&nbsp; 7880 | 7443815 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/46 | &nbsp;&nbsp;&nbsp; 10813 | 10214200 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/46 | &nbsp;&nbsp;&nbsp; 47382 | 44937578 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/47 | &nbsp;&nbsp;&nbsp; 24823 | 23505675 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 3.50%, 02/01/47 | &nbsp;&nbsp;&nbsp; $10705 | $10099520 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/47 | &nbsp;&nbsp;&nbsp; 9888 | 9334359 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/47 | &nbsp;&nbsp;&nbsp; 11282 | 10670628 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/47 | &nbsp;&nbsp;&nbsp; 3574 | 3382119 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/47 | &nbsp;&nbsp;&nbsp; 49248 | 46376718 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/47 | &nbsp;&nbsp;&nbsp; 11666 | 10990519 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/47 | &nbsp;&nbsp;&nbsp; 2880 | 2707657 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/47 | &nbsp;&nbsp;&nbsp; 9519 | 8993765 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/47 | &nbsp;&nbsp;&nbsp; 7726 | 7321596 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/47 | &nbsp;&nbsp;&nbsp; 13555 | 12746766 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/48 | &nbsp;&nbsp;&nbsp; 29379 | 27666966 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/48 | &nbsp;&nbsp;&nbsp; 61880 | 58264805 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/48 | &nbsp;&nbsp;&nbsp; 1985 | 1865461 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/48 | &nbsp;&nbsp;&nbsp; 9138 | 8614721 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/48 | &nbsp;&nbsp;&nbsp; 24593 | 23121636 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/48 | &nbsp;&nbsp;&nbsp; 2669 | 2507700 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/48 | &nbsp;&nbsp;&nbsp; 2080 | 1961335 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 36097 | 33929492 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/49 | &nbsp;&nbsp;&nbsp; 84 | 78810 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/49 | &nbsp;&nbsp;&nbsp; 1190 | 1114423 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/49 | &nbsp;&nbsp;&nbsp; 1759 | 1648286 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/49 | &nbsp;&nbsp;&nbsp; 1412 | 1311447 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/49 | &nbsp;&nbsp;&nbsp; 67474 | 63457433 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/49 | &nbsp;&nbsp;&nbsp; 10367 | 9692262 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/49 | &nbsp;&nbsp;&nbsp; 14727 | 13769599 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 | &nbsp;&nbsp;&nbsp; 37805 | 35505552 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 | &nbsp;&nbsp;&nbsp; 14874 | 13910096 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 4291 | 4012757 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/50 | &nbsp;&nbsp;&nbsp; 19086 | 17781989 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/51 | &nbsp;&nbsp;&nbsp; 24140 | 22578944 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/51 | &nbsp;&nbsp;&nbsp; 5936 | 5553425 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/51 | &nbsp;&nbsp;&nbsp; 3200 | 2973432 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/51 | &nbsp;&nbsp;&nbsp; 1125 | 1052313 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/01/51 | &nbsp;&nbsp;&nbsp; 9169 | 8620534 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/01/52 | &nbsp;&nbsp;&nbsp; 3375 | 3155154 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 147756 | 138126517 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/52 | &nbsp;&nbsp;&nbsp; 132066 | 122755921 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 60715 | 56642560 |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 36631 | 34179638 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/52 | &nbsp;&nbsp;&nbsp; 3783 | 3531562 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/01/52 | &nbsp;&nbsp;&nbsp; 63599 | 58906529 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/53 | &nbsp;&nbsp;&nbsp; 7901 | 7385034 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/53 | &nbsp;&nbsp;&nbsp; 47653 | 44194201 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 174436 | 161326393 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/26 | &nbsp;&nbsp;&nbsp; 3 | 3281 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/26 | &nbsp;&nbsp;&nbsp; 26 | 25422 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/26 | &nbsp;&nbsp;&nbsp; 10 | 9597 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/30 | &nbsp;&nbsp;&nbsp; 578 | 576858 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/31 | &nbsp;&nbsp;&nbsp; 205 | 205116 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/31 | &nbsp;&nbsp;&nbsp; 149 | 148904 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/31 | &nbsp;&nbsp;&nbsp; 691 | 689980 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/32 | &nbsp;&nbsp;&nbsp; 935 | 933498 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/32 | &nbsp;&nbsp;&nbsp; 269 | 267898 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/33 | &nbsp;&nbsp;&nbsp; 2743 | 2738033 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/33 | &nbsp;&nbsp;&nbsp; 475 | 474572 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/33 | &nbsp;&nbsp;&nbsp; 836 | 834511 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/33 | &nbsp;&nbsp;&nbsp; 195 | 194370 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/37 | &nbsp;&nbsp;&nbsp; 3630 | 3596535 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/37 | &nbsp;&nbsp;&nbsp; 3733 | 3698402 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/37 | &nbsp;&nbsp;&nbsp; 4976 | 4930258 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/37 | &nbsp;&nbsp;&nbsp; 7221 | 7155608 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/38 | &nbsp;&nbsp;&nbsp; $3755 | $3720646 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/38 | &nbsp;&nbsp;&nbsp; 3162 | 3123475 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/38 | &nbsp;&nbsp;&nbsp; 5930 | 5857788 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/38 | &nbsp;&nbsp;&nbsp; 5048 | 4989717 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/38 | &nbsp;&nbsp;&nbsp; 12162 | 12014081 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/38 | &nbsp;&nbsp;&nbsp; 1987 | 1962509 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/39 | &nbsp;&nbsp;&nbsp; 45597 | 45000005 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/39 | &nbsp;&nbsp;&nbsp; 77271 | 76258829 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/39<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 70240 | 69283261 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/40 | &nbsp;&nbsp;&nbsp; 926 | 913825 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/40 | &nbsp;&nbsp;&nbsp; 16 | 16034 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/41 | &nbsp;&nbsp;&nbsp; 870 | 857206 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/42 | &nbsp;&nbsp;&nbsp; 1811 | 1781377 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/42 | &nbsp;&nbsp;&nbsp; 1498 | 1475145 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | &nbsp;&nbsp;&nbsp; 52 | 51598 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/43 | &nbsp;&nbsp;&nbsp; 88 | 86617 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/43 | &nbsp;&nbsp;&nbsp; 62 | 60531 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/44 | &nbsp;&nbsp;&nbsp; 29 | 28505 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/44 | &nbsp;&nbsp;&nbsp; 1987 | 1950979 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/44 | &nbsp;&nbsp;&nbsp; 3187 | 3138971 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/44 | &nbsp;&nbsp;&nbsp; 901 | 883684 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/44 | &nbsp;&nbsp;&nbsp; 7045 | 6909155 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/45 | &nbsp;&nbsp;&nbsp; 9708 | 9521556 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/45 | &nbsp;&nbsp;&nbsp; 29589 | 29056099 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/45 | &nbsp;&nbsp;&nbsp; 4690 | 4580569 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/45 | &nbsp;&nbsp;&nbsp; 8538 | 8359861 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/45 | &nbsp;&nbsp;&nbsp; 4669 | 4580307 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/45 | &nbsp;&nbsp;&nbsp; 390 | 380364 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/45 | &nbsp;&nbsp;&nbsp; 326 | 317443 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/45 | &nbsp;&nbsp;&nbsp; 680 | 664726 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/45 | &nbsp;&nbsp;&nbsp; 106 | 102841 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/45 | &nbsp;&nbsp;&nbsp; 692 | 675763 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/46 | &nbsp;&nbsp;&nbsp; 609 | 593767 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/46 | &nbsp;&nbsp;&nbsp; 1096 | 1064588 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/46 | &nbsp;&nbsp;&nbsp; 1380 | 1341363 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/46 | &nbsp;&nbsp;&nbsp; 1842 | 1788383 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/46 | &nbsp;&nbsp;&nbsp; 2404 | 2334725 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/46 | &nbsp;&nbsp;&nbsp; 14564 | 14295510 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/46 | &nbsp;&nbsp;&nbsp; 17316 | 16866517 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/46 | &nbsp;&nbsp;&nbsp; 3113 | 3025965 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/46 | &nbsp;&nbsp;&nbsp; 126 | 122772 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/46 | &nbsp;&nbsp;&nbsp; 3295 | 3219719 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/46 | &nbsp;&nbsp;&nbsp; 1035 | 1014752 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/47 | &nbsp;&nbsp;&nbsp; 2254 | 2195329 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/47 | &nbsp;&nbsp;&nbsp; 1831 | 1775045 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | &nbsp;&nbsp;&nbsp; 4987 | 4844944 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/47 | &nbsp;&nbsp;&nbsp; 4637 | 4512039 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/47 | &nbsp;&nbsp;&nbsp; 9052 | 8815513 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/47 | &nbsp;&nbsp;&nbsp; 14168 | 13753157 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/47 | &nbsp;&nbsp;&nbsp; 11805 | 11465541 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/47 | &nbsp;&nbsp;&nbsp; 12387 | 12017018 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/47 | &nbsp;&nbsp;&nbsp; 10677 | 10421029 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/47 | &nbsp;&nbsp;&nbsp; 5492 | 5317105 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/47 | &nbsp;&nbsp;&nbsp; 8356 | 8092751 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/48 | &nbsp;&nbsp;&nbsp; 1690 | 1637203 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | &nbsp;&nbsp;&nbsp; 17764 | 17197574 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 18533 | 17909899 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/48 | &nbsp;&nbsp;&nbsp; 1493 | 1442283 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/48 | &nbsp;&nbsp;&nbsp; 2306 | 2228124 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/48 | &nbsp;&nbsp;&nbsp; 9105 | 8798063 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/48 | &nbsp;&nbsp;&nbsp; 6593 | 6388844 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 4.00%, 11/01/48 | &nbsp;&nbsp;&nbsp; $19574 | $18914101 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/49 | &nbsp;&nbsp;&nbsp; 2481 | 2410116 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/49 | &nbsp;&nbsp;&nbsp; 2724 | 2632956 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 | &nbsp;&nbsp;&nbsp; 31423 | 30363399 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 8891 | 8634554 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/49 | &nbsp;&nbsp;&nbsp; 6858 | 6661505 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 26768 | 25950957 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/49 | &nbsp;&nbsp;&nbsp; 47259 | 45730332 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/49 | &nbsp;&nbsp;&nbsp; 600 | 584752 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/49 | &nbsp;&nbsp;&nbsp; 1508 | 1454837 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 35847 | 34437880 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/49 | &nbsp;&nbsp;&nbsp; 2890 | 2787753 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/01/50 | &nbsp;&nbsp;&nbsp; 16298 | 15748149 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 | &nbsp;&nbsp;&nbsp; 476 | 459112 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/50 | &nbsp;&nbsp;&nbsp; 8377 | 8080865 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/50 | &nbsp;&nbsp;&nbsp; 3567 | 3441396 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 6602 | 6368748 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/51 | &nbsp;&nbsp;&nbsp; 16887 | 16317607 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/51 | &nbsp;&nbsp;&nbsp; 1146 | 1105945 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/51 | &nbsp;&nbsp;&nbsp; 3229 | 3115359 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/51 | &nbsp;&nbsp;&nbsp; 7869 | 7591004 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 13929 | 13339698 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/01/52 | &nbsp;&nbsp;&nbsp; 32882 | 31549221 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/52 | &nbsp;&nbsp;&nbsp; 41706 | 39948668 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/52 | &nbsp;&nbsp;&nbsp; 117504 | 112673064 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/52 | &nbsp;&nbsp;&nbsp; 174524 | 167107784 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/52 | &nbsp;&nbsp;&nbsp; 18498 | 17702737 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 27263 | 26257516 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/52 | &nbsp;&nbsp;&nbsp; 3746 | 3589581 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/52 | &nbsp;&nbsp;&nbsp; 50844 | 48660824 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/53 | &nbsp;&nbsp;&nbsp; 25690 | 24792016 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/53 | &nbsp;&nbsp;&nbsp; 4833 | 4622058 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/53 | &nbsp;&nbsp;&nbsp; 3677 | 3532047 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/53 | &nbsp;&nbsp;&nbsp; 5737 | 5479316 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 168890 | 160839975 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/31 | &nbsp;&nbsp;&nbsp; 619 | 624523 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/34 | &nbsp;&nbsp;&nbsp; 219 | 220443 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/39<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 4200 | 4201512 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | &nbsp;&nbsp;&nbsp; 2168 | 2183892 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/40 | &nbsp;&nbsp;&nbsp; 1155 | 1162976 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/41 | &nbsp;&nbsp;&nbsp; 2408 | 2425707 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/41 | &nbsp;&nbsp;&nbsp; 1483 | 1493464 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/41 | &nbsp;&nbsp;&nbsp; 8257 | 8344688 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/41 | &nbsp;&nbsp;&nbsp; 3373 | 3391642 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/41 | &nbsp;&nbsp;&nbsp; 1060 | 1067475 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/42 | &nbsp;&nbsp;&nbsp; 1109 | 1115192 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/42 | &nbsp;&nbsp;&nbsp; 1040 | 1045598 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/43 | &nbsp;&nbsp;&nbsp; 1876 | 1882426 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/43 | &nbsp;&nbsp;&nbsp; 59 | 59910 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/44 | &nbsp;&nbsp;&nbsp; 11 | 10707 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | &nbsp;&nbsp;&nbsp; 3077 | 3081818 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/44 | &nbsp;&nbsp;&nbsp; 573 | 576470 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/44 | &nbsp;&nbsp;&nbsp; 219 | 219633 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 1189 | 1194330 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/45 | &nbsp;&nbsp;&nbsp; 1688 | 1694072 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/45 | &nbsp;&nbsp;&nbsp; 290 | 291155 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/45 | &nbsp;&nbsp;&nbsp; 173 | 173580 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; 541 | 542565 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/46 | &nbsp;&nbsp;&nbsp; 69 | 69141 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/46 | &nbsp;&nbsp;&nbsp; 5969 | 6012049 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/46 | &nbsp;&nbsp;&nbsp; 1012 | 1018621 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; $214 | $213547 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/46 | &nbsp;&nbsp;&nbsp; 68 | 68544 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/46 | &nbsp;&nbsp;&nbsp; 4 | 3626 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/46 | &nbsp;&nbsp;&nbsp; 26 | 25540 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/46 | &nbsp;&nbsp;&nbsp; 1565 | 1565086 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/46 | &nbsp;&nbsp;&nbsp; 605 | 605304 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/46 | &nbsp;&nbsp;&nbsp; 718 | 716195 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/47 | &nbsp;&nbsp;&nbsp; 278 | 277752 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/47 | &nbsp;&nbsp;&nbsp; 120 | 119979 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/47 | &nbsp;&nbsp;&nbsp; 1402 | 1397446 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/47 | &nbsp;&nbsp;&nbsp; 4170 | 4157951 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 | &nbsp;&nbsp;&nbsp; 2342 | 2333717 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/47 | &nbsp;&nbsp;&nbsp; 14 | 13700 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/47 | &nbsp;&nbsp;&nbsp; 185 | 184479 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/47 | &nbsp;&nbsp;&nbsp; 5529 | 5515106 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/48 | &nbsp;&nbsp;&nbsp; 7728 | 7700885 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/48 | &nbsp;&nbsp;&nbsp; 801 | 799145 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/48 | &nbsp;&nbsp;&nbsp; 4220 | 4206622 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 | &nbsp;&nbsp;&nbsp; 1971 | 1961218 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/48 | &nbsp;&nbsp;&nbsp; 4404 | 4389113 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/48 | &nbsp;&nbsp;&nbsp; 2673 | 2662920 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/48 | &nbsp;&nbsp;&nbsp; 1746 | 1737399 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/48 | &nbsp;&nbsp;&nbsp; 7653 | 7614704 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/48 | &nbsp;&nbsp;&nbsp; 219 | 217024 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/48 | &nbsp;&nbsp;&nbsp; 9276 | 9228115 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 3688 | 3669367 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/48 | &nbsp;&nbsp;&nbsp; 14058 | 13988718 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/01/49 | &nbsp;&nbsp;&nbsp; 4522 | 4498876 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/49 | &nbsp;&nbsp;&nbsp; 8775 | 8731239 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/49 | &nbsp;&nbsp;&nbsp; 529 | 527717 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/49 | &nbsp;&nbsp;&nbsp; 10078 | 10028566 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/49 | &nbsp;&nbsp;&nbsp; 8321 | 8272671 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/49 | &nbsp;&nbsp;&nbsp; 767 | 760997 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/49 | &nbsp;&nbsp;&nbsp; 139 | 137793 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/50 | &nbsp;&nbsp;&nbsp; 2201 | 2189240 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/50 | &nbsp;&nbsp;&nbsp; 29882 | 29728922 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/52 | &nbsp;&nbsp;&nbsp; 7955 | 7909064 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 68007 | 67070052 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/52 | &nbsp;&nbsp;&nbsp; 6234 | 6144551 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/52 | &nbsp;&nbsp;&nbsp; 24110 | 23859969 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/52 | &nbsp;&nbsp;&nbsp; 60576 | 59777809 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/52 | &nbsp;&nbsp;&nbsp; 86948 | 85890292 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 35476 | 34912142 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/52 | &nbsp;&nbsp;&nbsp; 143785 | 142061730 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/53 | &nbsp;&nbsp;&nbsp; 23446 | 23067317 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/53 | &nbsp;&nbsp;&nbsp; 26033 | 25671380 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/01/53 | &nbsp;&nbsp;&nbsp; 9739 | 9576963 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/53 | &nbsp;&nbsp;&nbsp; 4804 | 4740841 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/53 | &nbsp;&nbsp;&nbsp; 20910 | 20622278 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/53 | &nbsp;&nbsp;&nbsp; 21692 | 21310730 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 3654 | 3589611 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/54 | &nbsp;&nbsp;&nbsp; 30977 | 30327637 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/54 | &nbsp;&nbsp;&nbsp; 38640 | 37829882 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/54 | &nbsp;&nbsp;&nbsp; 33515 | 32861440 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 101495 | 99348348 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/33 | &nbsp;&nbsp;&nbsp; 57 | 58077 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/33 | &nbsp;&nbsp;&nbsp; 1642 | 1679648 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/35 | &nbsp;&nbsp;&nbsp; 86 | 87683 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/35 | &nbsp;&nbsp;&nbsp; 36 | 36737 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/36 | &nbsp;&nbsp;&nbsp; 25 | 25786 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/39 | &nbsp;&nbsp;&nbsp; 17 | 17492 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 5.00%, 06/01/39 | &nbsp;&nbsp;&nbsp; $340 | $347574 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/39 | &nbsp;&nbsp;&nbsp; 60 | 61896 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/39<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 975 | 986759 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/40 | &nbsp;&nbsp;&nbsp; 1 | 1416 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/40 | &nbsp;&nbsp;&nbsp; 985 | 1011786 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/40 | &nbsp;&nbsp;&nbsp; 158 | 162409 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/40 | &nbsp;&nbsp;&nbsp; 10 | 10461 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/40 | &nbsp;&nbsp;&nbsp; 77 | 78932 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/40 | &nbsp;&nbsp;&nbsp; 693 | 711206 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/40 | &nbsp;&nbsp;&nbsp; 827 | 849588 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/40 | &nbsp;&nbsp;&nbsp; 7 | 6829 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/40 | &nbsp;&nbsp;&nbsp; 30 | 30982 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/41 | &nbsp;&nbsp;&nbsp; 419 | 430516 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/41 | &nbsp;&nbsp;&nbsp; 1677 | 1723233 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/41 | &nbsp;&nbsp;&nbsp; 438 | 450507 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/41 | &nbsp;&nbsp;&nbsp; 855 | 881073 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/41 | &nbsp;&nbsp;&nbsp; 2080 | 2136042 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/42 | &nbsp;&nbsp;&nbsp; 10637 | 10925874 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/42 | &nbsp;&nbsp;&nbsp; 4021 | 4129904 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/47 | &nbsp;&nbsp;&nbsp; 313 | 317862 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/48 | &nbsp;&nbsp;&nbsp; 1482 | 1506605 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 1231 | 1251357 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 1624 | 1650057 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/48 | &nbsp;&nbsp;&nbsp; 1419 | 1443284 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/48 | &nbsp;&nbsp;&nbsp; 1816 | 1847522 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/48 | &nbsp;&nbsp;&nbsp; 1204 | 1223223 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/49 | &nbsp;&nbsp;&nbsp; 99 | 100518 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 5410 | 5504958 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/49 | &nbsp;&nbsp;&nbsp; 20 | 20302 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 195 | 197758 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/49 | &nbsp;&nbsp;&nbsp; 56 | 56867 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/49 | &nbsp;&nbsp;&nbsp; 172 | 174556 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/50 | &nbsp;&nbsp;&nbsp; 3213 | 3266787 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/52 | &nbsp;&nbsp;&nbsp; 12211 | 12345040 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/52 | &nbsp;&nbsp;&nbsp; 21440 | 21652921 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/52 | &nbsp;&nbsp;&nbsp; 26553 | 26788200 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/52 | &nbsp;&nbsp;&nbsp; 36544 | 36851196 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/52 | &nbsp;&nbsp;&nbsp; 46389 | 46679682 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/53 | &nbsp;&nbsp;&nbsp; 40242 | 40559974 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/53 | &nbsp;&nbsp;&nbsp; 64278 | 64466554 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/53 | &nbsp;&nbsp;&nbsp; 46513 | 46816106 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/53 | &nbsp;&nbsp;&nbsp; 86097 | 86344376 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/53 | &nbsp;&nbsp;&nbsp; 66436 | 66640045 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/53 | &nbsp;&nbsp;&nbsp; 133016 | 133857951 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/53 | &nbsp;&nbsp;&nbsp; 53730 | 54075695 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/01/53 | &nbsp;&nbsp;&nbsp; 39001 | 39135286 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/01/53 | &nbsp;&nbsp;&nbsp; 21565 | 21602593 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/53 | &nbsp;&nbsp;&nbsp; 11287 | 11306915 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/53 | &nbsp;&nbsp;&nbsp; 13835 | 13847815 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/54 | &nbsp;&nbsp;&nbsp; 6014 | 6017351 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/54 | &nbsp;&nbsp;&nbsp; 46071 | 46098638 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/54 | &nbsp;&nbsp;&nbsp; 16441 | 16576225 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/01/54 | &nbsp;&nbsp;&nbsp; 16879 | 16913387 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/54 | &nbsp;&nbsp;&nbsp; 80534 | 80496742 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/01/54 | &nbsp;&nbsp;&nbsp; 76352 | 76389370 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/01/54 | &nbsp;&nbsp;&nbsp; 48958 | 49233516 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/01/55 | &nbsp;&nbsp;&nbsp; 103872 | 104080923 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/01/55 | &nbsp;&nbsp;&nbsp; 9691 | 9714907 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/11/55<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 226320 | 225839397 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/33 | &nbsp;&nbsp;&nbsp; 599 | 619385 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/33 | &nbsp;&nbsp;&nbsp; 1263 | 1306126 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** | **Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/34 | &nbsp;&nbsp;&nbsp; $1960 | $2038531 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/36 | &nbsp;&nbsp;&nbsp; 131 | 135723 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/38 | &nbsp;&nbsp;&nbsp; 129 | 134388 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/38 | &nbsp;&nbsp;&nbsp; 3517 | 3672654 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/38 | &nbsp;&nbsp;&nbsp; 270 | 281757 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/40 | &nbsp;&nbsp;&nbsp; 841 | 877984 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 | &nbsp;&nbsp;&nbsp; 20329 | 21036735 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/47 | &nbsp;&nbsp;&nbsp; 1676 | 1746430 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/48 | &nbsp;&nbsp;&nbsp; 157 | 162848 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/52 | &nbsp;&nbsp;&nbsp; 10617 | 10955929 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 20346 | 20835803 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/52 | &nbsp;&nbsp;&nbsp; 50658 | 52081094 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/53 | &nbsp;&nbsp;&nbsp; 88107 | 90558024 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/53 | &nbsp;&nbsp;&nbsp; 86539 | 88330474 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/53 | &nbsp;&nbsp;&nbsp; 67145 | 68917139 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/53 | &nbsp;&nbsp;&nbsp; 89905 | 91678520 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/53 | &nbsp;&nbsp;&nbsp; 134333 | 136678846 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/53 | &nbsp;&nbsp;&nbsp; 32801 | 33598155 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/53 | &nbsp;&nbsp;&nbsp; 39859 | 40874084 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/53 | &nbsp;&nbsp;&nbsp; 35237 | 35813271 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/53 | &nbsp;&nbsp;&nbsp; 79269 | 80449901 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/53 | &nbsp;&nbsp;&nbsp; 42782 | 43463602 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/53 | &nbsp;&nbsp;&nbsp; 32261 | 32994075 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/53 | &nbsp;&nbsp;&nbsp; 5791 | 5909053 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/01/54 | &nbsp;&nbsp;&nbsp; 82756 | 84031598 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 76891 | 78258191 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/54 | &nbsp;&nbsp;&nbsp; 70897 | 71998607 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/01/54 | &nbsp;&nbsp;&nbsp; 50228 | 51119629 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/54 | &nbsp;&nbsp;&nbsp; 45931 | 46612199 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/01/54 | &nbsp;&nbsp;&nbsp; 12540 | 12871536 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 59064 | 60226447 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/54 | &nbsp;&nbsp;&nbsp; 7037 | 7243245 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/54 | &nbsp;&nbsp;&nbsp; 78848 | 79894351 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/54 | &nbsp;&nbsp;&nbsp; 97807 | 100237572 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 401880 | 406946111 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/01/55 | &nbsp;&nbsp;&nbsp; 50812 | 51462435 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/55 | &nbsp;&nbsp;&nbsp; 10657 | 10870870 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/34 | &nbsp;&nbsp;&nbsp; 1020 | 1064708 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/34 | &nbsp;&nbsp;&nbsp; 78 | 82151 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/34 | &nbsp;&nbsp;&nbsp; 177 | 185453 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/34 | &nbsp;&nbsp;&nbsp; 58 | 60309 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/36 | &nbsp;&nbsp;&nbsp; 269 | 284208 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/37 | &nbsp;&nbsp;&nbsp; 684 | 724960 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/38 | &nbsp;&nbsp;&nbsp; 231 | 245017 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/38 | &nbsp;&nbsp;&nbsp; 105 | 111494 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/38 | &nbsp;&nbsp;&nbsp; 87 | 92216 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/39 | &nbsp;&nbsp;&nbsp; 1515 | 1586999 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/39 | &nbsp;&nbsp;&nbsp; 110 | 116222 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/41 | &nbsp;&nbsp;&nbsp; 871 | 920466 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/49 | &nbsp;&nbsp;&nbsp; 4313 | 4556990 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/52 | &nbsp;&nbsp;&nbsp; 2576 | 2664901 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/52 | &nbsp;&nbsp;&nbsp; 1883 | 1935224 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/53 | &nbsp;&nbsp;&nbsp; 10288 | 10809408 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/53 | &nbsp;&nbsp;&nbsp; 63483 | 65214940 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/53 | &nbsp;&nbsp;&nbsp; 2258 | 2370728 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/53 | &nbsp;&nbsp;&nbsp; 2910 | 3032616 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/53 | &nbsp;&nbsp;&nbsp; 13158 | 13621393 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/53 | &nbsp;&nbsp;&nbsp; 82117 | 84848623 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/53 | &nbsp;&nbsp;&nbsp; 172703 | 179076918 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/53 | &nbsp;&nbsp;&nbsp; 76962 | 79471621 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/53 | &nbsp;&nbsp;&nbsp; 18375 | 18879854 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate 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; 6.00%, 11/01/53 | &nbsp;&nbsp;&nbsp; $84396 | $86902500 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/01/53 | &nbsp;&nbsp;&nbsp; 12768 | 13203496 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/54 | &nbsp;&nbsp;&nbsp; 5962 | 6110543 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/54 | &nbsp;&nbsp;&nbsp; 24144 | 24815641 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/54 | &nbsp;&nbsp;&nbsp; 18975 | 19579495 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 | &nbsp;&nbsp;&nbsp; 45900 | 47384258 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 | &nbsp;&nbsp;&nbsp; 19396 | 19924082 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/01/54 | &nbsp;&nbsp;&nbsp; 21355 | 22044258 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/01/54 | &nbsp;&nbsp;&nbsp; 112797 | 116303884 |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/01/54 | &nbsp;&nbsp;&nbsp; 33788 | 34722187 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/54 | &nbsp;&nbsp;&nbsp; 120934 | 124163535 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/01/54 | &nbsp;&nbsp;&nbsp; 17403 | 17865074 |
| &nbsp;&nbsp;&nbsp; 6.00%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 334755 | 342738622 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/01/55 | &nbsp;&nbsp;&nbsp; 16637 | 17141504 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/55 | &nbsp;&nbsp;&nbsp; 38921 | 39990699 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/55 | &nbsp;&nbsp;&nbsp; 7572 | 7797150 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/55 | &nbsp;&nbsp;&nbsp; 7112 | 7365632 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 5173 | 5342118 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/36 | &nbsp;&nbsp;&nbsp; 18 | 18821 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/36 | &nbsp;&nbsp;&nbsp; 121 | 129872 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/36 | &nbsp;&nbsp;&nbsp; 17 | 18149 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/36 | &nbsp;&nbsp;&nbsp; 30 | 31885 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/37 | &nbsp;&nbsp;&nbsp; 30 | 31925 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/37 | &nbsp;&nbsp;&nbsp; 1416 | 1519964 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/37 | &nbsp;&nbsp;&nbsp; 52 | 55242 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/37 | &nbsp;&nbsp;&nbsp; 9 | 9285 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/37 | &nbsp;&nbsp;&nbsp; 374 | 398419 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/38 | &nbsp;&nbsp;&nbsp; 14 | 14978 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/39 | &nbsp;&nbsp;&nbsp; 371 | 398973 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/01/40 | &nbsp;&nbsp;&nbsp; 12 | 12805 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/53 | &nbsp;&nbsp;&nbsp; 6005 | 6307843 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/53 | &nbsp;&nbsp;&nbsp; 29069 | 30335320 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 | &nbsp;&nbsp;&nbsp; 63858 | 66915476 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/01/53 | &nbsp;&nbsp;&nbsp; 81311 | 84572304 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/53 | &nbsp;&nbsp;&nbsp; 156973 | 164597543 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/01/54 | &nbsp;&nbsp;&nbsp; 72766 | 76234719 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/54 | &nbsp;&nbsp;&nbsp; 36746 | 38683556 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/54 | &nbsp;&nbsp;&nbsp; 31351 | 32672173 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/54 | &nbsp;&nbsp;&nbsp; 15900 | 16615195 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/01/54 | &nbsp;&nbsp;&nbsp; 4502 | 4681109 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/01/54 | &nbsp;&nbsp;&nbsp; 20167 | 21120315 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/54 | &nbsp;&nbsp;&nbsp; 16093 | 16880372 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 41432 | 43170486 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/54 | &nbsp;&nbsp;&nbsp; 6258 | 6552632 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/15/54<sup>(h)</sup> | &nbsp;&nbsp;&nbsp; 40075 | 41513909 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/01/55 | &nbsp;&nbsp;&nbsp; 18521 | 19311190 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/55 | &nbsp;&nbsp;&nbsp; 30842 | 32332414 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/01/55 | &nbsp;&nbsp;&nbsp; 12347 | 12847341 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/01/37 | &nbsp;&nbsp;&nbsp; 442 | 482686 |
|  |  | 32998529891 |
| **U.S. Government Agency Obligations — 0.2%** | **U.S. Government Agency Obligations — 0.2%** | **U.S. Government Agency Obligations — 0.2%** |
| Federal Home Loan Banks |  |  |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/21/26 | &nbsp;&nbsp;&nbsp; 180 | 175612 |
| &nbsp;&nbsp;&nbsp; 2.13%, 12/14/29 | &nbsp;&nbsp;&nbsp; 70 | 66045 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/16/28 | &nbsp;&nbsp;&nbsp; 25470 | 25323128 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/10/27 | &nbsp;&nbsp;&nbsp; 75 | 76048 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/36 | &nbsp;&nbsp;&nbsp; 7900 | 8745070 |
| Federal Home Loan Mortgage Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/32 | &nbsp;&nbsp;&nbsp; 73453 | 83777631 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/15/31 | &nbsp;&nbsp;&nbsp; 21820 | 25018279 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Agency Obligations (continued)** | **U.S. Government Agency Obligations (continued)** | **U.S. Government Agency Obligations (continued)** |
| Federal National Mortgage Association |  |  |
| &nbsp;&nbsp;&nbsp; 0.88%, 08/05/30 | &nbsp;&nbsp;&nbsp; $17530 | $15495113 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/37 | &nbsp;&nbsp;&nbsp; 795 | 890014 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/29 | &nbsp;&nbsp;&nbsp; 580 | 630595 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/30 | &nbsp;&nbsp;&nbsp; 8180 | 9279054 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/15/30 | &nbsp;&nbsp;&nbsp; 10000 | 11335606 |
| &nbsp;&nbsp;&nbsp; 7.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 17396 | 19996018 |
| Tennessee Valley Authority |  |  |
| &nbsp;&nbsp;&nbsp; 1.50%, 09/15/31 | &nbsp;&nbsp;&nbsp; 1000 | 881311 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/42 | &nbsp;&nbsp;&nbsp; 525 | 445760 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/60 | &nbsp;&nbsp;&nbsp; 1000 | 908318 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/35 | &nbsp;&nbsp;&nbsp; 4000 | 4184568 |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/15/48 | &nbsp;&nbsp;&nbsp; 8035 | 7878347 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/39 | &nbsp;&nbsp;&nbsp; 458 | 493089 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 1600 | 1625102 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/38 | &nbsp;&nbsp;&nbsp; 10000 | 11020914 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/36 | &nbsp;&nbsp;&nbsp; 95 | 107740 |
| &nbsp;&nbsp;&nbsp; 6.15%, 01/15/38 | &nbsp;&nbsp;&nbsp; 3553 | 4155681 |
| &nbsp;&nbsp;&nbsp; 7.13%, 05/01/30 | &nbsp;&nbsp;&nbsp; 3556 | 4051655 |
| &nbsp;&nbsp;&nbsp; Series B, 4.70%, 07/15/33 | &nbsp;&nbsp;&nbsp; 1500 | 1561760 |
|  |  | 238122458 |
| **U.S. Government Obligations — 45.4%** | **U.S. Government Obligations — 45.4%** | **U.S. Government Obligations — 45.4%** |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp; 0.38%, 07/31/27 | &nbsp;&nbsp;&nbsp; 119701 | 113631786 |
| &nbsp;&nbsp;&nbsp; 0.38%, 09/30/27 | &nbsp;&nbsp;&nbsp; 105000 | 99196289 |
| &nbsp;&nbsp;&nbsp; 0.50%, 04/30/27 | &nbsp;&nbsp;&nbsp; 114800 | 109988266 |
| &nbsp;&nbsp;&nbsp; 0.50%, 05/31/27 | &nbsp;&nbsp;&nbsp; 108400 | 103610922 |
| &nbsp;&nbsp;&nbsp; 0.50%, 06/30/27 | &nbsp;&nbsp;&nbsp; 136901 | 130563981 |
| &nbsp;&nbsp;&nbsp; 0.50%, 08/31/27 | &nbsp;&nbsp;&nbsp; 155022 | 147126041 |
| &nbsp;&nbsp;&nbsp; 0.50%, 10/31/27 | &nbsp;&nbsp;&nbsp; 202200 | 191007915 |
| &nbsp;&nbsp;&nbsp; 0.63%, 03/31/27 | &nbsp;&nbsp;&nbsp; 81600 | 78501750 |
| &nbsp;&nbsp;&nbsp; 0.63%, 11/30/27 | &nbsp;&nbsp;&nbsp; 197000 | 186141914 |
| &nbsp;&nbsp;&nbsp; 0.63%, 12/31/27 | &nbsp;&nbsp;&nbsp; 187400 | 176668423 |
| &nbsp;&nbsp;&nbsp; 0.63%, 05/15/30 | &nbsp;&nbsp;&nbsp; 292641 | 257272593 |
| &nbsp;&nbsp;&nbsp; 0.63%, 08/15/30 | &nbsp;&nbsp;&nbsp; 396000 | 345448125 |
| &nbsp;&nbsp;&nbsp; 0.75%, 01/31/28 | &nbsp;&nbsp;&nbsp; 345795 | 326181940 |
| &nbsp;&nbsp;&nbsp; 0.88%, 11/15/30 | &nbsp;&nbsp;&nbsp; 306732 | 269037514 |
| &nbsp;&nbsp;&nbsp; 1.00%, 07/31/28 | &nbsp;&nbsp;&nbsp; 265704 | 248972951 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/28/27 | &nbsp;&nbsp;&nbsp; 40300 | 39097297 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/29/28 | &nbsp;&nbsp;&nbsp; 191591 | 181876739 |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/31/28 | &nbsp;&nbsp;&nbsp; 273600 | 256756500 |
| &nbsp;&nbsp;&nbsp; 1.13%, 02/15/31 | &nbsp;&nbsp;&nbsp; 298353 | 263739392 |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/15/40 | &nbsp;&nbsp;&nbsp; 169599 | 109709353 |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/15/40 | &nbsp;&nbsp;&nbsp; 133050 | 85152000 |
| &nbsp;&nbsp;&nbsp; 1.25%, 11/30/26 | &nbsp;&nbsp;&nbsp; 214900 | 209880071 |
| &nbsp;&nbsp;&nbsp; 1.25%, 12/31/26 | &nbsp;&nbsp;&nbsp; 191230 | 186434311 |
| &nbsp;&nbsp;&nbsp; 1.25%, 03/31/28 | &nbsp;&nbsp;&nbsp; 225000 | 213837892 |
| &nbsp;&nbsp;&nbsp; 1.25%, 04/30/28 | &nbsp;&nbsp;&nbsp; 245585 | 232941211 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/31/28 | &nbsp;&nbsp;&nbsp; 269485 | 255147557 |
| &nbsp;&nbsp;&nbsp; 1.25%, 06/30/28 | &nbsp;&nbsp;&nbsp; 274615 | 259532631 |
| &nbsp;&nbsp;&nbsp; 1.25%, 09/30/28 | &nbsp;&nbsp;&nbsp; 327539 | 307886660 |
| &nbsp;&nbsp;&nbsp; 1.25%, 08/15/31 | &nbsp;&nbsp;&nbsp; 468900 | 410617198 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/15/50 | &nbsp;&nbsp;&nbsp; 186752 | 92646500 |
| &nbsp;&nbsp;&nbsp; 1.38%, 10/31/28 | &nbsp;&nbsp;&nbsp; 241616 | 227515442 |
| &nbsp;&nbsp;&nbsp; 1.38%, 12/31/28 | &nbsp;&nbsp;&nbsp; 196730 | 184664919 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/31 | &nbsp;&nbsp;&nbsp; 611337 | 535731810 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/40 | &nbsp;&nbsp;&nbsp; 284800 | 188457500 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/15/50 | &nbsp;&nbsp;&nbsp; 156410 | 79671344 |
| &nbsp;&nbsp;&nbsp; 1.50%, 01/31/27 | &nbsp;&nbsp;&nbsp; 325280 | 317478364 |
| &nbsp;&nbsp;&nbsp; 1.50%, 11/30/28 | &nbsp;&nbsp;&nbsp; 284200 | 268169344 |
| &nbsp;&nbsp;&nbsp; 1.50%, 02/15/30 | &nbsp;&nbsp;&nbsp; 83185 | 76549697 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/30/26 | &nbsp;&nbsp;&nbsp; $81200 | $79601375 |
| &nbsp;&nbsp;&nbsp; 1.63%, 08/15/29 | &nbsp;&nbsp;&nbsp; 54000 | 50502657 |
| &nbsp;&nbsp;&nbsp; 1.63%, 05/15/31 | &nbsp;&nbsp;&nbsp; 390910 | 352032781 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/50 | &nbsp;&nbsp;&nbsp; 296292 | 160970105 |
| &nbsp;&nbsp;&nbsp; 1.75%, 12/31/26 | &nbsp;&nbsp;&nbsp; 91870 | 90043366 |
| &nbsp;&nbsp;&nbsp; 1.75%, 01/31/29 | &nbsp;&nbsp;&nbsp; 214451 | 203209078 |
| &nbsp;&nbsp;&nbsp; 1.75%, 11/15/29 | &nbsp;&nbsp;&nbsp; 125000 | 116914063 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/41 | &nbsp;&nbsp;&nbsp; 398832 | 274321635 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/27 | &nbsp;&nbsp;&nbsp; 178100 | 174405816 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/28/29 | &nbsp;&nbsp;&nbsp; 259200 | 246240000 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/32 | &nbsp;&nbsp;&nbsp; 447773 | 402051181 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/41 | &nbsp;&nbsp;&nbsp; 275946 | 196611525 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/51 | &nbsp;&nbsp;&nbsp; 469167 | 271237288 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/15/51 | &nbsp;&nbsp;&nbsp; 366985 | 210041571 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/26 | &nbsp;&nbsp;&nbsp; 41000 | 40360976 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/41 | &nbsp;&nbsp;&nbsp; 281780 | 200592138 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/50 | &nbsp;&nbsp;&nbsp; 203854 | 123331549 |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/51 | &nbsp;&nbsp;&nbsp; 429990 | 254970396 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/27 | &nbsp;&nbsp;&nbsp; 161206 | 158661869 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/27 | &nbsp;&nbsp;&nbsp; 146750 | 143648760 |
| &nbsp;&nbsp;&nbsp; 2.25%, 11/15/27 | &nbsp;&nbsp;&nbsp; 153750 | 150104443 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/41 | &nbsp;&nbsp;&nbsp; 297635 | 223319261 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/46 | &nbsp;&nbsp;&nbsp; 118960 | 80335175 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/49 | &nbsp;&nbsp;&nbsp; 107706 | 69537363 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/52 | &nbsp;&nbsp;&nbsp; 277484 | 174077853 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/27 | &nbsp;&nbsp;&nbsp; 210870 | 207360992 |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/31/29 | &nbsp;&nbsp;&nbsp; 244200 | 235462219 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/29 | &nbsp;&nbsp;&nbsp; 191600 | 184489845 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 | &nbsp;&nbsp;&nbsp; 175229 | 131503889 |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/15/49 | &nbsp;&nbsp;&nbsp; 241840 | 159992275 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/51 | &nbsp;&nbsp;&nbsp; 326124 | 212337298 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/31/27 | &nbsp;&nbsp;&nbsp; 125200 | 123449157 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/45 | &nbsp;&nbsp;&nbsp; 50824 | 36839459 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/46 | &nbsp;&nbsp;&nbsp; 144767 | 103350066 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/46 | &nbsp;&nbsp;&nbsp; 123517 | 87890065 |
| &nbsp;&nbsp;&nbsp; 2.63%, 05/31/27 | &nbsp;&nbsp;&nbsp; 197927 | 195267356 |
| &nbsp;&nbsp;&nbsp; 2.63%, 02/15/29 | &nbsp;&nbsp;&nbsp; 211491 | 205823703 |
| &nbsp;&nbsp;&nbsp; 2.63%, 07/31/29 | &nbsp;&nbsp;&nbsp; 278779 | 270110715 |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/30/27 | &nbsp;&nbsp;&nbsp; 203035 | 200758787 |
| &nbsp;&nbsp;&nbsp; 2.75%, 07/31/27 | &nbsp;&nbsp;&nbsp; 209364 | 206697881 |
| &nbsp;&nbsp;&nbsp; 2.75%, 02/15/28 | &nbsp;&nbsp;&nbsp; 222702 | 219204884 |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/31/29 | &nbsp;&nbsp;&nbsp; 285900 | 278663156 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/32 | &nbsp;&nbsp;&nbsp; 407350 | 382845352 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/42 | &nbsp;&nbsp;&nbsp; 92186 | 72625283 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/42 | &nbsp;&nbsp;&nbsp; 128580 | 100875028 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 219000 | 160622813 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/47 | &nbsp;&nbsp;&nbsp; 158550 | 115939688 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/28 | &nbsp;&nbsp;&nbsp; 252994 | 249337447 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/28 | &nbsp;&nbsp;&nbsp; 219930 | 216459230 |
| &nbsp;&nbsp;&nbsp; 2.88%, 04/30/29 | &nbsp;&nbsp;&nbsp; 201320 | 197136319 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/32 | &nbsp;&nbsp;&nbsp; 489500 | 465177969 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 121184 | 95962580 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/45 | &nbsp;&nbsp;&nbsp; 119644 | 91920242 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/46 | &nbsp;&nbsp;&nbsp; 54000 | 40921875 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/49 | &nbsp;&nbsp;&nbsp; 42000 | 30975000 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/52 | &nbsp;&nbsp;&nbsp; 262153 | 189118813 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/42 | &nbsp;&nbsp;&nbsp; 53150 | 43607914 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/44 | &nbsp;&nbsp;&nbsp; 99727 | 78893406 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/45 | &nbsp;&nbsp;&nbsp; 27414 | 21588525 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/45 | &nbsp;&nbsp;&nbsp; 65100 | 50950922 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/47 | &nbsp;&nbsp;&nbsp; 116190 | 89738620 |

---

---

| | | |
|:---|:---|:---|
| *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%, 05/15/47 | &nbsp;&nbsp;&nbsp; $152118 | $117202165 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/48 | &nbsp;&nbsp;&nbsp; 154550 | 118085859 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/48 | &nbsp;&nbsp;&nbsp; 161252 | 122576412 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/49 | &nbsp;&nbsp;&nbsp; 33660 | 25476110 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/52 | &nbsp;&nbsp;&nbsp; 233522 | 172660329 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/27 | &nbsp;&nbsp;&nbsp; 239200 | 237546157 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/28 | &nbsp;&nbsp;&nbsp; 207515 | 205358790 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/31/29 | &nbsp;&nbsp;&nbsp; 208900 | 205848103 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/41 | &nbsp;&nbsp;&nbsp; 53901 | 45386326 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | &nbsp;&nbsp;&nbsp; 71800 | 60211031 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/43 | &nbsp;&nbsp;&nbsp; 76200 | 62865000 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/44 | &nbsp;&nbsp;&nbsp; 60519 | 48982566 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/48 | &nbsp;&nbsp;&nbsp; 150667 | 117496874 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/27 | &nbsp;&nbsp;&nbsp; 293918 | 292597664 |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 316525 | 313483394 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/42 | &nbsp;&nbsp;&nbsp; 155200 | 131944250 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/27 | &nbsp;&nbsp;&nbsp; 326860 | 326030083 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/28 | &nbsp;&nbsp;&nbsp; 177125 | 176599160 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/15/33 | &nbsp;&nbsp;&nbsp; 485819 | 471699885 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/42 | &nbsp;&nbsp;&nbsp; 135492 | 116777168 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/15/44 | &nbsp;&nbsp;&nbsp; 84200 | 71004281 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/15/48 | &nbsp;&nbsp;&nbsp; 249432 | 202507930 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/27 | &nbsp;&nbsp;&nbsp; 281726 | 281637961 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/31/27 | &nbsp;&nbsp;&nbsp; 77878 | 77859748 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/28 | &nbsp;&nbsp;&nbsp; 234655 | 234655000 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/30/28 | &nbsp;&nbsp;&nbsp; 184772 | 184815307 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/28 | &nbsp;&nbsp;&nbsp; 169413 | 169452707 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/28 | &nbsp;&nbsp;&nbsp; 108997 | 109031062 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/29 | &nbsp;&nbsp;&nbsp; 271844 | 271398007 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/31/30 | &nbsp;&nbsp;&nbsp; 278767 | 278070082 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/30/30 | &nbsp;&nbsp;&nbsp; 202861 | 202195362 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/33 | &nbsp;&nbsp;&nbsp; 501612 | 491971644 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/39 | &nbsp;&nbsp;&nbsp; 24000 | 22192500 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/27 | &nbsp;&nbsp;&nbsp; 227212 | 227584771 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/31/28 | &nbsp;&nbsp;&nbsp; 196026 | 196638581 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/31/28 | &nbsp;&nbsp;&nbsp; 192612 | 193244008 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/28 | &nbsp;&nbsp;&nbsp; 165587 | 166182078 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/29 | &nbsp;&nbsp;&nbsp; 268674 | 269429646 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/31/30 | &nbsp;&nbsp;&nbsp; 198200 | 198587110 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/31/30 | &nbsp;&nbsp;&nbsp; 456298 | 456868372 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/30/30 | &nbsp;&nbsp;&nbsp; 442432 | 442950477 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/31/30<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 392535 | 392964335 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/30/31 | &nbsp;&nbsp;&nbsp; 155183 | 154698053 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/43 | &nbsp;&nbsp;&nbsp; 73600 | 64848500 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/44 | &nbsp;&nbsp;&nbsp; 83950 | 73600539 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/53 | &nbsp;&nbsp;&nbsp; 252636 | 210951227 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/53 | &nbsp;&nbsp;&nbsp; 268228 | 223718916 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/30/27 | &nbsp;&nbsp;&nbsp; 212293 | 212807148 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/30/27 | &nbsp;&nbsp;&nbsp; 326913 | 327947372 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/27 | &nbsp;&nbsp;&nbsp; 326609 | 327769994 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/28 | &nbsp;&nbsp;&nbsp; 246207 | 247630384 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/28 | &nbsp;&nbsp;&nbsp; 329879 | 331914974 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/31/28 | &nbsp;&nbsp;&nbsp; 238623 | 240394031 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/31/30 | &nbsp;&nbsp;&nbsp; 184698 | 185953370 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/30/30 | &nbsp;&nbsp;&nbsp; 184750 | 186020156 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/31/30 | &nbsp;&nbsp;&nbsp; 188697 | 189817388 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/31/31 | &nbsp;&nbsp;&nbsp; 201394 | 202133495 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/31/32 | &nbsp;&nbsp;&nbsp; 217276 | 216834658 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/41 | &nbsp;&nbsp;&nbsp; 52000 | 47693750 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/43 | &nbsp;&nbsp;&nbsp; 36600 | 32739844 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/31/27 | &nbsp;&nbsp;&nbsp; 93854 | 94202287 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/31/27 | &nbsp;&nbsp;&nbsp; $333077 | $334612278 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/31/27 | &nbsp;&nbsp;&nbsp; 229155 | 230381337 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/27 | &nbsp;&nbsp;&nbsp; 332999 | 335132275 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/30/27 | &nbsp;&nbsp;&nbsp; 162801 | 163952054 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/31/27 | &nbsp;&nbsp;&nbsp; 162637 | 163856778 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/28 | &nbsp;&nbsp;&nbsp; 275882 | 278252861 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/28 | &nbsp;&nbsp;&nbsp; 156362 | 157852325 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/15/28 | &nbsp;&nbsp;&nbsp; 167864 | 169477069 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/29 | &nbsp;&nbsp;&nbsp; 280787 | 284033600 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/30/29 | &nbsp;&nbsp;&nbsp; 192418 | 194672898 |
| &nbsp;&nbsp;&nbsp; 3.88%, 12/31/29 | &nbsp;&nbsp;&nbsp; 274278 | 277535051 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/30/30 | &nbsp;&nbsp;&nbsp; 292824 | 296415671 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/30/30 | &nbsp;&nbsp;&nbsp; 398270 | 403092803 |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/31/30 | &nbsp;&nbsp;&nbsp; 335718 | 339809563 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/31/32 | &nbsp;&nbsp;&nbsp; 241457 | 242966106 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/30/32 | &nbsp;&nbsp;&nbsp; 128962 | 129727712 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/33 | &nbsp;&nbsp;&nbsp; 489475 | 490545727 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/34 | &nbsp;&nbsp;&nbsp; 569018 | 566884182 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/40 | &nbsp;&nbsp;&nbsp; 50516 | 47508719 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/43 | &nbsp;&nbsp;&nbsp; 184663 | 169543717 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 185341 | 169789732 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/27 | &nbsp;&nbsp;&nbsp; 250423 | 251489254 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/27 | &nbsp;&nbsp;&nbsp; 298611 | 301550452 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/29/28 | &nbsp;&nbsp;&nbsp; 232563 | 235088490 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/28 | &nbsp;&nbsp;&nbsp; 200945 | 203488210 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/29 | &nbsp;&nbsp;&nbsp; 231306 | 234649096 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/29 | &nbsp;&nbsp;&nbsp; 288990 | 293528048 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/31/29 | &nbsp;&nbsp;&nbsp; 278535 | 283061194 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/28/30 | &nbsp;&nbsp;&nbsp; 559636 | 569079857 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/31/30 | &nbsp;&nbsp;&nbsp; 304708 | 309873754 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/31/30 | &nbsp;&nbsp;&nbsp; 409084 | 416211012 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/30 | &nbsp;&nbsp;&nbsp; 181844 | 185012064 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/31 | &nbsp;&nbsp;&nbsp; 187728 | 190983908 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/30/32 | &nbsp;&nbsp;&nbsp; 160198 | 162588455 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/30/32 | &nbsp;&nbsp;&nbsp; 150000 | 152156250 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/31/32 | &nbsp;&nbsp;&nbsp; 230778 | 233987257 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/15/34 | &nbsp;&nbsp;&nbsp; 576750 | 581526211 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/35 | &nbsp;&nbsp;&nbsp; 311876 | 311486155 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/42 | &nbsp;&nbsp;&nbsp; 166665 | 155779692 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/52 | &nbsp;&nbsp;&nbsp; 234889 | 209711835 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/31/27 | &nbsp;&nbsp;&nbsp; 351903 | 353951185 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/15/27 | &nbsp;&nbsp;&nbsp; 277031 | 278751623 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/28/27 | &nbsp;&nbsp;&nbsp; 382991 | 385414617 |
| &nbsp;&nbsp;&nbsp; 4.13%, 09/30/27 | &nbsp;&nbsp;&nbsp; 267000 | 269826446 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/27 | &nbsp;&nbsp;&nbsp; 169710 | 171625866 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/27 | &nbsp;&nbsp;&nbsp; 289676 | 293014064 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/31/28 | &nbsp;&nbsp;&nbsp; 192105 | 195181683 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/29 | &nbsp;&nbsp;&nbsp; 264770 | 269775808 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/29 | &nbsp;&nbsp;&nbsp; 298820 | 305006509 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/30/29 | &nbsp;&nbsp;&nbsp; 302584 | 308942993 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/31/30 | &nbsp;&nbsp;&nbsp; 177479 | 181500009 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/31 | &nbsp;&nbsp;&nbsp; 181787 | 186033432 |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/31/31 | &nbsp;&nbsp;&nbsp; 180913 | 185096613 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/31/31 | &nbsp;&nbsp;&nbsp; 152228 | 155676916 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/30/31 | &nbsp;&nbsp;&nbsp; 146902 | 150230248 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/29/32 | &nbsp;&nbsp;&nbsp; 153207 | 156594312 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/32 | &nbsp;&nbsp;&nbsp; 154122 | 157505460 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/31/32 | &nbsp;&nbsp;&nbsp; 157681 | 161105634 |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/15/32 | &nbsp;&nbsp;&nbsp; 393696 | 401877495 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/44 | &nbsp;&nbsp;&nbsp; 205370 | 192630642 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/53 | &nbsp;&nbsp;&nbsp; 295417 | 269614171 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/26 | &nbsp;&nbsp;&nbsp; $222304 | $223589195 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/31/26 | &nbsp;&nbsp;&nbsp; 183865 | 185050067 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/27 | &nbsp;&nbsp;&nbsp; 298724 | 301186140 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/28 | &nbsp;&nbsp;&nbsp; 291530 | 295948502 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/28 | &nbsp;&nbsp;&nbsp; 330198 | 335434736 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/29 | &nbsp;&nbsp;&nbsp; 397755 | 406642338 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/30/29 | &nbsp;&nbsp;&nbsp; 310552 | 318024657 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/31/30 | &nbsp;&nbsp;&nbsp; 321958 | 330409397 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/28/31 | &nbsp;&nbsp;&nbsp; 191977 | 197601327 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/30/31 | &nbsp;&nbsp;&nbsp; 203146 | 209129286 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/34 | &nbsp;&nbsp;&nbsp; 563288 | 576138007 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/35 | &nbsp;&nbsp;&nbsp; 541041 | 552453584 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/35 | &nbsp;&nbsp;&nbsp; 484162 | 493845240 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/39 | &nbsp;&nbsp;&nbsp; 37340 | 37124128 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/40 | &nbsp;&nbsp;&nbsp; 28889 | 28302192 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/54 | &nbsp;&nbsp;&nbsp; 337122 | 314260914 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/54 | &nbsp;&nbsp;&nbsp; 335141 | 312361885 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/15/26 | &nbsp;&nbsp;&nbsp; 249112 | 250960879 |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/15/27 | &nbsp;&nbsp;&nbsp; 350738 | 355314037 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/31/28 | &nbsp;&nbsp;&nbsp; 199192 | 203736068 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/30/28 | &nbsp;&nbsp;&nbsp; 238527 | 244415635 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/31/29 | &nbsp;&nbsp;&nbsp; 271409 | 279742106 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/30/30 | &nbsp;&nbsp;&nbsp; 171290 | 177191477 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/31/32 | &nbsp;&nbsp;&nbsp; 160915 | 166697883 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/34 | &nbsp;&nbsp;&nbsp; 574618 | 594370494 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/15/38 | &nbsp;&nbsp;&nbsp; 32000 | 32700000 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/39 | &nbsp;&nbsp;&nbsp; 50933 | 50996666 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/40 | &nbsp;&nbsp;&nbsp; 32403 | 32321993 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/41 | &nbsp;&nbsp;&nbsp; 15949 | 15796986 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/43 | &nbsp;&nbsp;&nbsp; 209492 | 204320166 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/27 | &nbsp;&nbsp;&nbsp; 299493 | 303154769 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/27 | &nbsp;&nbsp;&nbsp; 299889 | 303871901 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/31/29 | &nbsp;&nbsp;&nbsp; 268734 | 277299896 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/31/31 | &nbsp;&nbsp;&nbsp; 308221 | 321392633 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/33 | &nbsp;&nbsp;&nbsp; 546868 | 570878923 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/36 | &nbsp;&nbsp;&nbsp; 27685 | 28917848 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/38 | &nbsp;&nbsp;&nbsp; 47000 | 48512813 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/39 | &nbsp;&nbsp;&nbsp; 50707 | 51562681 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/44 | &nbsp;&nbsp;&nbsp; 209249 | 206829558 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/54 | &nbsp;&nbsp;&nbsp; 286505 | 278536580 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/15/27 | &nbsp;&nbsp;&nbsp; 288111 | 292714023 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/30/28 | &nbsp;&nbsp;&nbsp; 197522 | 203524818 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/29 | &nbsp;&nbsp;&nbsp; 287750 | 297888693 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/30/30 | &nbsp;&nbsp;&nbsp; 182484 | 190667267 |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/30/31 | &nbsp;&nbsp;&nbsp; 199727 | 209276447 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/31/31 | &nbsp;&nbsp;&nbsp; 197795 | 207267527 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/35 | &nbsp;&nbsp;&nbsp; 567826 | 596749637 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/40 | &nbsp;&nbsp;&nbsp; 45950 | 47141828 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | &nbsp;&nbsp;&nbsp; 209746 | 210368683 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/44 | &nbsp;&nbsp;&nbsp; 201758 | 201978673 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/54 | &nbsp;&nbsp;&nbsp; 345976 | 343327121 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/55 | &nbsp;&nbsp;&nbsp; 290075 | 287899437 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/55 | &nbsp;&nbsp;&nbsp; 173730 | 172617042 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/37 | &nbsp;&nbsp;&nbsp; 21977 | 23323091 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/41 | &nbsp;&nbsp;&nbsp; 56158 | 58079657 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/43 | &nbsp;&nbsp;&nbsp; 204910 | 209104252 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/45 | &nbsp;&nbsp;&nbsp; 169168 | 171969845 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/53 | &nbsp;&nbsp;&nbsp; 319670 | 322916648 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/55 | &nbsp;&nbsp;&nbsp; 296872 | 300722059 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/55 | &nbsp;&nbsp;&nbsp; 277667 | 281398150 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/28 | &nbsp;&nbsp;&nbsp; 203733 | 211420738 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/31/30 | &nbsp;&nbsp;&nbsp; $178613 | $188729753 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/45 | &nbsp;&nbsp;&nbsp; 111601 | 115175720 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 53658 | 58135089 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/45 | &nbsp;&nbsp;&nbsp; 148200 | 155494324 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/28 | &nbsp;&nbsp;&nbsp; 29377 | 30728801 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/29 | &nbsp;&nbsp;&nbsp; 60090 | 63249420 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/28 | &nbsp;&nbsp;&nbsp; 77000 | 80837969 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/15/29 | &nbsp;&nbsp;&nbsp; 14600 | 15852406 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/30 | &nbsp;&nbsp;&nbsp; 5000 | 5537109 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/15/27 | &nbsp;&nbsp;&nbsp; 28800 | 29799000 |
|  |  | 61507177712 |
| **Total U.S. Government & Agency Obligations — 70.0%** <br>**(Cost: $98,767,138,739)** | **Total U.S. Government & Agency Obligations — 70.0%** <br>**(Cost: $98,767,138,739)** | 94743830061 |
| **Total Long-Term Investments — 98.6%** <br>**(Cost: $139,012,652,850)** | **Total Long-Term Investments — 98.6%** <br>**(Cost: $139,012,652,850)** | 133511016925 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 3.4%** | **Money Market Funds — 3.4%** | **Money Market Funds — 3.4%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institutional, SL <br> Agency Shares, 4.11%<sup>(i)(j)</sup><br>| &nbsp;&nbsp;&nbsp; 4041800049 | 4043820949 |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.94%<sup>(i)(j)(k)</sup><br>| &nbsp;&nbsp;&nbsp; 554765038 | 554765038 |
| **Total Short-Term Securities — 3.4%** <br>**(Cost: $4,596,996,705)** | **Total Short-Term Securities — 3.4%** <br>**(Cost: $4,596,996,705)** | 4598585987 |
| **Total Investments — 102.0%** <br>**(Cost: $143,609,649,555)** | **Total Investments — 102.0%** <br>**(Cost: $143,609,649,555)** | 138109602912 |
| **Liabilities in Excess of Other Assets — (2.0)%** | **Liabilities in Excess of Other Assets — (2.0)%** | (2726219001)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $135383383911 |

---

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

<sup>(a)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. 

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

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

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

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

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

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

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

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

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

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

**Affiliates**

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*02/28/25*<br>| &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>*11/30/25*<br>| *Shares* <br>*Held at* <br>*11/30/25*<br>| *Income* | &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Institu-<br> tional, SL Agency Shares<br>| $3816842038<br> $226881287 <br><sup>(a)</sup><br>| $— | $242703 | $(145079)<br>| $4043820949 | 4041800049 | $103734360 | $— |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Trea-<br> sury, SL Agency Shares<br>| &nbsp;&nbsp;&nbsp;&nbsp; 469507208<br> 85257830 <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; 554765038 | 554765038 | 2259804 <br><sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
|  |  |  | $242703 | $(145079) | $4598585987 |  | $105994164 | $— |

---

&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. 

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core U.S. Aggregate Bond ETF**

**Fair Value Hierarchy as of Period End** 

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

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp; $528257651 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $528257651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Collateralized Mortgage Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 1367488078 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1367488078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; — | &nbsp;&nbsp; 33150660848 | &nbsp;&nbsp; — | &nbsp;&nbsp; 33150660848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 3139619568 | &nbsp;&nbsp; — | &nbsp;&nbsp; 3139619568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Debt Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 581160719 | &nbsp;&nbsp; — | &nbsp;&nbsp; 581160719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 94743830061 | &nbsp;&nbsp; — | &nbsp;&nbsp; 94743830061 |
| &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; 4598585987 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 4598585987 |
|  | &nbsp;&nbsp; $4598585987 | &nbsp;&nbsp; $133511016925 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $138109602912 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| AGM | Assured Guaranty Municipal Corp. |
| BAB | Build America Bond |
| BAM | Build America Mutual Assurance Co. |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| GO | General Obligation |
| GOL | General Obligation Limited |

---

---

| | |
|:---|:---|
| NPFGC | National Public Finance Guarantee Corp. |
| PSF | Permanent School Fund |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| SAP | Subject to Appropriations |
| SOFR | Secured Overnight Financing Rate |

---

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

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Core U.S. Aggregate Bond ETF

- **b. EDGAR series identifier (if any):** S000004362

- **c. LEI of Series:** 549300F7VSXTKBGHJE47

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $139325642854.25

**Total Liabilities:** $3942493620.09

**Net Assets:** $135383149234.16

**Delayed Delivery Securities:** $30397540.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1589.72000000 | **1-Year:** 1453729.73000000 | **5-Year:** 20533382.61000000 | **10-Year:** 10165638.58000000 | **30-Year:** 11171882.19000000

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

- **3-Month:** 57847.53000000 | **1-Year:** 0.00000000 | **5-Year:** 2595.14000000 | **10-Year:** 0.00000000 | **30-Year:** 4306.70000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000012092 | 1.10%                | 0.62%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $17912719.05             | $973718091.75                              |
| Month 2  | $-13091189.68            | $386676172.25                              |
| Month 3  | $-16348790.99            | $433361787.83                              |

### Schedule of Portfolio Investments

| Name                                                                             | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)    | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                                                              | ABB Finance USA Inc                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     580000 | PA      | $526550.21     | 0.00%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ABB FINANCE USA INC                                                              | ABB Finance USA Inc                                                             | CUSIP: 00037BAF9<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1096133.86    | 0.00%             | 2028-04-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $1703690.95    | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    3568000 | PA      | $3195824.70    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    5773000 | PA      | $5681997.20    | 0.00%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                        | AGCO Corp                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3105030.31    | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                                                        | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $3045567.48    | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1621000 | PA      | $1213096.20    | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2362000 | PA      | $2349903.37    | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    1556000 | PA      | $1219461.91    | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2327000 | PA      | $1618252.70    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2859796.31    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1428423.09    | 0.00%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2425893.03    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2128617.86    | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2268592.29    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2110484.55    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3363447.85    | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2289944.06    | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2718000 | PA      | $2694617.07    | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1543693.05    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $1964584.36    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1782000 | PA      | $1485595.61    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1886000 | PA      | $1451773.58    | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     739000 | PA      | $509550.57     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2243683.08    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1884000 | PA      | $1186111.22    | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1942369.29    | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2585080.11    | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1677038.37    | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     900000 | PA      | $935709.73     | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3241930.46    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2117343.42    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2157407.21    | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                                | AHS Hospital Corp                                                               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1199368.71    | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    6040000 | PA      | $5478935.88    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $4477807.63    | 0.00%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                     | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     580000 | PA      | $596051.25     | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    4992000 | PA      | $4421010.65    | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    2549000 | PA      | $2290815.36    | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1836628.79    | 0.00%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RAS1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1586616.82    | 0.00%             | 2039-02-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3112000 | PA      | $3145862.23    | 0.00%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5940000 | PA      | $5116529.90    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3274842.48    | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1584317.15    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12144000 | PA      | $11805486.00   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6341000 | PA      | $5624170.05    | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1942000 | PA      | $1993562.33    | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3004000 | PA      | $3168234.90    | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1979000 | PA      | $2154608.37    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1746673.69    | 0.00%             | 2042-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $6662226.34    | 0.00%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4209000 | PA      | $3557703.59    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5884000 | PA      | $5897050.24    | 0.00%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4907164.08    | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2367000 | PA      | $2292972.57    | 0.00%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1756000 | PA      | $1721278.19    | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2627000 | PA      | $2412264.79    | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3973000 | PA      | $3912211.07    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $5177961.86    | 0.00%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15542000 | PA      | $15627667.97   | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3121000 | PA      | $2910357.97    | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14894000 | PA      | $14981194.99   | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5277000 | PA      | $5083306.40    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    4739000 | PA      | $4725269.32    | 0.00%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2444000 | PA      | $2151525.93    | 0.00%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJL7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1944000 | PA      | $1751169.92    | 0.00%             | 2045-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12517000 | PA      | $12201363.32   | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   16621000 | PA      | $15322485.21   | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   11145000 | PA      | $8876717.66    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   13181000 | PA      | $9472359.31    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $4568343.12    | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2016263.41    | 0.00%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $2524588.47    | 0.00%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKF8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $2037396.62    | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   11266000 | PA      | $10714346.00   | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12366000 | PA      | $10909403.17   | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   32346000 | PA      | $22253971.66   | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   32163000 | PA      | $22012080.60   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   25857000 | PA      | $17612172.60   | 0.01%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   16950000 | PA      | $14544354.98   | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   25591000 | PA      | $18178433.52   | 0.01%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   12115000 | PA      | $12667346.47   | 0.01%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $6788611.53    | 0.01%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6165000 | PA      | $6375373.35    | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    7270000 | PA      | $7500475.07    | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    3535000 | PA      | $3538908.76    | 0.00%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $6300162.40    | 0.00%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5112805.10    | 0.00%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    8435000 | PA      | $8279279.52    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAB9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    3805000 | PA      | $3549581.19    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    4575000 | PA      | $3568106.05    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 00254ECJ9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     155000 | PA      | $90409.51      | 0.00%             | 2037-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3920566.00    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2887966.83    | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4489826.91    | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4923000 | PA      | $4996861.59    | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   13617000 | PA      | $13039522.09   | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $2891746.58    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    5579000 | PA      | $5285577.91    | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4798000 | PA      | $4304450.76    | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   11217000 | PA      | $10173218.89   | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   11336000 | PA      | $11254852.60   | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   11393000 | PA      | $10512544.74   | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $4998629.67    | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8458000 | PA      | $7491556.02    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $7720838.04    | 0.01%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3961000 | PA      | $4002917.48    | 0.00%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   25059000 | PA      | $24315474.66   | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17856000 | PA      | $16147793.44   | 0.01%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   24698000 | PA      | $20872855.51   | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    7492000 | PA      | $7460257.82    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2838000 | PA      | $2625446.29    | 0.00%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4873000 | PA      | $4605060.19    | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4634000 | PA      | $4295016.18    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   11120000 | PA      | $11242216.81   | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   15020000 | PA      | $15414783.73   | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    8245000 | PA      | $8559904.25    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   13580000 | PA      | $14085580.28   | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3663935.92    | 0.00%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   12020000 | PA      | $11961182.41   | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $5487781.28    | 0.00%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5360555.49    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $5346908.53    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $4961730.61    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3317262.69    | 0.00%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     715000 | PA      | $826477.95     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2713201.96    | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    7245000 | PA      | $6422499.06    | 0.00%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                                                             | ACE Capital Trust II                                                            | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2972000 | PA      | $3573552.53    | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    4210000 | PA      | $4222820.42    | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    5505000 | PA      | $5518118.03    | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $5860906.93    | 0.00%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                            | Accenture Capital Inc                                                           | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5236158.01    | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING                                                           | Acuity Brands Lighting Inc                                                      | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    2291000 | PA      | $2074405.10    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    5401000 | PA      | $5304306.11    | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    7816000 | PA      | $7330237.87    | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3842503.63    | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3363270.08    | 0.00%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2371936.46    | 0.00%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     920000 | PA      | $939368.81     | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1150257.60    | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                        | Adobe Inc                                                                       | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1770422.66    | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    1186000 | PA      | $1183517.01    | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    1586000 | PA      | $1352271.13    | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1318062.20    | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     455000 | PA      | $421090.72     | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1100885.45    | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | 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        |    6545000 | PA      | $6494235.28    | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAE5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    3182000 | PA      | $3162865.14    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4476000 | PA      | $4508741.67    | 0.00%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   16388000 | PA      | $15867636.42   | 0.01%             | 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        |   17724000 | PA      | $16434348.23   | 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: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    7297000 | PA      | $6617825.30    | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4938000 | PA      | $4069654.43    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5010000 | PA      | $5191651.88    | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4040000 | PA      | $4118790.06    | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3915000 | PA      | $4205594.71    | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3270000 | PA      | $3363804.46    | 0.00%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3745000 | PA      | $3849348.10    | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3585000 | PA      | $3673443.38    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3180000 | PA      | $3336436.44    | 0.00%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4530000 | PA      | $4583376.72    | 0.00%             | 2029-09-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5415000 | PA      | $5412508.94    | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2790000 | PA      | $2836096.32    | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | 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        |    3145000 | PA      | $3264222.86    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AERCAP IRELAND CAP/GLOBA                                                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $154384.16     | 0.00%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3905000 | PA      | $3903306.21    | 0.00%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2010000 | PA      | $1998983.61    | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVENTHEALTH OBL GRP                                                             | AdventHealth Obligated Group                                                    | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1529000 | PA      | $980812.11     | 0.00%             | 2051-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    3715000 | PA      | $3656975.94    | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    3435000 | PA      | $2937589.16    | 0.00%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2511614.52    | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                                                        | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    3170000 | PA      | $3204840.68    | 0.00%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    2331000 | PA      | $1629490.24    | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                    | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2592887.44    | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                    | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1402198.26    | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                                                           | Adventist Health System/West                                                    | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1178491.69    | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    3841000 | PA      | $4239640.95    | 0.00%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    2928000 | PA      | $3269930.79    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    3391000 | PA      | $2939425.45    | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    2724000 | PA      | $2399246.38    | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |      60000 | PA      | $45691.62      | 0.00%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                   | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    2711000 | PA      | $2593969.55    | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                                                         | Affiliated Managers Group Inc                                                   | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1776736.42    | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    3953000 | PA      | $3970989.83    | 0.00%             | 2034-05-07      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    4525000 | PA      | $4591743.34    | 0.00%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    2985000 | PA      | $3038290.31    | 0.00%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    4240000 | PA      | $4282071.78    | 0.00%             | 2027-01-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    3770000 | PA      | $3790309.22    | 0.00%             | 2027-02-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |     350000 | PA      | $348728.23     | 0.00%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   10814000 | PA      | $10971319.91   | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |    2110000 | PA      | $2126658.24    | 0.00%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                         | African Development Bank                                                        | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | XX        |   13445000 | PA      | $13892159.46   | 0.01%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    3374000 | PA      | $3209699.36    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $2874763.55    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    4709000 | PA      | $4264286.47    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1795353.17    | 0.00%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | Agilent Technologies Inc                                                        | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2398281.02    | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    1974000 | PA      | $1851329.88    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    2570000 | PA      | $2446457.63    | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    1451000 | PA      | $1256936.72    | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     785000 | PA      | $795742.40     | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |     680000 | PA      | $713268.51     | 0.00%             | 2034-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                         | Agree LP                                                                        | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    1290000 | PA      | $1358085.44    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AHOLD FINANCE USA LLC                                                            | Ahold Finance USA LLC                                                           | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    4356000 | PA      | $4739120.13    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4878000 | PA      | $4833557.08    | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2504000 | PA      | $2469531.39    | 0.00%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2354000 | PA      | $2366172.42    | 0.00%             | 2028-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2096000 | PA      | $2002324.21    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2876000 | PA      | $2691975.66    | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2948000 | PA      | $2739185.67    | 0.00%             | 2030-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2106377.77    | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2906950.74    | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4523000 | PA      | $4062546.34    | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1821506.35    | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4010000 | PA      | $4080934.53    | 0.00%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2031881.46    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                   | Air Lease Corp                                                                  | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1621709.62    | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    6677000 | PA      | $6494351.40    | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    4211000 | PA      | $3199110.43    | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    5432000 | PA      | $3548279.42    | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    3997000 | PA      | $3677406.12    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3717631.44    | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $5385171.63    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3622183.93    | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4766000.09    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BN5<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2506145.52    | 0.00%             | 2028-06-11      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1654693.30    | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    2720000 | PA      | $2768751.92    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    1170000 | PA      | $1172029.89    | 0.00%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     563000 | PA      | $564941.65     | 0.00%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAE2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     801000 | PA      | $803750.92     | 0.00%             | 2027-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 01021NAF9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     260000 | PA      | $260449.14     | 0.00%             | 2030-07-29      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1461035.95    | 0.00%             | 2038-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1284000 | PA      | $1397184.11    | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1677000 | PA      | $1396543.06    | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1701209.70    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3328000 | PA      | $2655740.90    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1852000 | PA      | $1589572.75    | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2626000 | PA      | $2033012.96    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FS2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2396000 | PA      | $2033345.99    | 0.00%             | 2048-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2858000 | PA      | $2081156.96    | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3214000 | PA      | $2850147.27    | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $1921828.14    | 0.00%             | 2051-07-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3340000 | PA      | $2210208.16    | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $949091.76     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2498039.50    | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2673854.21    | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1959367.46    | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2059640.70    | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2007352.88    | 0.00%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Alameda County Joint Powers Authority                                            | ALAMEDA CNTY CA JT PWRS AUTH LEASE REVENUE                                      | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1723537.68    | 0.00%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    4395000 | PA      | $4408044.14    | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2751867.49    | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2020660.49    | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1879086.09    | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1637609.69    | 0.00%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2599877.89    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    6085000 | PA      | $6039728.70    | 0.00%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    6217000 | PA      | $5573564.00    | 0.00%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    5230000 | PA      | $5348424.46    | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    6765000 | PA      | $6946590.05    | 0.01%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF ALBERTA                                                              | Province of Alberta Canada                                                      | CUSIP: 013051EY9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    7000000 | PA      | $6992196.82    | 0.01%             | 2035-11-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    2873000 | PA      | $3293149.59    | 0.00%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    4528000 | PA      | $4991138.65    | 0.00%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                                                              | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    2683000 | PA      | $2883344.73    | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     620000 | PA      | $635090.75     | 0.00%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $2083878.19    | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1791000 | PA      | $1796427.00    | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1792000 | PA      | $1786477.88    | 0.00%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2747000 | PA      | $2731885.10    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2452000 | PA      | $2476899.67    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1503000 | PA      | $1287810.82    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    3325000 | PA      | $3116323.57    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    3322000 | PA      | $2484624.22    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2347000 | PA      | $2208285.42    | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    3395000 | PA      | $3451047.31    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    4670000 | PA      | $3836839.03    | 0.00%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    4346000 | PA      | $3681919.21    | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    4040000 | PA      | $2485095.99    | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    3320000 | PA      | $2863915.33    | 0.00%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    4450000 | PA      | $3030042.29    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2470000 | PA      | $2393730.15    | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2275000 | PA      | $2010626.80    | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    1300000 | PA      | $1294819.85    | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2850000 | PA      | $2679211.21    | 0.00%             | 2054-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    2290000 | PA      | $2338958.69    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    3182000 | PA      | $3167294.32    | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   12144000 | PA      | $12024721.75   | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    5065000 | PA      | $4698875.01    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    8215000 | PA      | $7028855.46    | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    4345000 | PA      | $3714194.59    | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    5180000 | PA      | $4724641.53    | 0.00%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    4915000 | PA      | $3653039.15    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    7210000 | PA      | $5045538.61    | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    4558000 | PA      | $3044872.44    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     370000 | PA      | $382849.06     | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    1160000 | PA      | $1213919.86    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    2555000 | PA      | $2650963.86    | 0.00%             | 2054-11-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2237210.63    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    4484000 | PA      | $4394543.66    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2280289.57    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    2817000 | PA      | $2788351.34    | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2075776.75    | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLEGION PLC                                                                     | Allegion plc                                                                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    3321000 | PA      | $3228115.71    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                                                           | Allegion US Holding Co Inc                                                      | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2406897.88    | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                              | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1116037.34    | 0.00%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    1838000 | PA      | $1455178.01    | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                            | CUSIP: 01959LAE2<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $1276271.65    | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0124C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  123138187 | PA      | $110913274.07  | 0.08%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0126C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64650000 | PA      | $50115573.84   | 0.04%             | 2055-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0204C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  213839063 | PA      | $197659144.14  | 0.15%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0206C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   65355906 | PA      | $53164685.87   | 0.04%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0224C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  107320090 | PA      | $101405572.52  | 0.07%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0226C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  129326500 | PA      | $110013143.02  | 0.08%             | 2055-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0306C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  129397292 | PA      | $114906746.61  | 0.08%             | 2055-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0324C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4165500 | PA      | $4051107.04    | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0326C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  174436000 | PA      | $161326393.25  | 0.12%             | 2055-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0404C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60240000 | PA      | $59419470.96   | 0.04%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0406C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  168890000 | PA      | $160839974.68  | 0.12%             | 2055-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0424C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4200000 | PA      | $4201512.00    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0426C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81495000 | PA      | $79771354.67   | 0.06%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0504C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     975000 | PA      | $986758.50     | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0506C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  226320124 | PA      | $225839397.42  | 0.17%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0526C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  346880000 | PA      | $351252779.69  | 0.26%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0606C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  284755000 | PA      | $291546164.71  | 0.22%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                        | Uniform Mortgage-Backed Security, TBA                                           | CUSIP: 01F0626C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20075000 | PA      | $20795800.70   | 0.02%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2094000 | PA      | $2189998.97    | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    3086000 | PA      | $3252838.08    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2439632.25    | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2623184.69    | 0.00%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $2411646.42    | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    3902000 | PA      | $3265488.63    | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2982000 | PA      | $2962007.18    | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2718000 | PA      | $2108618.83    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    3194000 | PA      | $2787818.16    | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2315222.64    | 0.00%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2350838.42    | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBP4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    4445000 | PA      | $4178431.13    | 0.00%             | 2028-11-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3641318.07    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3588729.69    | 0.00%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2806015.60    | 0.00%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3340502.14    | 0.00%             | 2030-01-03      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3592643.96    | 0.00%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1133449.57    | 0.00%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1963784.81    | 0.00%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2815228.34    | 0.00%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                                      | Ally Auto Receivables Trust 2025-1                                              | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5500000 | PA      | $5507019.93    | 0.00%             | 2030-03-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   11699000 | PA      | $10340916.20   | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    6523000 | PA      | $4518537.74    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   12573000 | PA      | $7125921.38    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    7235000 | PA      | $3864368.98    | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    6345000 | PA      | $6056724.00    | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4644101.77    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    7285000 | PA      | $7340721.87    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3379864.69    | 0.00%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3855090.72    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1655002.85    | 0.00%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    6975000 | PA      | $7039254.54    | 0.01%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2184809.78    | 0.00%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $8969003.35    | 0.01%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    6975000 | PA      | $7129649.07    | 0.01%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6960570.30    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    6820000 | PA      | $7007508.47    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4504000 | PA      | $3816841.20    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2993000 | PA      | $2590687.40    | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7922000 | PA      | $7760867.31    | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    6462000 | PA      | $4927832.54    | 0.00%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7904000 | PA      | $8039046.64    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    9632000 | PA      | $10029975.17   | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   10332000 | PA      | $10521350.22   | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4614000 | PA      | $4449405.70    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2668000 | PA      | $2165419.77    | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    8225000 | PA      | $7283538.21    | 0.01%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7017000 | PA      | $5461946.42    | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    5992000 | PA      | $4307564.91    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $3144268.53    | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3703657.09    | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2352773.55    | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1647784.39    | 0.00%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1960114.00    | 0.00%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1769574.12    | 0.00%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1832408.24    | 0.00%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1647940.35    | 0.00%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6478054.19    | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6608000 | PA      | $6492562.14    | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   15828000 | PA      | $15690076.71   | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   12767000 | PA      | $11857209.92   | 0.01%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   14571000 | PA      | $12256953.12   | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    9711000 | PA      | $8033748.13    | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    3448000 | PA      | $3323709.77    | 0.00%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10245000 | PA      | $9244105.61    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10351000 | PA      | $6364596.17    | 0.00%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    9010000 | PA      | $5240088.60    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   11527000 | PA      | $10972127.57   | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   11535000 | PA      | $10444627.25   | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10229000 | PA      | $7897723.54    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   13190000 | PA      | $9098700.61    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7847000 | PA      | $5194453.64    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7216859.74    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $5843780.81    | 0.00%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10130000 | PA      | $9861090.13    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $8270437.94    | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5428000 | PA      | $4292034.84    | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    4269000 | PA      | $4335678.32    | 0.00%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $6615172.57    | 0.00%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8335000 | PA      | $8595785.73    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    7105000 | PA      | $7133630.09    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $8875413.52    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6647979.95    | 0.00%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10120000 | PA      | $10228873.09   | 0.01%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   11025000 | PA      | $11128482.19   | 0.01%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $8874192.84    | 0.01%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                       | Amdocs Ltd                                                                      | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    3621000 | PA      | $3322784.22    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2252755.81    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC                                                            | Amcor Finance USA Inc                                                           | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2932489.35    | 0.00%             | 2033-05-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3405030.17    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3254246.13    | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1319370.97    | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1913628.23    | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AMCOR GROUP FINANCE                                                              | Amcor Group Finance PLC                                                         | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |    2290000 | PA      | $2371145.01    | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2907000 | PA      | $3303825.50    | 0.00%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    3214000 | PA      | $3721191.22    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2657000 | PA      | $3101407.67    | 0.00%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3419938.90    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2511000 | PA      | $2382247.70    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2992444.15    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3592805.33    | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    3529000 | PA      | $3615710.04    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                      | Ameren Corp                                                                     | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2402536.70    | 0.00%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1076740.79    | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2446000 | PA      | $2060711.95    | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2581000 | PA      | $2005630.08    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2412000 | PA      | $2406379.05    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2549000 | PA      | $2205667.36    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1812000 | PA      | $1273486.94    | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1777000 | PA      | $1570830.22    | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1989000 | PA      | $1291329.31    | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2137886.90    | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1904273.05    | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2240552.77    | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2856268.94    | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    3605000 | PA      | $3684643.28    | 0.00%             | 2055-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    6128000 | PA      | $6804596.46    | 0.01%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    2570000 | PA      | $2792423.01    | 0.00%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    9717000 | PA      | $10493251.97   | 0.01%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    4935000 | PA      | $4341573.31    | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    5376000 | PA      | $4590293.14    | 0.00%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    6846000 | PA      | $6720159.98    | 0.00%             | 2029-04-22      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    5335000 | PA      | $5035221.60    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    4665000 | PA      | $4717188.38    | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    2420000 | PA      | $2474124.17    | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-1 AA PTT                                                         | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2153332 | PA      | $2107167.61    | 0.00%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 16-2 AA PTT                                                         | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2037092 | PA      | $1980924.89    | 0.00%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17-2 AA PTT                                                         | American Airlines 2017-2 Class AA Pass Through Trust                            | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2051369 | PA      | $1977344.01    | 0.00%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 16-1 AA PTT                                                         | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1787297 | PA      | $1758233.76    | 0.00%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                                            | American Airlines 2015-1 Class A Pass Through Trust                             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2010124 | PA      | $1973280.57    | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                                                         | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1239721 | PA      | $1194982.12    | 0.00%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| AMER AIRLN 15-2 AA PTT                                                           | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100674 | PA      | $2066054.11    | 0.00%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 19-1AA PTT                                                          | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2513717 | PA      | $2362724.65    | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                                                          | American Airlines 2021-1 Class A Pass Through Trust                             | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3377500 | PA      | $3092475.97    | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    2040000 | PA      | $1869349.78    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                                                         | American Assets Trust LP                                                        | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    1100000 | PA      | $1125944.88    | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2993000 | PA      | $2948073.00    | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3335000 | PA      | $3355990.19    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2191000 | PA      | $2024326.05    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1637000 | PA      | $1100204.29    | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3307199.01    | 0.00%             | 2062-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3060324.95    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2214000 | PA      | $2392186.28    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3101000 | PA      | $3278347.31    | 0.00%             | 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        |    5325000 | PA      | $5504570.24    | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $2036197.98    | 0.00%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3201576.93    | 0.00%             | 2054-12-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     760000 | PA      | $754485.19     | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     610000 | PA      | $608924.65     | 0.00%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                     | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    3116000 | PA      | $3136862.71    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                                                          | American National Group Inc                                                     | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     900000 | PA      | $932443.24     | 0.00%             | 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        |    2390000 | PA      | $2420132.76    | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6135000 | PA      | $5321723.30    | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    8795000 | PA      | $8730526.85    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    9155000 | PA      | $9006436.51    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5484315.27    | 0.00%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3217110.92    | 0.00%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5856000 | PA      | $5838213.98    | 0.00%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    8520000 | PA      | $8823452.07    | 0.01%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6915000 | PA      | $7134727.51    | 0.01%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6810000 | PA      | $7032568.64    | 0.01%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1323760.66    | 0.00%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5992818.17    | 0.00%             | 2031-10-30      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5585000 | PA      | $5657722.06    | 0.00%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2326879.78    | 0.00%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6589526.58    | 0.00%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $4305514.19    | 0.00%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    8210000 | PA      | $8515635.80    | 0.01%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4448920.24    | 0.00%             | 2031-01-30      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $5585756.22    | 0.00%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7376312.96    | 0.01%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6645000 | PA      | $6861687.34    | 0.01%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6690000 | PA      | $7105382.84    | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6835000 | PA      | $6890878.72    | 0.01%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $5198855.32    | 0.00%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7272198.90    | 0.01%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5076945.65    | 0.00%             | 2029-12-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1011434.87    | 0.00%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5118520.70    | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    9000000 | PA      | $9331496.46    | 0.01%             | 2030-09-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | American Express Credit Account Master Trust                                    | CUSIP: 02589BAE0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    5560000 | PA      | $5632619.49    | 0.00%             | 2029-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT                                                          | American Express Credit Corp                                                    | CUSIP: 0258M0EL9<br>LEI: 9ET6B8VCXWW51H8Z3M54 | Long             | DBT              | CORP              | US        |    3122000 | PA      | $3101252.47    | 0.00%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $1693184.37    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     902000 | PA      | $945652.23     | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     975000 | PA      | $957314.70     | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WCE9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2696000 | PA      | $2668368.56    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2766000 | PA      | $2716193.00    | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3417000 | PA      | $3015899.56    | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3668520.42    | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $2992770.20    | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WED9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2756690.13    | 0.00%             | 2028-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3646221.66    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3464239.96    | 0.00%             | 2028-07-07      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WER8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2682933.80    | 0.00%             | 2030-10-04      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3545000 | PA      | $3702254.85    | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2395454.85    | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3764123.86    | 0.00%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $3773800.61    | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2083375.56    | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $4040217.24    | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3584574.66    | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3413015.07    | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3139598.15    | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2266075.55    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2084695.83    | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2105638.95    | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1684732.31    | 0.00%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1968641.87    | 0.00%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2818554.26    | 0.00%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                           | American Honda Finance Corp                                                     | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3105000 | PA      | $3121364.59    | 0.00%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    3010000 | PA      | $3017367.16    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    2126000 | PA      | $2166456.21    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1110000 | PA      | $993178.16     | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    2275000 | PA      | $1556047.58    | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     925000 | PA      | $873614.80     | 0.00%             | 2032-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1050000 | PA      | $845212.13     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    2735000 | PA      | $2836338.18    | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    2200000 | PA      | $2283555.67    | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     915000 | PA      | $932973.99     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    1815000 | PA      | $1854633.83    | 0.00%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $1967659.93    | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1667326.87    | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     640000 | PA      | $586804.20     | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    6128000 | PA      | $5501121.47    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10174.89      | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    5389000 | PA      | $4549839.69    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2705476.97    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $3583250.33    | 0.00%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1681527.06    | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1958966.07    | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    6075000 | PA      | $7801434.26    | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2518000 | PA      | $2491143.06    | 0.00%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4761000 | PA      | $4718555.73    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4386000 | PA      | $4341274.03    | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3158000 | PA      | $3133249.55    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    7853000 | PA      | $7731146.73    | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3433000 | PA      | $3383563.19    | 0.00%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3111000 | PA      | $2331365.20    | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3440000 | PA      | $3255760.96    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4557000 | PA      | $4141094.50    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4485000 | PA      | $3011040.85    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3971000 | PA      | $3542939.86    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3223000 | PA      | $3051209.30    | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4140000 | PA      | $2680013.39    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4872000 | PA      | $4468480.64    | 0.00%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4325000 | PA      | $3855099.78    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3700000 | PA      | $3676571.71    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3700000 | PA      | $3604195.72    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4180000 | PA      | $4301695.18    | 0.00%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4105000 | PA      | $4333708.68    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4270000 | PA      | $4386745.98    | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4511000 | PA      | $4737096.73    | 0.00%             | 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        |    4635000 | PA      | $4841392.24    | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3895000 | PA      | $4176880.49    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3850000 | PA      | $3961786.41    | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    3710000 | PA      | $3866409.19    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2905000 | PA      | $2976322.05    | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    2945000 | PA      | $3050143.86    | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4155000 | PA      | $4251684.23    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    4045000 | PA      | $4169530.62    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                                              | American University/The                                                         | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2195348.47    | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1349821.29    | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1529000 | PA      | $1343716.96    | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2421000 | PA      | $2110303.85    | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1786388.92    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2489384.11    | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $3509303.77    | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2417000 | PA      | $2407073.36    | 0.00%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2192000 | PA      | $1813386.89    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3926000 | PA      | $3853687.24    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3406000 | PA      | $2793359.68    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3249000 | PA      | $3085815.92    | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3599000 | PA      | $2614441.15    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2429091.58    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3471000 | PA      | $2395939.46    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $3029210.27    | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2429688.69    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1992974.14    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3859668.73    | 0.00%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    4120000 | PA      | $4192476.57    | 0.00%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |    1435000 | PA      | $1416521.07    | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY OPER PA                                                         | Americold Realty Operating Partnership LP                                       | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              |  | US        |    1800000 | PA      | $1827148.82    | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2280555.12    | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5606000 | PA      | $5544065.08    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2207263.89    | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2197000 | PA      | $2074182.43    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5590000 | PA      | $5169757.50    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1305579.67    | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1215706.14    | 0.00%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2947755.33    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1965085.51    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2951709.75    | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2933534.86    | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3488418.82    | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                         | Ameriprise Financial Inc                                                        | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2486189.93    | 0.00%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2987970.79    | 0.00%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3417056.96    | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1314745.61    | 0.00%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3292000 | PA      | $3152503.15    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2352803.43    | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3690957.62    | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10209000 | PA      | $8892125.06    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6429000 | PA      | $5597825.06    | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $12127747.79   | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5777000 | PA      | $5697844.01    | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4942000 | PA      | $3948250.93    | 0.00%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    7445000 | PA      | $5415475.43    | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5067000 | PA      | $4957800.07    | 0.00%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5262000 | PA      | $4903509.52    | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6006000 | PA      | $5451854.97    | 0.00%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $2457079.79    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $4819899.28    | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $2565274.64    | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6238000 | PA      | $5866731.77    | 0.00%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4317000 | PA      | $2866533.24    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $2891052.02    | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3691000 | PA      | $3490022.84    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3559000 | PA      | $2872762.23    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4731000 | PA      | $3788114.07    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6280000 | PA      | $6272664.71    | 0.00%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4174167.68    | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4965000 | PA      | $4472036.22    | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   17355000 | PA      | $17758931.38   | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   13070000 | PA      | $13579211.77   | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   16860000 | PA      | $17578712.13   | 0.01%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12460000 | PA      | $12710662.18   | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   17275000 | PA      | $17355704.31   | 0.01%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   11385000 | PA      | $11424510.28   | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    3291000 | PA      | $3329681.13    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    5267000 | PA      | $5009527.66    | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3742795.36    | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2571857.25    | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2748154.08    | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $2035845.91    | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2733827.58    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1405703.26    | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1960173.75    | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $4077659.38    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1769912.30    | 0.00%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3705980.59    | 0.00%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4753842.60    | 0.00%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6187473.13    | 0.00%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    5455000 | PA      | $5314212.45    | 0.00%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AK1<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2238154.84    | 0.00%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    5583000 | PA      | $5563144.17    | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    4804000 | PA      | $4527291.62    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $3875111.84    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $2750083.85    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    5285000 | PA      | $3495752.68    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    3537000 | PA      | $3512543.98    | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2643411.07    | 0.00%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2429952.04    | 0.00%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3582086.50    | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3602557.53    | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANDREW W MELLON FOUNDATI                                                         | Andrew W Mellon Foundation/The                                                  | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3337974.59    | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    3243000 | PA      | $3107218.22    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    4590000 | PA      | $4458252.31    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23778000 | PA      | $23790148.66   | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   39671000 | PA      | $37348680.69   | 0.03%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    6141000 | PA      | $7985694.07    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $3361719.52    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    8210000 | PA      | $7187805.00    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    9315000 | PA      | $9760553.03    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   16980000 | PA      | $17266964.04   | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    8736000 | PA      | $9114052.85    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    4518000 | PA      | $4697328.95    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1863244.67    | 0.00%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    6785000 | PA      | $6588407.27    | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    3648000 | PA      | $3510600.93    | 0.00%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1130728.20    | 0.00%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2285864.04    | 0.00%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    9384000 | PA      | $9598972.05    | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AR1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    4724000 | PA      | $4909434.05    | 0.00%             | 2031-01-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     990000 | PA      | $904990.18     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    8751000 | PA      | $8570776.74    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AB2<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     160000 | PA      | $136197.23     | 0.00%             | 2043-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    3556000 | PA      | $3546409.11    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    6424000 | PA      | $6024066.69    | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    3093000 | PA      | $2827002.80    | 0.00%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8098000 | PA      | $8042309.33    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    7286000 | PA      | $6114268.83    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6463000 | PA      | $6467609.80    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4535000 | PA      | $3899896.24    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5322000 | PA      | $3945423.14    | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4567000 | PA      | $4357998.78    | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2661000 | PA      | $1768254.51    | 0.00%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4913000 | PA      | $4522513.83    | 0.00%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $5047665.03    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6463000 | PA      | $4666877.49    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2813000 | PA      | $2744901.83    | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2290420.57    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3851243.48    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2842197.56    | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2614402.06    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $4185718.14    | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $3794710.42    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3257342.02    | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $4237886.86    | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5115000 | PA      | $5241400.86    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5810000 | PA      | $5748802.86    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3572000 | PA      | $3543594.03    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3083357.95    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2661815.80    | 0.00%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2864761.47    | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3837529.66    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    1121000 | PA      | $1166811.49    | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    3334000 | PA      | $3681656.15    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    2937000 | PA      | $2975373.76    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    4122000 | PA      | $4071314.86    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    4881000 | PA      | $4603420.17    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2465000 | PA      | $2178729.94    | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    5070000 | PA      | $3199178.26    | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2400000 | PA      | $2171165.81    | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2925000 | PA      | $2873714.54    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    3665000 | PA      | $2780134.16    | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2305000 | PA      | $2371232.93    | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                                                         | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2800000 | PA      | $2925618.56    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3406106.34    | 0.00%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4555000 | PA      | $4696645.15    | 0.00%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3588620.14    | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7483000 | PA      | $7825952.92    | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5680000 | PA      | $5747178.16    | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1890612.70    | 0.00%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2637530.57    | 0.00%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAZ1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2189197.65    | 0.00%             | 2030-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QBA5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     120000 | PA      | $120738.58     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1513681.75    | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QBG2<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1676796.47    | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    2104000 | PA      | $2322625.71    | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2108718.83    | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2222052.75    | 0.00%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2505645.35    | 0.00%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1485682.17    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2516921.09    | 0.00%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4749533.51    | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2224618.28    | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                         | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAG8<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1712910.89    | 0.00%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $2395851.32    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1315158.87    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1948000 | PA      | $1662055.69    | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2309000 | PA      | $2283464.70    | 0.00%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $1785897.80    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $1869958.34    | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1962000 | PA      | $1797225.81    | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2612722.17    | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1884542.09    | 0.00%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   12998000 | PA      | $11162503.42   | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $3428689.31    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8616000 | PA      | $6859734.20    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8464000 | PA      | $7687554.88    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7443000 | PA      | $7602462.33    | 0.01%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   15169000 | PA      | $14223932.32   | 0.01%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10389000 | PA      | $8602964.88    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4846000 | PA      | $4249198.28    | 0.00%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5770000 | PA      | $5747717.47    | 0.00%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9472000 | PA      | $9413316.98    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CX6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2831376.66    | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10446000 | PA      | $10310863.34   | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6049000 | PA      | $4889953.17    | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6682000 | PA      | $5411561.16    | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7677000 | PA      | $7599712.03    | 0.01%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7285000 | PA      | $6884571.67    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7293000 | PA      | $5025686.30    | 0.00%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8863000 | PA      | $8075302.38    | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10196000 | PA      | $6571804.88    | 0.00%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8442000 | PA      | $7510919.33    | 0.01%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4751000 | PA      | $2903265.55    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   11962000 | PA      | $6926721.22    | 0.01%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8597000 | PA      | $8152847.26    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9770000 | PA      | $8739777.34    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $3626627.86    | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10890000 | PA      | $6955701.75    | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    6733000 | PA      | $4085620.42    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10605000 | PA      | $10001249.93   | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5748000 | PA      | $5117597.70    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8904000 | PA      | $5698782.78    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5585000 | PA      | $3403748.37    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EN6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4428437.72    | 0.00%             | 2029-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7655000 | PA      | $7370151.86    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $6624312.50    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    5305000 | PA      | $4287592.94    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4556169.13    | 0.00%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2952199.22    | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4897891.32    | 0.00%             | 2033-05-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4365000 | PA      | $4224580.22    | 0.00%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4988342.90    | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4759861.72    | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4567434.12    | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4592188.22    | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    3109000 | PA      | $3335043.98    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $3329321.69    | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    7125000 | PA      | $7081942.13    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    4777000 | PA      | $4198386.97    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    5295000 | PA      | $4797816.07    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    3516000 | PA      | $2301327.59    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $3689142.55    | 0.00%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2429196.66    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1391575.15    | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $4078709.39    | 0.00%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1533851.57    | 0.00%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3413675.13    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                    | AppLovin Corp                                                                   | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2468489.32    | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $1282238.91    | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                   | AptarGroup Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2221185.71    | 0.00%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1772000 | PA      | $1445105.82    | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    1802000 | PA      | $1669811.39    | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    6595000 | PA      | $4294873.66    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1517000 | PA      | $1483521.71    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $2796399.57    | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAA8<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    1720000 | PA      | $1752779.00    | 0.00%             | 2029-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAB6<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    2275000 | PA      | $2303534.48    | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAC4<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    2990000 | PA      | $2914084.98    | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                          | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    1545000 | PA      | $1811000.72    | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2709956.75    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    3045000 | PA      | $3451395.38    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2340000 | PA      | $2561090.81    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2747000 | PA      | $2754729.56    | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    6015000 | PA      | $6260539.22    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    4295000 | PA      | $4810047.12    | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2300000 | PA      | $2481093.19    | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    2640000 | PA      | $2762632.33    | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| ARCH CAPITAL GROUP LTD                                                           | Arch Capital Group Ltd                                                          | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    5037000 | PA      | $3809897.90    | 0.00%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    3217000 | PA      | $3215583.36    | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    2614000 | PA      | $2483455.35    | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AB0<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    5976000 | PA      | $5775119.87    | 0.00%             | 2030-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1157095.60    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    3485000 | PA      | $3212396.02    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1678745.31    | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1882000 | PA      | $2062837.56    | 0.00%             | 2032-10-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    2206000 | PA      | $2344968.07    | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    2227000 | PA      | $2055268.06    | 0.00%             | 2042-03-26      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BH4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    1557000 | PA      | $1323499.76    | 0.00%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $1610109.67    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    2924000 | PA      | $2549266.74    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                            | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2632453.57    | 0.00%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1988927.05    | 0.00%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5725395.42    | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $2833707.07    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2264000 | PA      | $2211798.45    | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    4382000 | PA      | $4496334.92    | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    4835000 | PA      | $4963744.74    | 0.00%             | 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        |    3044000 | PA      | $3129721.99    | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    4605000 | PA      | $4658097.31    | 0.00%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3590536.93    | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                | Ares Capital Corp                                                               | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1631010.18    | 0.00%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1567211.49    | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3085626.70    | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1539525.54    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3272602.18    | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1567891.48    | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1362843.36    | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1461498.43    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                         | Ares Strategic Income Fund                                                      | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1524303.40    | 0.00%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1603801.91    | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $1977242.96    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2502000 | PA      | $2126499.39    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2006000 | PA      | $1553104.76    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $2085783.06    | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1316753.62    | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CY8<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1512519.84    | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2494155.98    | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1733000 | PA      | $1250013.66    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2982000 | PA      | $2087381.66    | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2051000 | PA      | $1258253.74    | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1747009.34    | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1938601.43    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2168314.10    | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $3042072.26    | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2789920.58    | 0.00%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3282386.13    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    3213000 | PA      | $2884370.47    | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2534339.27    | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                                                            | Arrow Electronics Inc                                                           | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2403950.35    | 0.00%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2196782.39    | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    3965000 | PA      | $2543527.64    | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1870893.47    | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2378000 | PA      | $2364917.98    | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2321503.56    | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2938397.83    | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $2069837.89    | 0.00%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1880609.54    | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3397650.60    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1758831.01    | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2353005.29    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4570579.35    | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3084259.96    | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2137858.35    | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $4069890.23    | 0.00%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830000 | PA      | $834564.02     | 0.00%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2714570.58    | 0.00%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2077667.61    | 0.00%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4184000 | PA      | $3964164.06    | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3831000 | PA      | $3083965.11    | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    2550000 | PA      | $2644338.78    | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    7160000 | PA      | $7539932.08    | 0.01%             | 2028-06-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167AZ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    3125000 | PA      | $3327998.53    | 0.00%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    9306000 | PA      | $9201360.64    | 0.01%             | 2027-01-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    1090000 | PA      | $1068615.97    | 0.00%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    8007000 | PA      | $7849133.03    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    6635000 | PA      | $6529619.88    | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    1279000 | PA      | $1264870.13    | 0.00%             | 2028-09-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    8152000 | PA      | $7621163.69    | 0.01%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    8226000 | PA      | $7679217.62    | 0.01%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    3099000 | PA      | $2701199.34    | 0.00%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    2879000 | PA      | $2579246.06    | 0.00%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    2955000 | PA      | $2793780.55    | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   11009000 | PA      | $10747192.66   | 0.01%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FL2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    1405000 | PA      | $1331872.07    | 0.00%             | 2029-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    1800000 | PA      | $1729487.00    | 0.00%             | 2032-04-27      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    9938000 | PA      | $9864374.72    | 0.01%             | 2027-08-20      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    5135000 | PA      | $5146091.29    | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   16314000 | PA      | $16444069.07   | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   11859000 | PA      | $11918665.24   | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   14765000 | PA      | $15137343.92   | 0.01%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   15559000 | PA      | $15636632.72   | 0.01%             | 2027-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    9431000 | PA      | $9545372.00    | 0.01%             | 2034-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   10606000 | PA      | $10866725.07   | 0.01%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   14795000 | PA      | $14817551.57   | 0.01%             | 2029-08-28      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    4790000 | PA      | $4873921.52    | 0.00%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |   12212000 | PA      | $12534741.79   | 0.01%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    8380000 | PA      | $8548324.53    | 0.01%             | 2030-05-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 045167GM9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    7380000 | PA      | $7411944.26    | 0.01%             | 2030-08-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |    9090000 | PA      | $9077955.75    | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 04517PBW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     660000 | PA      | $665560.06     | 0.00%             | 2028-09-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ASIAN DEVELOPMENT BANK                                                           | Asian Development Bank                                                          | CUSIP: 04517PCD2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | NUSS              | XX        |     360000 | PA      | $365807.09     | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    4107000 | PA      | $4119009.69    | 0.00%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    4844000 | PA      | $4888141.68    | 0.00%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    2480000 | PA      | $2521051.32    | 0.00%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    7565000 | PA      | $7725702.99    | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    7437000 | PA      | $7684263.44    | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |   10880000 | PA      | $11285918.87   | 0.01%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INV                                                         | Asian Infrastructure Investment Bank/The                                        | CUSIP: 04522KAR7<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | NUSS              | XX        |    1248000 | PA      | $1250752.04    | 0.00%             | 2028-09-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                                                         | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |      60000 | PA      | $62773.39      | 0.00%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                                                  | Associated Banc-Corp                                                            | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     495000 | PA      | $515025.50     | 0.00%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    2961000 | PA      | $2794123.43    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1388972.31    | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1524049.44    | 0.00%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2496135.02    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    2387000 | PA      | $2324768.64    | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1758955.19    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                     | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1338464.26    | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   12337000 | PA      | $14211977.38   | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    4929000 | PA      | $4309965.71    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    4264000 | PA      | $3824847.19    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    5516000 | PA      | $5464139.84    | 0.00%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    4970000 | PA      | $4984520.10    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    3902000 | PA      | $3468174.08    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    6451000 | PA      | $5742563.11    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    2344000 | PA      | $1351535.77    | 0.00%             | 2050-08-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    1355000 | PA      | $935828.69     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    3887000 | PA      | $3546697.00    | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    6824000 | PA      | $6496624.40    | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $6084979.44    | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3645161.24    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    2129000 | PA      | $2208721.72    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    6015000 | PA      | $6085798.60    | 0.00%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6171716.10    | 0.00%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4904533.46    | 0.00%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    5435000 | PA      | $5663087.71    | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1875355.23    | 0.00%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $5464641.31    | 0.00%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    2347000 | PA      | $2488799.94    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2709533.94    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $2537134.19    | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $2795637.37    | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2383627.42    | 0.00%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3743000 | PA      | $3887071.89    | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3036464.33    | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     910000 | PA      | $887240.49     | 0.00%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2710390.15    | 0.00%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     620000 | PA      | $607546.61     | 0.00%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA GA WTR & WSTWTR REVENUE                                                 | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1330000 | PA      | $1138714.68    | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                       | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    2447000 | PA      | $2451700.15    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                                                           | Atlantic City Electric Co                                                       | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    2189000 | PA      | $1987751.33    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2535960.46    | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                            | Atlassian Corp                                                                  | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2025921.65    | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2686000 | PA      | $2786288.63    | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3164000 | PA      | $2728147.61    | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3201000 | PA      | $2746095.74    | 0.00%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3375510.24    | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $1960209.88    | 0.00%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3139000 | PA      | $2566307.06    | 0.00%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2991000 | PA      | $2843976.80    | 0.00%             | 2029-09-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3172000 | PA      | $2288014.29    | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2494216.71    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3008000 | PA      | $1910411.39    | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     635000 | PA      | $673920.78     | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2480147.23    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3886026.43    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1857314.40    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     725000 | PA      | $673415.65     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1861293.01    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2942056.02    | 0.00%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    5935000 | PA      | $5995382.87    | 0.00%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    3505000 | PA      | $3565490.76    | 0.00%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB42<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    3635000 | PA      | $3643232.26    | 0.00%             | 2027-09-30      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    3620000 | PA      | $3712121.04    | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB67<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    3600000 | PA      | $3620756.52    | 0.00%             | 2026-12-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                                       | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    2590000 | PA      | $2624369.14    | 0.00%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    4285000 | PA      | $4253367.49    | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    4022000 | PA      | $3813256.35    | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    5248000 | PA      | $4690943.06    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                                     | Autodesk Inc                                                                    | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1912950.97    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    6822000 | PA      | $6041249.25    | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    5685000 | PA      | $5415770.51    | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3512073.34    | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                                                         | Automatic Data Processing Inc                                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $4135719.58    | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2936377.36    | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2177000 | PA      | $2158467.09    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2308000 | PA      | $2333014.82    | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1467000 | PA      | $1380624.48    | 0.00%             | 2028-08-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2230000 | PA      | $1966288.03    | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $703950.74     | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                                   | AutoNation Inc                                                                  | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1328838.67    | 0.00%             | 2029-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $3801988.34    | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2299389.49    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    3795000 | PA      | $3764473.06    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1901000 | PA      | $1665783.61    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3713274.03    | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2751009.88    | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2660545.17    | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1354770.91    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $2719419.62    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $2330317.93    | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2540213.93    | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2932828.13    | 0.00%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AUTOZONE INC                                                                     | AutoZone Inc                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     850000 | PA      | $879896.99     | 0.00%             | 2030-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    3055000 | PA      | $2691735.72    | 0.00%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    2745000 | PA      | $2587386.33    | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    1390000 | PA      | $1429268.76    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    2205000 | PA      | $2305393.43    | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     825000 | PA      | $861217.57     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     945000 | PA      | $958858.33     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    1465000 | PA      | $1472294.31    | 0.00%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1073881.16    | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    2607000 | PA      | $2585871.54    | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    1100000 | PA      | $921317.96     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2423000 | PA      | $2386343.31    | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    2015000 | PA      | $1736796.47    | 0.00%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    1998000 | PA      | $1948215.69    | 0.00%             | 2029-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    3908000 | PA      | $3626723.93    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    3724000 | PA      | $3413657.70    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                                     | Avangrid Inc                                                                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    4518000 | PA      | $4460680.31    | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    3866000 | PA      | $3946335.25    | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    2237000 | PA      | $2093770.89    | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2140124.20    | 0.00%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                              | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1994943.37    | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2031888.29    | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $2337373.09    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    1996000 | PA      | $1811929.52    | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1859959.55    | 0.00%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                                        | Avnet Inc                                                                       | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2434803.89    | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                                                                          | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     425000 | PA      | $502998.24     | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    5036000 | PA      | $5056873.77    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    4684000 | PA      | $4249472.06    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2189000 | PA      | $2161098.55    | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                                                           | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1821000 | PA      | $1756370.27    | 0.00%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINAN PLC                                                         | AXIS Specialty Finance PLC                                                      | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    2289000 | PA      | $2279540.34    | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3971204.12    | 0.00%             | 2051-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1520000 | PA      | $1518350.69    | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | Barclays Commercial Mortgage Trust 2019-C5                                      | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $958057.83     | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2020-C6                                                    | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9334465.50    | 0.01%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2020-C7                                                    | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13900000 | PA      | $12560216.67   | 0.01%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2021-C9                                                    | CUSIP: 05493EBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $416014.62     | 0.00%             | 2054-02-15      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2021-C11                                                   | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3765000 | PA      | $3344198.79    | 0.00%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-5C23                                                  | CUSIP: 05493QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1072499.14    | 0.00%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C30                                                   | CUSIP: 05493YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $947762.53     | 0.00%             | 2057-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C30                                                   | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1593210.75    | 0.00%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C30                                                   | CUSIP: 05493YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1044719.87    | 0.00%             | 2057-11-15      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2025-BNK49                                                                 | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3175355 | PA      | $3388230.42    | 0.00%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-5C37                                                  | CUSIP: 05494NAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5700000 | PA      | $5858004.29    | 0.00%             | 2058-09-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C18                                                   | CUSIP: 054975AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3160000 | PA      | $3371969.70    | 0.00%             | 2055-12-15      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C18                                                   | CUSIP: 054975AL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1503527.13    | 0.00%             | 2055-12-15      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C17                                                   | CUSIP: 054976AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1985085.88    | 0.00%             | 2055-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C17                                                   | CUSIP: 054976AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $461473.67     | 0.00%             | 2055-09-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $5145743.27    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5860000 | PA      | $6486306.78    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $4231804.99    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4630000 | PA      | $5306468.42    | 0.00%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2642105.25    | 0.00%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                                | BA Credit Card Trust                                                            | CUSIP: 05522RDH8<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   29311000 | PA      | $29611407.56   | 0.02%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5208000 | PA      | $5158125.95    | 0.00%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   11614000 | PA      | $10749163.84   | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8120000 | PA      | $6832102.31    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2777000 | PA      | $2702752.43    | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4713000 | PA      | $4040308.51    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4783000 | PA      | $4893880.46    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5089000 | PA      | $5119940.25    | 0.00%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2337000 | PA      | $2136238.96    | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $4141790.42    | 0.00%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    5448000 | PA      | $5023300.89    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1594670.90    | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     830000 | PA      | $616319.60     | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3795000 | PA      | $3639284.47    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4282141.26    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    2836000 | PA      | $3320963.20    | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $4392081.51    | 0.00%             | 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        |    3745000 | PA      | $4027707.54    | 0.00%             | 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        |    3250000 | PA      | $3387086.50    | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $4161362.10    | 0.00%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     190000 | PA      | $199102.50     | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    6240000 | PA      | $6284663.80    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                             | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    4970000 | PA      | $5222382.61    | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4416000 | PA      | $4369537.63    | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    4421000 | PA      | $3874416.61    | 0.00%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   11448000 | PA      | $10994766.35   | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    4460000 | PA      | $4534016.55    | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    2895000 | PA      | $2964069.98    | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    5363000 | PA      | $5525669.93    | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    4410000 | PA      | $4604931.31    | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    5960000 | PA      | $6218854.90    | 0.00%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    2590000 | PA      | $2623559.72    | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    4450000 | PA      | $4599711.97    | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    3525000 | PA      | $3659479.98    | 0.00%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    5515000 | PA      | $5739075.11    | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    1880000 | PA      | $1961546.30    | 0.00%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     875000 | PA      | $890215.84     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | Barclays Commercial Mortgage Trust 2019-C3                                      | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2145414.99    | 0.00%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Trust 2021-C10                                                            | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2371344.13    | 0.00%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Trust 2021-C10                                                            | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18494133 | PA      | $16963087.55   | 0.01%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2020-C8                                                    | CUSIP: 05552ABA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     961212 | PA      | $916456.31     | 0.00%             | 2053-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C15                                                   | CUSIP: 05552FBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3745000 | PA      | $3549592.27    | 0.00%             | 2055-04-15      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2021-C12                                                   | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2704104.21    | 0.00%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2022-C16                                                   | CUSIP: 05552YAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5390000 | PA      | $5392931.78    | 0.00%             | 2055-06-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C19                                                   | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1045765.93    | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C21                                                   | CUSIP: 05553WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2130936.32    | 0.00%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C21                                                   | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10851776.20   | 0.01%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C21                                                   | CUSIP: 05553WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1080595.13    | 0.00%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C22                                                   | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3970000 | PA      | $4428768.36    | 0.00%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-5C25                                                  | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3144873.03    | 0.00%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-5C25                                                  | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1049385.15    | 0.00%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-5C25                                                  | CUSIP: 05554VAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2893794.96    | 0.00%             | 2057-03-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-5C25                                                  | CUSIP: 05554VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1660000 | PA      | $1710655.58    | 0.00%             | 2057-03-15      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C26                                                   | CUSIP: 05555AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2210000 | PA      | $2302687.64    | 0.00%             | 2057-05-15      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-5C27                                                  | CUSIP: 05555FAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     995904 | PA      | $1028665.17    | 0.00%             | 2057-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2389268.59    | 0.00%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1562135.86    | 0.00%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-5C29                                                  | CUSIP: 05555PAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5100000 | PA      | $5262270.17    | 0.00%             | 2057-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-5C36                                                  | CUSIP: 05556CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1048051.70    | 0.00%             | 2058-08-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-5C36                                                  | CUSIP: 05556CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1046245.87    | 0.00%             | 2058-08-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-5C38                                                  | CUSIP: 05556RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1861242.26    | 0.00%             | 2058-11-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    3982000 | PA      | $3957439.10    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                           | BP Capital Markets PLC                                                          | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    7070000 | PA      | $7002260.07    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE SA                                                                         | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    2433000 | PA      | $2418279.79    | 0.00%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2023-C7 Mortgage Trust                                                      | CUSIP: 05593FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1639764.93    | 0.00%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-C8 Mortgage Trust                                                      | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4223760.28    | 0.00%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-C8 Mortgage Trust                                                      | CUSIP: 05593HAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2330000 | PA      | $2445269.43    | 0.00%             | 2057-03-15      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-C8 Mortgage Trust                                                      | CUSIP: 05593HAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1531217.67    | 0.00%             | 2057-03-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-C9 Mortgage Trust                                                      | CUSIP: 05593MAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $511105.98     | 0.00%             | 2057-07-15      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $515999.79     | 0.00%             | 2057-09-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2052466.56    | 0.00%             | 2057-09-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $774995.01     | 0.00%             | 2057-09-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C6 Mortgage Trust                                                     | CUSIP: 05593QAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $500239.24     | 0.00%             | 2057-09-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C5 Mortgage Trust                                                     | CUSIP: 05593RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3730000 | PA      | $3911125.85    | 0.00%             | 2057-02-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C5 Mortgage Trust                                                     | CUSIP: 05593RAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     260000 | PA      | $273970.46     | 0.00%             | 2057-02-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2023-C6 MORTGAGE TRUST                                                      | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   30000000 | PA      | $32104338.90   | 0.02%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2022-C2 Mortgage Trust                                                      | CUSIP: 05602NAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1955857 | PA      | $1966496.42    | 0.00%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2022-C3 MORTGAGE TRUST                                                      | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1241072.22    | 0.00%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2023-5C2 Mortgage Trust                                                     | CUSIP: 05610QAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11200000 | PA      | $11977499.07   | 0.01%             | 2056-11-15      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 Mortgage Trust                                                     | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7750000 | PA      | $8264473.91    | 0.01%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-5C10 Mortgage Trust                                                    | CUSIP: 05615BAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $509550.24     | 0.00%             | 2058-05-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C12 Mortgage Trust                                                     | CUSIP: 05615DAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1057961.00    | 0.00%             | 2058-06-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C12 Mortgage Trust                                                     | CUSIP: 05615DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1619160.08    | 0.00%             | 2058-06-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1964000 | PA      | $1954041.73    | 0.00%             | 2027-07-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    2260000 | PA      | $2277557.10    | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1965000 | PA      | $2012245.03    | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1425000 | PA      | $1387568.19    | 0.00%             | 2030-04-07      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     760000 | PA      | $693555.46     | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| BAIDU INC                                                                        | Baidu Inc                                                                       | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    1524000 | PA      | $1481776.28    | 0.00%             | 2027-02-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                         | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249752.20     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES HLDGS LLC                                                           | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    5659000 | PA      | $5593938.99    | 0.00%             | 2040-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7321000 | PA      | $7238331.05    | 0.01%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6483000 | PA      | $5239109.90    | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2521000 | PA      | $2437678.08    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2859000 | PA      | $2893501.95    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                                                          | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5145000 | PA      | $5043332.74    | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1439918.50    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $1870328.38    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1829000 | PA      | $1434477.18    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1794000 | PA      | $1500883.11    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1457558.70    | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1126741.11    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $3137726.04    | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2402000 | PA      | $2077989.68    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2774977.64    | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1563785.23    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1704774.29    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $4154075.84    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10881000 | PA      | $11492169.23   | 0.01%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    3740000 | PA      | $3867217.48    | 0.00%             | 2028-09-14      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    3180000 | PA      | $3728763.03    | 0.00%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    3420000 | PA      | $3547631.63    | 0.00%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| BANCO BILBAO VIZCAYA ARG                                                         | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    4150000 | PA      | $4440871.13    | 0.00%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6783000 | PA      | $6795406.99    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4464000 | PA      | $4427656.84    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5224000 | PA      | $5245803.51    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3990000 | PA      | $3715379.79    | 0.00%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5603000 | PA      | $5597918.86    | 0.00%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6503000 | PA      | $6620408.09    | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7210000 | PA      | $7481356.86    | 0.01%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    8805000 | PA      | $9826905.75    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3630000 | PA      | $3882135.08    | 0.00%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6550000 | PA      | $7548549.01    | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2200000 | PA      | $2237996.51    | 0.00%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3640000 | PA      | $3774069.86    | 0.00%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5460000 | PA      | $5910646.78    | 0.00%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6990000 | PA      | $7125510.24    | 0.01%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5800000 | PA      | $6112900.02    | 0.00%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2610000 | PA      | $2727482.00    | 0.00%             | 2030-01-17      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    3890000 | PA      | $4204696.95    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAC3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4882000 | PA      | $4749398.39    | 0.00%             | 2029-06-27      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6773000 | PA      | $6536518.54    | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5670000 | PA      | $5177303.48    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4860000 | PA      | $4458457.52    | 0.00%             | 2032-11-22      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2600000 | PA      | $2613006.16    | 0.00%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    2600000 | PA      | $2622656.43    | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANGKO PILIPINAS BOND                                                            | Bangko Sentral ng Pilipinas International Bond                                  | CUSIP: 059891AA9<br>LEI: 4IDQTQC5NXVM3WSFHR30 | Long             | DBT              | NUSS              | PH        |     825000 | PA      | $886397.84     | 0.00%             | 2027-06-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2018-BNK15                                                                 | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4500000 | PA      | $4521340.94    | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    6418000 | PA      | $7039132.11    | 0.01%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7912000 | PA      | $8541394.62    | 0.01%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10235000 | PA      | $10079258.61   | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2873000 | PA      | $2770837.84    | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3347000 | PA      | $3053888.48    | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12070000 | PA      | $11940336.46   | 0.01%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8753000 | PA      | $8765142.42    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12493000 | PA      | $12455454.66   | 0.01%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9846000 | PA      | $8750479.89    | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9974000 | PA      | $9923647.46    | 0.01%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9983000 | PA      | $9440243.76    | 0.01%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9761000 | PA      | $9684660.39    | 0.01%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6570000 | PA      | $5351035.12    | 0.00%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25532000 | PA      | $25228144.18   | 0.02%             | 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        |   11475000 | PA      | $11451840.01   | 0.01%             | 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        |   10654000 | PA      | $10711995.79   | 0.01%             | 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        |   10478000 | PA      | $10430530.26   | 0.01%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12301000 | PA      | $10563792.63   | 0.01%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7049000 | PA      | $6379767.45    | 0.00%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    8754000 | PA      | $8479730.70    | 0.01%             | 2030-07-23      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6348000 | PA      | $6056509.43    | 0.00%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17935000 | PA      | $16764878.63   | 0.01%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24038000 | PA      | $19818266.36   | 0.01%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15934000 | PA      | $14887126.32   | 0.01%             | 2031-04-29      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24607000 | PA      | $18512300.10   | 0.01%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14075000 | PA      | $12690373.70   | 0.01%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13356000 | PA      | $11969788.64   | 0.01%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5819000 | PA      | $3789772.43    | 0.00%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5870000 | PA      | $4356976.39    | 0.00%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11431000 | PA      | $10541102.37   | 0.01%             | 2032-03-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   21694000 | PA      | $19981264.77   | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16010000 | PA      | $12814176.18   | 0.01%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13055000 | PA      | $12435128.50   | 0.01%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16895000 | PA      | $15159942.63   | 0.01%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10195000 | PA      | $6854463.89    | 0.01%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10565000 | PA      | $9302416.26    | 0.01%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12915000 | PA      | $11722558.31   | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11680000 | PA      | $11474626.12   | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   18915000 | PA      | $17400611.38   | 0.01%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6945000 | PA      | $6568341.61    | 0.00%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10116000 | PA      | $10153631.72   | 0.01%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20087849.00   | 0.01%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12455000 | PA      | $12630870.08   | 0.01%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20270000 | PA      | $20843438.91   | 0.02%             | 2033-07-22      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9109000 | PA      | $9470582.85    | 0.01%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9329998.59    | 0.01%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   28120000 | PA      | $29281667.85   | 0.02%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16185000 | PA      | $16916065.12   | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16410000 | PA      | $17689292.26   | 0.01%             | 2034-09-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22590000 | PA      | $23790096.91   | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11040000 | PA      | $11375652.87   | 0.01%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $17152483.19   | 0.01%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12465000 | PA      | $12703587.33   | 0.01%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12452073.96   | 0.01%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14950000 | PA      | $15760151.26   | 0.01%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13330000 | PA      | $14000339.97   | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13345000 | PA      | $13529482.88   | 0.01%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13365000 | PA      | $14089704.29   | 0.01%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2023-5YR2                                                                 | CUSIP: 06211CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1949000 | PA      | $2063542.22    | 0.00%             | 2056-07-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2023-5YR4                                                                 | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1731227 | PA      | $1824678.70    | 0.00%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2084950.26    | 0.00%             | 2057-06-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9520000 | PA      | $9960957.74    | 0.01%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2024-5YR7                                                                 | CUSIP: 06211UBT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2950000 | PA      | $3118954.88    | 0.00%             | 2057-06-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5496000 | PA      | $5417029.68    | 0.00%             | 2032-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    4240000 | PA      | $3815669.92    | 0.00%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6030000 | PA      | $5935647.32    | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3795000 | PA      | $3874840.50    | 0.00%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5790000 | PA      | $6119473.70    | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368L8L3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    2975000 | PA      | $3017701.60    | 0.00%             | 2030-09-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    4710000 | PA      | $4770976.37    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5725000 | PA      | $5802662.37    | 0.00%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6095000 | PA      | $6251898.77    | 0.00%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    4980000 | PA      | $5200091.80    | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3600000 | PA      | $3671210.66    | 0.00%             | 2029-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    4865000 | PA      | $4867544.98    | 0.00%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                 | Bank of Montreal                                                                | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5135000 | PA      | $5142921.56    | 0.00%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                          | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2513122.62    | 0.00%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2699000 | PA      | $2626092.24    | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5241000 | PA      | $5207953.19    | 0.00%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5277000 | PA      | $5235123.52    | 0.00%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4299000 | PA      | $4265341.54    | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4995000 | PA      | $5008954.48    | 0.00%             | 2028-04-28      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3277000 | PA      | $2906498.64    | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAU1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2377944.28    | 0.00%             | 2028-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $2932248.31    | 0.00%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAZ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2723000 | PA      | $2567000.07    | 0.00%             | 2029-01-25      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4410806.94    | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2469107.26    | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBD8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2331123.64    | 0.00%             | 2029-04-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3307000 | PA      | $3310843.83    | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3592000 | PA      | $3559190.56    | 0.00%             | 2033-06-13      | Fixed         | 4.29%                 | 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        |    2085000 | PA      | $2124340.43    | 0.00%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5119000 | PA      | $5290703.14    | 0.00%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    7335000 | PA      | $7935368.58    | 0.01%             | 2033-10-25      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4214058.70    | 0.00%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $4014012.37    | 0.00%             | 2034-02-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4845000 | PA      | $4968376.71    | 0.00%             | 2034-04-26      | Fixed         | 4.97%                 | 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        |    4755000 | PA      | $5055499.02    | 0.00%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5390000 | PA      | $6048000.91    | 0.00%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5070000 | PA      | $5224082.57    | 0.00%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $5191484.49    | 0.00%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3413979.63    | 0.00%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5370000 | PA      | $5577416.20    | 0.00%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4235573.05    | 0.00%             | 2035-11-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4185000 | PA      | $4308292.90    | 0.00%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2537578.41    | 0.00%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3733387.14    | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAA0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4244000 | PA      | $4128781.13    | 0.00%             | 2029-08-23      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                           | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2614091.74    | 0.00%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3866000 | PA      | $3453226.79    | 0.00%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3990000 | PA      | $3902541.16    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4845000 | PA      | $4336800.92    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5697000 | PA      | $5564625.36    | 0.00%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    6360000 | PA      | $6522869.11    | 0.00%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3720000 | PA      | $3675885.45    | 0.00%             | 2027-03-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3760000 | PA      | $3877137.54    | 0.00%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4430000 | PA      | $4526774.10    | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3850000 | PA      | $4022614.21    | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3460000 | PA      | $3478710.95    | 0.00%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2600000 | PA      | $2638428.05    | 0.00%             | 2032-11-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4770000 | PA      | $4857385.97    | 0.00%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3890000 | PA      | $4012325.37    | 0.00%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3645000 | PA      | $3641181.79    | 0.00%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3035000 | PA      | $3034154.24    | 0.00%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5495000 | PA      | $5570042.91    | 0.00%             | 2026-12-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                              | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    4090000 | PA      | $4374884.74    | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4334000 | PA      | $5110340.45    | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust                                        | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3               | CUSIP: 06427DAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1220490.80    | 0.00%             | 2050-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2018-BNK13                                                                 | CUSIP: 06539LBF6<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     292000 | PA      | $277824.32     | 0.00%             | 2061-08-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK25                                                                 | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6071746.85    | 0.00%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK25                                                                 | CUSIP: 06539WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1400000 | PA      | $1226207.14    | 0.00%             | 2063-01-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK27                                                                 | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   23610000 | PA      | $21297769.76   | 0.02%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK16                                                                 | CUSIP: 065405AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $982593.61     | 0.00%             | 2052-02-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK16                                                                 | CUSIP: 065405AH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $911633.39     | 0.00%             | 2052-02-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2019-BNK21                                                                 | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15310000 | PA      | $14506042.66   | 0.01%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK35                                                                 | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7260000 | PA      | $6477604.61    | 0.00%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK35                                                                 | CUSIP: 06540CCL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1733815.42    | 0.00%             | 2064-06-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK36                                                                 | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8930000 | PA      | $8041068.51    | 0.01%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK36                                                                 | CUSIP: 06540DBV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $833232.35     | 0.00%             | 2064-09-15      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2024-BNK47                                                                 | CUSIP: 06540GAV0<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    4450000 | PA      | $4768410.49    | 0.00%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2018-BNK11                                                                 | CUSIP: 06540TAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $482851.50     | 0.00%             | 2061-03-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2021-BNK34                                                                 | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $889017.39     | 0.00%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2018-BNK12                                                                 | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $988640.60     | 0.00%             | 2061-05-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2022-BNK40                                                                 | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $891067.61     | 0.00%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2020-BNK29                                                                 | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5760000 | PA      | $5087740.78    | 0.00%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2024-5YR8                                                                 | CUSIP: 065923AY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4201964.92    | 0.00%             | 2057-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2025-5YR15                                                                | CUSIP: 065924AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1043609.73    | 0.00%             | 2058-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2025-5YR16                                                                | CUSIP: 065934AY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2335116.02    | 0.00%             | 2063-08-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 Trust 2024-5YR6                                                           | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3170939.76    | 0.00%             | 2057-05-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 Trust 2024-5YR6                                                           | CUSIP: 066043AM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2580000 | PA      | $2734451.70    | 0.00%             | 2057-05-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 Trust 2024-5YR6                                                           | CUSIP: 066043AS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1029843.16    | 0.00%             | 2057-05-15      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2024-5YR10                                                                | CUSIP: 06604AAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2063953.86    | 0.00%             | 2057-10-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2025-5YR14                                                                | CUSIP: 06604MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6301093.86    | 0.00%             | 2058-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2023-5YR1                                                                 | CUSIP: 06644EAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540551 | PA      | $554220.53     | 0.00%             | 2056-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9                                                                 | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7675000 | PA      | $8007119.12    | 0.01%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9                                                                 | CUSIP: 06644VBX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     650000 | PA      | $665805.39     | 0.00%             | 2057-08-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Bank5                                                                            | BANK5 2024-5YR11                                                                | CUSIP: 06644WBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $5274088.50    | 0.00%             | 2057-11-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Bank                                                                             | BANK 2017-BNK8                                                                  | CUSIP: 06650AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3416199 | PA      | $3360811.37    | 0.00%             | 2050-11-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                                                                   | BankUnited Inc                                                                  | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1363621.46    | 0.00%             | 2030-06-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    2532000 | PA      | $2372649.72    | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    1183000 | PA      | $826505.62     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    2263000 | PA      | $2036159.96    | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    1927000 | PA      | $1262677.19    | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $839957.89     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| BAPTIST HLTH FOUNDATION                                                          | Baptist Health South Florida Obligated Group                                    | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $307487.19     | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: —       |
| BAPTIST HEALTHCARE                                                               | Baptist Healthcare System Obligated Group                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     708000 | PA      | $518547.97     | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                                                              | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  557970184 | NS      | $557970184.37  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7688000 | PA      | $7458227.90    | 0.01%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7395000 | PA      | $7409324.04    | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7735000 | PA      | $7189104.39    | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9648000 | PA      | $9705973.48    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8340000 | PA      | $8482793.73    | 0.01%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6793000 | PA      | $6911933.20    | 0.01%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3949000 | PA      | $3655818.07    | 0.00%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5005000 | PA      | $4729091.32    | 0.00%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4245000 | PA      | $3874275.24    | 0.00%             | 2032-03-10      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4058000 | PA      | $3266802.53    | 0.00%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6213000 | PA      | $5650802.96    | 0.00%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6300000 | PA      | $4914554.27    | 0.00%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8960000 | PA      | $9142588.76    | 0.01%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4395000 | PA      | $4640974.26    | 0.00%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5646000 | PA      | $5973412.84    | 0.00%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8805000 | PA      | $10142454.41   | 0.01%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8165000 | PA      | $8836768.35    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6835000 | PA      | $7679623.51    | 0.01%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3335000 | PA      | $3527370.37    | 0.00%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6260000 | PA      | $6960868.60    | 0.01%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4730000 | PA      | $4816223.41    | 0.00%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6965000 | PA      | $7252779.38    | 0.01%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1150000 | PA      | $1223798.71    | 0.00%             | 2055-03-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $1921065.93    | 0.00%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    6040000 | PA      | $6159872.26    | 0.00%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9115000 | PA      | $9318499.12    | 0.01%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    7350000 | PA      | $7491181.52    | 0.01%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10485000 | PA      | $10853353.46   | 0.01%             | 2031-02-25      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9200000 | PA      | $9717782.07    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5790000 | PA      | $5824053.36    | 0.00%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    5500000 | PA      | $5698773.63    | 0.00%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                  | Barclays Dryrock Issuance Trust                                                 | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2005003.80    | 0.00%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                 | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |     190000 | PA      | $196613.41     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| BARINGS BDC INC                                                                  | Barings BDC Inc                                                                 | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49789.60      | 0.00%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT                                                           | Barings Private Credit Corp                                                     | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69510.66      | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | Barrick Mining Corp                                                             | CUSIP: 067901AH1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    1125000 | PA      | $1115039.39    | 0.00%             | 2042-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4333000 | PA      | $4452854.07    | 0.00%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4082000 | PA      | $4216154.07    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BARRICK PD AU FIN PTY LT                                                         | Barrick PD Australia Finance Pty Ltd                                            | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    3953000 | PA      | $4223486.32    | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                                                          | Basin Electric Power Cooperative                                                | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3359011.99    | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAXALTA INC                                                                      | Baxalta Inc                                                                     | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    2588000 | PA      | $2506617.78    | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    2568000 | PA      | $1864364.79    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $3001549.23    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4815000 | PA      | $4128665.57    | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6755000 | PA      | $6581032.74    | 0.00%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6425000 | PA      | $6047994.56    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4865000 | PA      | $4253758.29    | 0.00%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    3897000 | PA      | $2507052.80    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     675000 | PA      | $677896.86     | 0.00%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2932747.28    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3233312.02    | 0.00%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    4735000 | PA      | $5084944.29    | 0.00%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    4300000 | PA      | $5008747.76    | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    3205000 | PA      | $3695713.06    | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     470000 | PA      | $325449.00     | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    2514000 | PA      | $1986735.18    | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    2583000 | PA      | $2216416.87    | 0.00%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AF0<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1612850.13    | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    1761000 | PA      | $1581737.40    | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $2284749.70    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-5C33                                                  | CUSIP: 072924AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $528545.65     | 0.00%             | 2058-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-5C33                                                  | CUSIP: 072924AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $760659.67     | 0.00%             | 2058-03-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS MORTGAGE TRUST 2017-C1                                                    | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18450000 | PA      | $18253200.31   | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | Barclays Commercial Mortgage Trust 2019-C4                                      | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8750000 | PA      | $8349968.46    | 0.01%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2023-C20                                                   | CUSIP: 07336DBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $531693.97     | 0.00%             | 2056-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C24                                                   | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1059667.74    | 0.00%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C24                                                   | CUSIP: 07336VAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1386000 | PA      | $1415514.12    | 0.00%             | 2057-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1316345.39    | 0.00%             | 2057-09-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2566702.15    | 0.00%             | 2057-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2625942.15    | 0.00%             | 2057-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-C28                                                   | CUSIP: 07336WBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3168971.37    | 0.00%             | 2057-09-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2024-5C31                                                  | CUSIP: 07336YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5400000 | PA      | $5550038.35    | 0.00%             | 2057-12-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C32                                                   | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5131000 | PA      | $5506833.64    | 0.00%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-5C34                                                  | CUSIP: 07337BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $528331.44     | 0.00%             | 2058-05-15      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C35                                                   | CUSIP: 07337DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3730483.54    | 0.00%             | 2058-07-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Securities LLC                                      | BBCMS Mortgage Trust 2025-C35                                                   | CUSIP: 07337DAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1585500.54    | 0.00%             | 2058-07-15      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    5035000 | PA      | $4505594.42    | 0.00%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    9183000 | PA      | $9131114.86    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    6142000 | PA      | $5434459.84    | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3947000 | PA      | $3723285.54    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2712000 | PA      | $2065317.93    | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    5265000 | PA      | $4682831.94    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2817738.11    | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    4530000 | PA      | $4589201.53    | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3178356.58    | 0.00%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1492707.69    | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3899982.62    | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    5716000 | PA      | $4779679.70    | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    3090000 | PA      | $2480178.33    | 0.00%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAF6<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    2549000 | PA      | $1856014.28    | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAG4<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    4005000 | PA      | $3475376.12    | 0.00%             | 2032-02-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    2780000 | PA      | $1990998.50    | 0.00%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    5285000 | PA      | $5390549.85    | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    3245000 | PA      | $3310522.29    | 0.00%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    3985000 | PA      | $3855989.33    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                                                         | Amcor Flexibles North America Inc                                               | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2553718.78    | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B5 Mortgage Trust                                                | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6150000 | PA      | $6130426.09    | 0.00%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B3 Mortgage Trust                                                | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4971702.45    | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B2 Mortgage Trust                                                | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10615886 | PA      | $10514192.18   | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B16 Mortgage Trust                                               | CUSIP: 08161NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $876143.41     | 0.00%             | 2053-02-15      | Variable      | 3.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20650000 | PA      | $19993703.15   | 0.01%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2019-B11 Mortgage Trust                                               | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $19399538.20   | 0.01%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B1 Mortgage Trust                                                | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $3212681.68    | 0.00%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B23 Mortgage Trust                                               | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   25000000 | PA      | $21986751.75   | 0.02%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B7 Mortgage Trust                                                | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10093000 | PA      | $10132257.13   | 0.01%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B7 Mortgage Trust                                                | CUSIP: 08162TBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1040331.38    | 0.00%             | 2053-05-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2018-B8 Mortgage Trust                                                | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17000000 | PA      | $16810329.81   | 0.01%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B19 Mortgage Trust                                               | CUSIP: 08162WBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2092284.57    | 0.00%             | 2053-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B18 Mortgage Trust                                               | CUSIP: 08163AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4442587.40    | 0.00%             | 2053-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B24 Mortgage Trust                                               | CUSIP: 08163CBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     456000 | PA      | $409024.84     | 0.00%             | 2054-03-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B29 Mortgage Trust                                               | CUSIP: 08163JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4404986.65    | 0.00%             | 2054-09-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2021-B30 Mortgage Trust                                               | CUSIP: 08163KBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $804005.96     | 0.00%             | 2054-11-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6264465.13    | 0.00%             | 2053-12-17      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2020-B21 Mortgage Trust                                               | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8616000 | PA      | $7670914.06    | 0.01%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2022-B33 Mortgage Trust                                               | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1405684.52    | 0.00%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2022-B33 Mortgage Trust                                               | CUSIP: 08163PBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $297401.52     | 0.00%             | 2055-03-15      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2023-V2 Mortgage Trust                                                | CUSIP: 08163TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2039237.40    | 0.00%             | 2055-05-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V5 Mortgage Trust                                                | CUSIP: 08163XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1610000 | PA      | $1650037.54    | 0.00%             | 2057-01-10      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V7 Mortgage Trust                                                | CUSIP: 08163YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1041256.82    | 0.00%             | 2056-05-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V7 Mortgage Trust                                                | CUSIP: 08163YAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $529095.04     | 0.00%             | 2056-05-15      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V13 Mortgage Trust                                               | CUSIP: 08164AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $6111679.38    | 0.00%             | 2058-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V14 Mortgage Trust                                               | CUSIP: 08164BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $515407.53     | 0.00%             | 2057-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V14 Mortgage Trust                                               | CUSIP: 08164BAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2099680.50    | 0.00%             | 2057-04-15      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V14 Mortgage Trust                                               | CUSIP: 08164BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1050209.35    | 0.00%             | 2057-04-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V15 Mortgage Trust                                               | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2114618.08    | 0.00%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V18 Mortgage Trust                                               | CUSIP: 08164EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1655445.26    | 0.00%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V16 Mortgage Trust                                               | CUSIP: 08164RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1564500.41    | 0.00%             | 2058-08-15      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2025-V16 Mortgage Trust                                               | CUSIP: 08164RAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1045861.63    | 0.00%             | 2058-08-15      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                 | Benchmark 2024-V8 Mortgage Trust                                                | CUSIP: 08190AAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1062041.73    | 0.00%             | 2057-07-15      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                 | Benchmark 2024-V8 Mortgage Trust                                                | CUSIP: 08190AAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2132327.88    | 0.00%             | 2057-07-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V8 Mortgage Trust                                                 | Benchmark 2024-V8 Mortgage Trust                                                | CUSIP: 08190AAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1573421.88    | 0.00%             | 2057-07-15      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V12 Mortgage Trust                                               | CUSIP: 081915AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1545000 | PA      | $1615159.67    | 0.00%             | 2057-12-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2023-B38 Mortgage Trust                                               | CUSIP: 081916AB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $10207139.50   | 0.01%             | 2056-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V9 Mortgage Trust                                                | CUSIP: 081919AN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3856089.50    | 0.00%             | 2057-08-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V9 Mortgage Trust                                                | CUSIP: 081919AS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1566724.35    | 0.00%             | 2057-08-15      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V11 Mortgage Trust                                               | CUSIP: 081921AZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2108789.44    | 0.00%             | 2057-11-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | BMARK 2023-V4                                                                   | CUSIP: 081926AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1097000 | PA      | $1168358.79    | 0.00%             | 2056-11-15      | Variable      | 7.71%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V6 Mortgage Trust                                                | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4460000 | PA      | $4672221.12    | 0.00%             | 2057-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                                         | Benchmark 2024-V6 Mortgage Trust                                                | CUSIP: 081927AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1575456.50    | 0.00%             | 2057-03-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    2628000 | PA      | $2428113.40    | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    2606000 | PA      | $2038370.67    | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $988736.87     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $917322.12     | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3004000 | PA      | $2634550.00    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3697000 | PA      | $3634498.22    | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3591000 | PA      | $2757273.80    | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    4586000 | PA      | $3873643.55    | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    5280000 | PA      | $5197962.90    | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    4427000 | PA      | $3606538.73    | 0.00%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    6845000 | PA      | $4340769.55    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    2591000 | PA      | $2262349.66    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $3838780.12    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    4473000 | PA      | $4899573.19    | 0.00%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    5283000 | PA      | $4941793.91    | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3937000 | PA      | $3552651.40    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   10307000 | PA      | $8795971.95    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    8264000 | PA      | $7108700.15    | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    3398000 | PA      | $3127668.81    | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    8434000 | PA      | $5554527.31    | 0.00%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    4651000 | PA      | $4143442.37    | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    5835000 | PA      | $3579169.45    | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    6220000 | PA      | $6114049.39    | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    5439000 | PA      | $5110701.47    | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    7730000 | PA      | $6090916.04    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                           | Berkshire Hathaway Inc                                                          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    5380000 | PA      | $5116694.57    | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3943142.75    | 0.00%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3711795.07    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    2741000 | PA      | $2820554.67    | 0.00%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | Berry Global Inc                                                                | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $3030609.66    | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    3244000 | PA      | $3278526.35    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                                  | Best Buy Co Inc                                                                 | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    3899000 | PA      | $3496435.74    | 0.00%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                                                         | Beth Israel Lahey Health Inc                                                    | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     730000 | PA      | $484685.23     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| BGC GROUP INC                                                                    | BGC Group Inc                                                                   | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1959598.74    | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3963254.32    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                                                                     | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    2931000 | PA      | $2900026.86    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    5352000 | PA      | $5022181.50    | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    6966000 | PA      | $4610664.93    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    8040000 | PA      | $7394698.83    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    3361000 | PA      | $2249014.86    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2100490.99    | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $3235457.25    | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAN3<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1329093.30    | 0.00%             | 2031-01-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2964000 | PA      | $2929354.43    | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1005413.23    | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1603412.59    | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2952000 | PA      | $2811953.25    | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2654000 | PA      | $1992686.02    | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2017000 | PA      | $1864748.09    | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $3337627.73    | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1481597.29    | 0.00%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2296979.44    | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                                 | Black Hills Corp                                                                | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2374494.97    | 0.00%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    3615000 | PA      | $3541509.65    | 0.00%             | 2026-12-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5629605.07    | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2740335.45    | 0.00%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1355411.59    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1781433.93    | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $3019752.21    | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1660000 | PA      | $1669067.12    | 0.00%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     590000 | PA      | $588116.45     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2642263.75    | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3506603.98    | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4601493.18    | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                           | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1938737.89    | 0.00%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    2909000 | PA      | $2820977.62    | 0.00%             | 2027-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3525010.39    | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1990102.16    | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                          | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     930000 | PA      | $939330.28     | 0.00%             | 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        |    1780000 | PA      | $1785609.08    | 0.00%             | 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        |    1265000 | PA      | $1252938.19    | 0.00%             | 2031-01-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2050799.17    | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1977039.31    | 0.00%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1350039.06    | 0.00%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3213000 | PA      | $3111296.28    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2646266.24    | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                              | Block Financial LLC                                                             | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1044418.51    | 0.00%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4163156.92    | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3059724.83    | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3089246.94    | 0.00%             | 2031-06-10      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1991730.96    | 0.00%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4313516.51    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $808071.71     | 0.00%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1449327.36    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2117793.64    | 0.00%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C3 Mortgage Trust                                                     | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1038686.08    | 0.00%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C3 Mortgage Trust                                                     | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4810000 | PA      | $5038945.61    | 0.00%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C3 Mortgage Trust                                                     | CUSIP: 09660QAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     687000 | PA      | $700567.54     | 0.00%             | 2057-02-15      | Variable      | 7.09%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3638233.87    | 0.00%             | 2057-11-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C7 Mortgage Trust                                                     | CUSIP: 09660WAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3646080.17    | 0.00%             | 2057-11-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C8 Mortgage Trust                                                     | CUSIP: 09661XAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1027411.10    | 0.00%             | 2057-12-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C8 Mortgage Trust                                                     | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1149175.18    | 0.00%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2024-5C8 Mortgage Trust                                                     | CUSIP: 09661XAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $886849.74     | 0.00%             | 2057-12-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1851816.85    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    3181000 | PA      | $3220868.27    | 0.00%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    1932000 | PA      | $1816148.51    | 0.00%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $1972166.21    | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2230801.02    | 0.00%             | 2034-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1343933.90    | 0.00%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-5C12 Mortgage Trust                                                    | CUSIP: 09663VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1011995.10    | 0.00%             | 2058-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-5C12 Mortgage Trust                                                    | CUSIP: 09663VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1549945.46    | 0.00%             | 2058-10-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-5C12 Mortgage Trust                                                    | CUSIP: 09663VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1038271.02    | 0.00%             | 2058-10-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMW Vehicle Lease Trust 2025-1                                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5035705.50    | 0.00%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMW Vehicle Lease Trust 2025-1                                                  | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2021697.34    | 0.00%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMW Vehicle Owner Trust 2025-A                                                  | CUSIP: 096924AD7<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |    3800000 | PA      | $3833862.07    | 0.00%             | 2029-09-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMW Vehicle Owner Trust 2025-A                                                  | CUSIP: 096924AE5<br>LEI: 5493002H8OC00FUV1078 | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1273287.81    | 0.00%             | 2032-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-5C9 Mortgage Trust                                                     | CUSIP: 096933AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $998280.37     | 0.00%             | 2058-04-15      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-5C9 Mortgage Trust                                                     | CUSIP: 096933AJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1011731.81    | 0.00%             | 2058-04-15      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-5C11 Mortgage Trust                                                    | CUSIP: 096941AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     568000 | PA      | $580165.11     | 0.00%             | 2058-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2009000 | PA      | $2263160.66    | 0.00%             | 2038-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1768000 | PA      | $1920687.56    | 0.00%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2471000 | PA      | $2803062.52    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2238000 | PA      | $2332595.56    | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3138000 | PA      | $2250675.87    | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1854000 | PA      | $1822105.75    | 0.00%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2406000 | PA      | $1776023.28    | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2644000 | PA      | $2588849.49    | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1888000 | PA      | $1598276.60    | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3123000 | PA      | $2258135.43    | 0.00%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CA1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2593000 | PA      | $2545529.27    | 0.00%             | 2028-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2894000 | PA      | $2169155.91    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4601000 | PA      | $4451945.59    | 0.00%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2054000 | PA      | $1695478.45    | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2887000 | PA      | $2037104.44    | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3951000 | PA      | $3604450.40    | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4731000 | PA      | $3576867.82    | 0.00%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4732000 | PA      | $4651285.80    | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5159000 | PA      | $4883210.90    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3389000 | PA      | $2968722.72    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6716000 | PA      | $4973416.54    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6203000 | PA      | $4476630.42    | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    9184000 | PA      | $9277147.25    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10977000 | PA      | $11276630.61   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   22886000 | PA      | $22812935.53   | 0.02%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   14782000 | PA      | $14649564.51   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   15823000 | PA      | $16325313.48   | 0.01%             | 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        |    4580000 | PA      | $4497920.95    | 0.00%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4777000 | PA      | $4592313.35    | 0.00%             | 2031-02-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5288304.80    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5635000 | PA      | $5993352.92    | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3655190.67    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   10815000 | PA      | $12029332.21   | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7805000 | PA      | $8895706.21    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $4393720.77    | 0.00%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    4296000 | PA      | $4202012.63    | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN HAMILTON INC                                                          | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1737000 | PA      | $1827621.69    | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BOOZ ALLEN HAMILTON INC                                                          | Booz Allen Hamilton Inc                                                         | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1560844.77    | 0.00%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $2783736.84    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    5693000 | PA      | $5573562.45    | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2554071.69    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1402485.99    | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5397000 | PA      | $5422382.25    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    3710000 | PA      | $3583863.12    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    3622000 | PA      | $3395903.21    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    5791000 | PA      | $5428951.66    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    4715000 | PA      | $4112180.70    | 0.00%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    5525000 | PA      | $4580656.61    | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    2995000 | PA      | $3135310.72    | 0.00%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    2465000 | PA      | $2665779.53    | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                             | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    3830000 | PA      | $3940882.14    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1878000 | PA      | $2114825.72    | 0.00%             | 2035-11-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1616000 | PA      | $1978129.10    | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AS6<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3431121.22    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    2468000 | PA      | $2380319.36    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    2494000 | PA      | $2288952.52    | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    5511000 | PA      | $5199906.75    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5153000 | PA      | $5155989.72    | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7315000 | PA      | $7375288.55    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4886000 | PA      | $4839142.62    | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4358000 | PA      | $4338832.25    | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $6204888.67    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    3414000 | PA      | $3402714.92    | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5657000 | PA      | $5564898.84    | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4711000 | PA      | $4235742.78    | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7475000 | PA      | $4723486.44    | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   10075000 | PA      | $6566450.67    | 0.00%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8393000 | PA      | $5622876.42    | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $4993459.88    | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $3749781.85    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $8480018.60    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    6035000 | PA      | $6143130.00    | 0.00%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    4715000 | PA      | $4826947.07    | 0.00%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7555000 | PA      | $7757753.38    | 0.01%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5945000 | PA      | $6066103.81    | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5430187.36    | 0.00%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $3875640.30    | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7150000 | PA      | $7441884.81    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $3379473.91    | 0.00%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     145000 | PA      | $142101.37     | 0.00%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    3577000 | PA      | $2676666.42    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    2794000 | PA      | $2821003.76    | 0.00%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $804015.05     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3453000 | PA      | $2698498.16    | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122AX6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1289201.46    | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122BB3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1964027.02    | 0.00%             | 2027-02-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   11767000 | PA      | $11542831.00   | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10486000 | PA      | $9645890.20    | 0.01%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   16132000 | PA      | $13524732.77   | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3269826.77    | 0.00%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2550740.98    | 0.00%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3071885.82    | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6199000 | PA      | $5355148.79    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6711000 | PA      | $5914256.46    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4086000 | PA      | $3890914.18    | 0.00%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5905000 | PA      | $5237910.91    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    3179000 | PA      | $2280813.38    | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    8257000 | PA      | $5009595.72    | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6175000 | PA      | $5743448.82    | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $3982623.79    | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    9715000 | PA      | $7339984.05    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5442000 | PA      | $4029339.30    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4673608.32    | 0.00%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    2259000 | PA      | $2489254.20    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5195000 | PA      | $5436453.68    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10970000 | PA      | $11503297.55   | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1752342.86    | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    9645000 | PA      | $9727073.45    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    4405000 | PA      | $3886104.79    | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    8850000 | PA      | $9132110.74    | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   10940000 | PA      | $11363513.87   | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   10730000 | PA      | $11106501.43   | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   12425000 | PA      | $12832770.48   | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     388000 | PA      | $479502.54     | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 110709GQ9<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      50000 | PA      | $50275.16      | 0.00%             | 2030-08-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   12145000 | PA      | $12191005.99   | 0.01%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROV OF                                                         | Province of British Columbia Canada                                             | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    1020000 | PA      | $1042527.34    | 0.00%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   13401000 | PA      | $16499290.70   | 0.01%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                                                         | British Telecommunications PLC                                                  | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    5538000 | PA      | $5683273.81    | 0.00%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     763000 | PA      | $803050.64     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    1696000 | PA      | $1690481.56    | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    3094000 | PA      | $3076784.86    | 0.00%             | 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        |    3852000 | PA      | $3802540.32    | 0.00%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    1178000 | PA      | $1128718.06    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    2665000 | PA      | $2395232.79    | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    1775000 | PA      | $1833548.32    | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     130000 | PA      | $133419.09     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                           | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    1255000 | PA      | $1258605.64    | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                                                         | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    4913000 | PA      | $4665339.11    | 0.00%             | 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        |    5576000 | PA      | $5076893.86    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    1300000 | PA      | $1303006.12    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                                                          | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | XX        |    5129000 | PA      | $5085127.46    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                                         | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    2152000 | PA      | $1905596.60    | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2509946.80    | 0.00%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6385000 | PA      | $6387761.00    | 0.00%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8064000 | PA      | $8017243.15    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3895780.22    | 0.00%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1767872.54    | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   11155000 | PA      | $9769830.22    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5137658.94    | 0.00%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $6201855.15    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5460000 | PA      | $5389843.75    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   20020000 | PA      | $20096788.11   | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6385000 | PA      | $6595211.89    | 0.00%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   10185000 | PA      | $10632061.92   | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6410000 | PA      | $6522729.40    | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $4165847.44    | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $5385518.05    | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3992052.06    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7870000 | PA      | $7975652.23    | 0.01%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3439114.03    | 0.00%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $3297112.35    | 0.00%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3435000 | PA      | $3591744.10    | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    5685000 | PA      | $5795862.67    | 0.00%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7707855.00    | 0.01%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    9680000 | PA      | $10087372.54   | 0.01%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1687991.91    | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $10506551.89   | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $6694406.08    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7961000 | PA      | $6180721.22    | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13830000 | PA      | $12771035.38   | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   11021000 | PA      | $10332957.87   | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   13563000 | PA      | $11275889.21   | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2812464.83    | 0.00%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $6861586.39    | 0.01%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8921540.14    | 0.01%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    2375000 | PA      | $2445100.36    | 0.00%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                                                           | Brookfield Capital Finance LLC                                                  | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2210866.98    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    4466000 | PA      | $3861567.59    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    6791000 | PA      | $6767619.61    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    5102000 | PA      | $5193305.65    | 0.00%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    4609000 | PA      | $4628266.77    | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    3196000 | PA      | $2239459.80    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    2915000 | PA      | $2673576.32    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    2197000 | PA      | $1564933.07    | 0.00%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    2965000 | PA      | $3224045.23    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    2505000 | PA      | $2554238.28    | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    2635000 | PA      | $2731821.57    | 0.00%             | 2035-01-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1510000 | PA      | $1499016.76    | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1320000 | PA      | $1329922.28    | 0.00%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                                                         | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2257898.21    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                                                          | Brookfield Finance I UK Plc / Brookfield Finance Inc                            | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    3790000 | PA      | $3321459.89    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    2025000 | PA      | $2126866.79    | 0.00%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    1650000 | PA      | $1660363.62    | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                                                         | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    1650000 | PA      | $1659509.35    | 0.00%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT SYS REVENUE                                                | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     250000 | PA      | $213495.50     | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3428194.74    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    4593000 | PA      | $4113594.69    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1557634.56    | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $3371827.49    | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2469384.33    | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2053608.49    | 0.00%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2186628.46    | 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        |    2675000 | PA      | $2711538.60    | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $2207755.11    | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2339084.86    | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1666730.22    | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2700503.92    | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AT7<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    1674000 | PA      | $1521937.86    | 0.00%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $3061896.46    | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                                                 | Brown University                                                                | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $1921800.71    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    2284000 | PA      | $2004191.18    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2599665.27    | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1540189.38    | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2178767.01    | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    3191000 | PA      | $3178275.19    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5042651.52    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3458463.64    | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3584940.26    | 0.00%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2877022.73    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1413607.43    | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $3904998.49    | 0.00%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                                                           | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2281995.86    | 0.00%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3806000 | PA      | $4073396.09    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2589000 | PA      | $2566216.88    | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2482000 | PA      | $2541119.83    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1953000 | PA      | $1905397.99    | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2862000 | PA      | $2594069.41    | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2237000 | PA      | $2022278.54    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3407472.54    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3333327.74    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3794000 | PA      | $3622725.83    | 0.00%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3838000 | PA      | $3471381.92    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4593000 | PA      | $3918513.59    | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3039000 | PA      | $2785037.61    | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3673000 | PA      | $2991258.36    | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6461000 | PA      | $6414347.96    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3855000 | PA      | $3226791.51    | 0.00%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3894000 | PA      | $3213979.53    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3430000 | PA      | $2866427.61    | 0.00%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4061000 | PA      | $3037478.11    | 0.00%             | 2050-02-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2947000 | PA      | $1993486.51    | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4530000 | PA      | $3206615.18    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3339000 | PA      | $2147164.59    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2641495.14    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6270000 | PA      | $6029413.08    | 0.00%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5273244.43    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4190000 | PA      | $4386153.05    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1800000 | PA      | $2028407.08    | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3398000 | PA      | $3812576.66    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                         | Burlington Resources LLC                                                        | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1787131.83    | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1962000 | PA      | $1800086.01    | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2237000 | PA      | $1791161.54    | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2396000 | PA      | $1872647.69    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2607000 | PA      | $1979709.81    | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1189000 | PA      | $1168440.50    | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2494000 | PA      | $2441675.11    | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2321176.60    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1973607.82    | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2017-CD6 Mortgage Trust                                                      | CUSIP: 125039AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $982561.29     | 0.00%             | 2050-11-13      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2017-CD6 Mortgage Trust                                                      | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $489946.16     | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2017-CD6 Mortgage Trust                                                      | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     995000 | PA      | $946789.36     | 0.00%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    4489000 | PA      | $4472426.03    | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3290131.84    | 0.00%             | 2030-12-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                          | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1548076.71    | 0.00%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    2823000 | PA      | $2571607.11    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3349285.04    | 0.00%             | 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        |    2070000 | PA      | $2148537.19    | 0.00%             | 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        |    2145000 | PA      | $2184906.01    | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1902791.45    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1671171.13    | 0.00%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                                                     | CD 2018-CD7 Mortgage Trust                                                      | CUSIP: 12512JAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1188000 | PA      | $1146305.74    | 0.00%             | 2051-08-15      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4867000 | PA      | $4843247.04    | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4974000 | PA      | $4780313.14    | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5624000 | PA      | $5533381.78    | 0.00%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3550169.11    | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5285000 | PA      | $4942121.94    | 0.00%             | 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        |     650000 | PA      | $663569.47     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                                                              | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     910000 | PA      | $937253.46     | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    4120000 | PA      | $3739331.16    | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3162000 | PA      | $3011337.47    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3956000 | PA      | $3993581.96    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3324587.18    | 0.00%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    3153000 | PA      | $2805058.60    | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                          | CGI Inc                                                                         | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    2430000 | PA      | $2471398.94    | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE                                                            | CH Robinson Worldwide Inc                                                       | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $4432933.54    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    5083000 | PA      | $4586313.44    | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     900000 | PA      | $636994.02     | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   15758000 | PA      | $15906209.82   | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   10769000 | PA      | $10413938.21   | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   12073000 | PA      | $10959841.15   | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AZ3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3159000 | PA      | $3108213.10    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5161000 | PA      | $4031124.41    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7338000 | PA      | $7285206.03    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3533000 | PA      | $3774752.34    | 0.00%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4714000 | PA      | $4253395.34    | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $3249182.30    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6992000 | PA      | $4972122.44    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6187000 | PA      | $5749833.88    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    8286000 | PA      | $7503102.59    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $4159851.78    | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $4467878.88    | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2816169.53    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3864369.22    | 0.00%             | 2031-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4607037.52    | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5365000 | PA      | $5287847.17    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $4459977.41    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $4026462.22    | 0.00%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $5993634.20    | 0.00%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4802187.40    | 0.00%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK/TRST                                                         | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $2010476.32    | 0.00%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    3449000 | PA      | $3504193.59    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    3423000 | PA      | $2927945.96    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    6363000 | PA      | $6367194.04    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    4181000 | PA      | $3826280.95    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2653785.03    | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1555424.15    | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2498000 | PA      | $2471973.51    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2772713.22    | 0.00%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1579863.43    | 0.00%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1559720.54    | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3171858.52    | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2238372.25    | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2989131.22    | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1148486.89    | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2001352.29    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                           | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2280982.64    | 0.00%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                              | COMM 2016-DC2 Mortgage Trust                                                    | CUSIP: 12594CBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2381688 | PA      | $2375322.24    | 0.00%             | 2049-02-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL NV                                                                | CNH Industrial NV                                                               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    3510000 | PA      | $3501044.38    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2019-C18 Commercial Mortgage Trust                                        | CUSIP: 12597DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $473637.95     | 0.00%             | 2052-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2019-C18 Commercial Mortgage Trust                                        | CUSIP: 12597DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9542624.00    | 0.01%             | 2052-12-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2019-C18 Commercial Mortgage Trust                                        | CUSIP: 12597DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     620000 | PA      | $577686.13     | 0.00%             | 2052-12-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2020-C19 Commercial Mortgage Trust                                        | CUSIP: 12597NAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1835198.72    | 0.00%             | 2053-03-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    3312000 | PA      | $3274847.21    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5436000 | PA      | $5383409.53    | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2326033.19    | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1347002.69    | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1358351.22    | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                               | CNA Financial Corp                                                              | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1516428.77    | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CONOPCO INC                                                                      | Conopco Inc                                                                     | CUSIP: 126149AD5<br>LEI: 549300DWD4D3B5EZJC04 | Long             | DBT              | CORP              | US        |    1727000 | PA      | $1784197.07    | 0.00%             | 2026-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2959140.11    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                                                          | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2608347.42    | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                                                           | CNOOC Finance 2013 Ltd                                                          | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    3599000 | PA      | $3362927.48    | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                                                           | CNOOC Finance 2013 Ltd                                                          | CUSIP: 12625GAF1<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    1249000 | PA      | $1207288.62    | 0.00%             | 2029-09-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2013 LTD                                                           | CNOOC Finance 2013 Ltd                                                          | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    1315000 | PA      | $1036636.03    | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 AU                                                            | CNOOC Finance 2015 Australia Pty Ltd                                            | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     500000 | PA      | $461437.45     | 0.00%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2015 US                                                            | CNOOC Finance 2015 USA LLC                                                      | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |    3772000 | PA      | $3813716.32    | 0.00%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1719663.74    | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3597339.14    | 0.00%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1126259.80    | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    3785000 | PA      | $3791658.99    | 0.00%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3541154.92    | 0.00%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $3203908.87    | 0.00%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2016-C7 Commercial Mortgage Trust                                         | CUSIP: 12637UBA6<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $978873.03     | 0.00%             | 2049-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2901968.20    | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3684201.71    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3008000 | PA      | $3344809.07    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2604000 | PA      | $2689781.41    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2609497.61    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1714656.62    | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4098000 | PA      | $3488152.77    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2084000 | PA      | $1789176.52    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2971000 | PA      | $2358986.09    | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4104000 | PA      | $3285724.45    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2733000 | PA      | $2154459.29    | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    6106000 | PA      | $6050190.37    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4231000 | PA      | $4223026.85    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3293580.22    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $1973446.95    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5440000 | PA      | $5493367.98    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3186000 | PA      | $2894507.13    | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1911000 | PA      | $1663789.37    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2958000 | PA      | $2779219.84    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2874000 | PA      | $2067542.21    | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2586000 | PA      | $2012390.26    | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2366000 | PA      | $1429516.19    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3551000 | PA      | $3504641.20    | 0.00%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3786000 | PA      | $3276917.86    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3688958.06    | 0.00%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     750000 | PA      | $687081.33     | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $4161435.15    | 0.00%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   22000000 | PA      | $21891216.82   | 0.02%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                  | CSAIL 2018-CX11 Commercial Mortgage Trust                                       | CUSIP: 12652UAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1747679.09    | 0.00%             | 2051-04-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650BJ8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1544680.80    | 0.00%             | 2027-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2433000 | PA      | $2567574.00    | 0.00%             | 2039-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3532000 | PA      | $3342452.54    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3299000 | PA      | $3267824.71    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   14539000 | PA      | $13279422.46   | 0.01%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   15760000 | PA      | $15797577.51   | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   22790000 | PA      | $21683945.69   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   34349000 | PA      | $30857473.61   | 0.02%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    7863000 | PA      | $7596619.02    | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3638000 | PA      | $3613179.53    | 0.00%             | 2027-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5578000 | PA      | $5445250.35    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3261000 | PA      | $2816678.38    | 0.00%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2038000 | PA      | $1601203.27    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11021000 | PA      | $10509163.71   | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5925000 | PA      | $5266328.65    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     460000 | PA      | $332395.75     | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5735000 | PA      | $5039903.26    | 0.00%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4470000 | PA      | $3933907.80    | 0.00%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $4823980.20    | 0.00%             | 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        |    7531000 | PA      | $7782393.37    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6040000 | PA      | $5761298.45    | 0.00%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $4982461.11    | 0.00%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3780657.08    | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5411000 | PA      | $5596388.98    | 0.00%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5867000 | PA      | $5799983.61    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3495000 | PA      | $3449649.58    | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4285000 | PA      | $4444018.62    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4655000 | PA      | $4891841.14    | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5715000 | PA      | $6020102.42    | 0.00%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3820455.46    | 0.00%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4587593.96    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2779734.34    | 0.00%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4177553.29    | 0.00%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5290240.20    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2330080.89    | 0.00%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| CNH Equipment Trust                                                              | CNH Equipment Trust 2025-B                                                      | CUSIP: 12675EAD0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2522148.65    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW Finance DAC                                                             | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    2300000 | PA      | $2375650.29    | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                              | CRH SMW Finance DAC                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    2780000 | PA      | $2866726.69    | 0.00%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1854509.93    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                                                       | Cabot Corp                                                                      | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2437309.24    | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    5573000 | PA      | $5549745.99    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2970865.01    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2531404.86    | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3470306.15    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2180071.96    | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    1930000 | PA      | $1922745.19    | 0.00%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2053800.08    | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4852022.27    | 0.00%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                                           | Cadence Design Systems Inc                                                      | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2221868.23    | 0.00%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                         | California Endowment/The                                                        | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    3548000 | PA      | $2150801.75    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD88<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     325000 | PA      | $312880.04     | 0.00%             | 2037-06-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CALIFORNIA ST HLTH FACS FING AUTH REVENUE                                       | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |    1905000 | PA      | $1790070.53    | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1486042.40    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1424502.55    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $715078.20     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5E0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    8325000 | PA      | $9800646.13    | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |   12470000 | PA      | $15304870.07   | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    5220000 | PA      | $6134386.51    | 0.00%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    3130000 | PA      | $3707441.68    | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    6850000 | PA      | $8381891.53    | 0.01%             | 2040-03-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    7575000 | PA      | $9410321.60    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D3S5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1019257.97    | 0.00%             | 2038-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    3790000 | PA      | $3767547.77    | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D7E2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    1400000 | PA      | $1528831.36    | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D7G7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $5259658.80    | 0.00%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DC48<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     140000 | PA      | $134326.69     | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGC6<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     910000 | PA      | $906606.52     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    2170000 | PA      | $2213869.35    | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DMB1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    1110000 | PA      | $1088143.15    | 0.00%             | 2029-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DRE0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    6000000 | PA      | $5737171.80    | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063EBP0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    1700000 | PA      | $1783571.35    | 0.00%             | 2029-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063EBQ8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    5000000 | PA      | $5258869.55    | 0.00%             | 2034-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063EGT7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    1350000 | PA      | $1386555.64    | 0.00%             | 2029-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063EHV1<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    2250000 | PA      | $2344265.10    | 0.00%             | 2035-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063EMK9<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    2115000 | PA      | $2119701.43    | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3315000 | PA      | $2293820.05    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: —       |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1895000 | PA      | $1365985.58    | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1000000 | PA      | $685900.04     | 0.00%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     910000 | PA      | $592556.62     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2535000 | PA      | $2463823.61    | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    2377000 | PA      | $2387150.62    | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    3532000 | PA      | $3416205.92    | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    2380000 | PA      | $1708887.89    | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    3900000 | PA      | $3687204.46    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    1290000 | PA      | $1314670.61    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    5542000 | PA      | $5553805.35    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3100305.31    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    3838000 | PA      | $3539982.02    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $1502550.15    | 0.00%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2701068.80    | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2692182.33    | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3190206.47    | 0.00%             | 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        |    2865000 | PA      | $2802240.11    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1903656.90    | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 135087Q56<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1225000 | PA      | $1231660.89    | 0.00%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4385000 | PA      | $4189930.29    | 0.00%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4585000 | PA      | $4557937.40    | 0.00%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3685000 | PA      | $3758618.49    | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5575000 | PA      | $5703413.44    | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3755000 | PA      | $3950887.20    | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4740000 | PA      | $5182126.87    | 0.00%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4555000 | PA      | $4626773.00    | 0.00%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3195000 | PA      | $3244904.85    | 0.00%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3085000 | PA      | $3110487.16    | 0.00%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3585000 | PA      | $3715125.07    | 0.00%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3170000 | PA      | $3177989.99    | 0.00%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5035000 | PA      | $5081353.32    | 0.00%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                           | Canadian Imperial Bank of Commerce                                              | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    4830000 | PA      | $5009734.30    | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    3725000 | PA      | $4004149.75    | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    3140000 | PA      | $3505796.09    | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $2466480.43    | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2502000 | PA      | $2833788.84    | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2844000 | PA      | $2090441.90    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    3299000 | PA      | $2557483.44    | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    3502000 | PA      | $3062454.14    | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    3307000 | PA      | $1987331.53    | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2640000 | PA      | $2261488.73    | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    3855000 | PA      | $3743036.61    | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1595000 | PA      | $1746011.54    | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1570000 | PA      | $1723635.25    | 0.00%             | 2053-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2545000 | PA      | $2513805.86    | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1204307.69    | 0.00%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1200000 | PA      | $1208398.88    | 0.00%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1995000 | PA      | $2254763.26    | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1915000 | PA      | $2089639.15    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2055000 | PA      | $2153316.38    | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2404000 | PA      | $2625950.00    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    5233000 | PA      | $5617175.88    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2325000 | PA      | $2587544.21    | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    6346000 | PA      | $6322650.78    | 0.00%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    4568000 | PA      | $4050518.09    | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    2800000 | PA      | $2637680.14    | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1280000 | PA      | $1311277.03    | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1025386.39    | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1948000 | PA      | $2222964.06    | 0.00%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2483000 | PA      | $2688293.50    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2597000 | PA      | $2414081.63    | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2168000 | PA      | $2166660.52    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3964000 | PA      | $4051931.07    | 0.00%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3425000 | PA      | $3428610.43    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    4250000 | PA      | $4156091.36    | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    6005000 | PA      | $5394746.80    | 0.00%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    4762000 | PA      | $3597095.75    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    8002000 | PA      | $5416934.62    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2675000 | PA      | $2746330.64    | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2700000 | PA      | $2796228.30    | 0.00%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3131000 | PA      | $2876334.57    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2858000 | PA      | $2728110.22    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2226000 | PA      | $1952606.84    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2292000 | PA      | $2161762.94    | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2340000 | PA      | $2106158.04    | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2700000 | PA      | $1977191.40    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1872000 | PA      | $1433906.88    | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5999000 | PA      | $5974657.74    | 0.00%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6495000 | PA      | $6458925.41    | 0.00%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4707000 | PA      | $4681492.86    | 0.00%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4643000 | PA      | $4055448.96    | 0.00%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $2765920.00    | 0.00%             | 2032-11-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4003407.25    | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6966000 | PA      | $7040651.97    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5040000 | PA      | $5168907.12    | 0.00%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4250556.83    | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4402000 | PA      | $4516035.53    | 0.00%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $6219587.49    | 0.00%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7290000 | PA      | $7652177.92    | 0.01%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $8400704.59    | 0.01%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6120000 | PA      | $6923863.35    | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $4407575.32    | 0.00%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4895713.37    | 0.00%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2629840.28    | 0.00%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5185000 | PA      | $5476890.25    | 0.00%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     740000 | PA      | $776437.96     | 0.00%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2353635.37    | 0.00%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1607490.04    | 0.00%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   11000000 | PA      | $10341672.44   | 0.01%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGE5<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   15000000 | PA      | $15035018.40   | 0.01%             | 2029-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | Capital One Multi-Asset Execution Trust                                         | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    2780000 | PA      | $2810328.99    | 0.00%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                                         | Capital One Prime Auto Receivables Trust 2024-1                                 | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4233240.44    | 0.00%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                           | Capital Southwest Corp                                                          | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |     650000 | PA      | $653218.69     | 0.00%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1625259.17    | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1723979.11    | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    2352000 | PA      | $2147928.84    | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $3900958.24    | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    2694000 | PA      | $2272849.94    | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $4047652.80    | 0.00%             | 2029-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $2126206.67    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2551521.54    | 0.00%             | 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        |    1920000 | PA      | $1987740.58    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2540103.67    | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1740831.03    | 0.00%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $3079288.39    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $3019377.19    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    4119000 | PA      | $3887856.26    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2173184.58    | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1183714.40    | 0.00%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                                                 | Carlisle Cos Inc                                                                | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1032374.65    | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust 2024-4                                                  | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2560000 | PA      | $2595652.25    | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | Carmax Auto Owner Trust 2025-3                                                  | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1521394.59    | 0.00%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                                            | Carlyle Group Inc/The                                                           | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2265472.53    | 0.00%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust 2023-1                                                  | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8300000 | PA      | $8342251.32    | 0.01%             | 2029-01-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust 2024-1                                                  | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1015654.96    | 0.00%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CarMax Auto Owner Trust 2023-4                                                  | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4855881 | PA      | $4913150.58    | 0.00%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | Carmax Auto Owner Trust 2025-1                                                  | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2260000 | PA      | $2288246.75    | 0.00%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2400000 | PA      | $2422146.79    | 0.00%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1020653.31    | 0.00%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                                  | Carmax Select Receivables Trust 2025-B                                          | CUSIP: 14320BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $502832.06     | 0.00%             | 2031-06-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1832450.86    | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1150480.43    | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1819000 | PA      | $1557672.16    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3491382.82    | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    3528000 | PA      | $3463748.91    | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    9518000 | PA      | $8969462.05    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    7465000 | PA      | $6093376.79    | 0.00%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    6378000 | PA      | $4783125.04    | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    2902000 | PA      | $3133545.76    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    2199000 | PA      | $2411110.57    | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1499483.73    | 0.00%             | 2030-11-11      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2005718.12    | 0.00%             | 2031-08-11      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust 2025-P3                                          | CUSIP: 14688AAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1505313.06    | 0.00%             | 2031-10-10      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust 2025-P2                                          | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1006604.65    | 0.00%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | Carvana Auto Receivables Trust 2024-P3                                          | CUSIP: 146919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2330000 | PA      | $2329938.23    | 0.00%             | 2029-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                                         | Case Western Reserve University                                                 | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1377688.71    | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1740324.69    | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    2538000 | PA      | $2846918.94    | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    3536000 | PA      | $3602745.96    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    7513000 | PA      | $6382877.79    | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $2241345.43    | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1508000 | PA      | $1355644.00    | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    4969000 | PA      | $3612387.72    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    3526000 | PA      | $3365592.07    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5159319.73    | 0.00%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    4647000 | PA      | $3389324.26    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CK5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $1836564.67    | 0.00%             | 2031-03-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    6780000 | PA      | $7096191.33    | 0.01%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $2033277.27    | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2906000 | PA      | $2775992.74    | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    4215000 | PA      | $4121592.99    | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $4533923.88    | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAE0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1969880.48    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2414754.91    | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3854363.94    | 0.00%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAQ3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1813794.94    | 0.00%             | 2029-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2291526.32    | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3149839.69    | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3995000 | PA      | $4107076.13    | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1376466.87    | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1753369.98    | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1528649.39    | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2718299.44    | 0.00%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                                                         | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3083535.95    | 0.00%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2968000 | PA      | $2587570.60    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CATHOLIC HEALTH SERVICES                                                         | Catholic Health Services of Long Island Obligated Group                         | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1161023.61    | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CEDARS-SINAI HEALTH SYS                                                          | Cedars-Sinai Health System                                                      | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2004125.79    | 0.00%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    2878000 | PA      | $2837618.78    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    1850000 | PA      | $1669414.51    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   11760000 | PA      | $11620387.40   | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   16150000 | PA      | $15631510.87   | 0.01%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    9390000 | PA      | $8631170.16    | 0.01%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   10215000 | PA      | $9113634.94    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   10160000 | PA      | $8761258.68    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   10125000 | PA      | $9428354.74    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                                     | Centene Corp                                                                    | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $5328177.24    | 0.00%             | 2031-08-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    1990000 | PA      | $2217923.77    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2345000 | PA      | $2355207.41    | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2815000 | PA      | $2750500.13    | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    3194000 | PA      | $2953500.90    | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2236000 | PA      | $1991971.12    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    4180000 | PA      | $2970762.83    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $2207405.49    | 0.00%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $2222805.05    | 0.00%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    2859000 | PA      | $2711601.77    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2919930.00    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2612030.20    | 0.00%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $2230148.34    | 0.00%             | 2055-02-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1651918.91    | 0.00%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CenterPoint Energy Inc                                                          | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1091736.73    | 0.00%             | 2056-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1478000 | PA      | $1559843.94    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    2133000 | PA      | $2129781.96    | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2190331.28    | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1707600.28    | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     735000 | PA      | $838612.75     | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $1786648.61    | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2382231.39    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1961111.97    | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2968000 | PA      | $2401474.04    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $1885608.17    | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1610051.20    | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2065620.76    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1167674.51    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1544599.33    | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2823083.97    | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2389086.19    | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2217689.15    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1083790.78    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2897054.99    | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1178893.67    | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1935357.63    | 0.00%             | 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        |    2305000 | PA      | $2366094.46    | 0.00%             | 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        |     790000 | PA      | $800488.94     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $2748203.21    | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    5327000 | PA      | $5463781.11    | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENTRL PUGET SOUND WA REGL TRANSIT AUTH SALES & USE TAX                         | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1200000 | PA      | $1249731.90    | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG NC HOSP AUTH HLTH CARE SYS REVENUE                        | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |    1100000 | PA      | $775325.86     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    9155000 | PA      | $9464596.83    | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   15564000 | PA      | $14939765.47   | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2358000 | PA      | $2315399.22    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5819000 | PA      | $5727685.40    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6888000 | PA      | $6849297.36    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11013000 | PA      | $9236029.43    | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3618000 | PA      | $3358753.51    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10706000 | PA      | $9374954.60    | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4378000 | PA      | $4419119.66    | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5610000 | PA      | $4509097.02    | 0.00%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12381000 | PA      | $9505573.54    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10809000 | PA      | $9704792.77    | 0.01%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9054000 | PA      | $5801467.75    | 0.00%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4466606.92    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8885000 | PA      | $5430015.24    | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6562000 | PA      | $4674176.25    | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10710000 | PA      | $7034227.43    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6858000 | PA      | $4587483.74    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6301000 | PA      | $5863580.23    | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6050000 | PA      | $4245826.35    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6686000 | PA      | $4108982.79    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4910000 | PA      | $4626309.14    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6775000 | PA      | $5468905.00    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4820000 | PA      | $3879076.18    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4571159.49    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5900000 | PA      | $6154355.49    | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6800000 | PA      | $7172994.42    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3427730.43    | 0.00%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2847464.48    | 0.00%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | Chase Issuance Trust                                                            | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    2885000 | PA      | $2984990.96    | 0.00%             | 2030-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | Chase Issuance Trust                                                            | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   14830000 | PA      | $14952936.70   | 0.01%             | 2029-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | Chase Issuance Trust                                                            | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   10035000 | PA      | $10284811.29   | 0.01%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    8515000 | PA      | $8514575.95    | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    5399000 | PA      | $5245683.84    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    6407000 | PA      | $5893430.51    | 0.00%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    4509000 | PA      | $4792191.98    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $4975337.90    | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                         | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2112995.70    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                             | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    5162000 | PA      | $5162537.67    | 0.00%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                              | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    5820000 | PA      | $6066833.42    | 0.00%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    4807000 | PA      | $4856258.43    | 0.00%             | 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        |    5645000 | PA      | $5520508.22    | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2495086.19    | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $2665680.89    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    4063000 | PA      | $2416340.37    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    5334000 | PA      | $5098251.07    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    4166000 | PA      | $4175708.28    | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3661000 | PA      | $3579025.82    | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1864478.44    | 0.00%             | 2041-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1811790.40    | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1148990.04    | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3310726.45    | 0.00%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2975210.37    | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3437338.79    | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3398278.49    | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2211594.73    | 0.00%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2320545.51    | 0.00%             | 2028-08-13      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    5385000 | PA      | $5450353.60    | 0.00%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4439264.73    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756BL9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3755676.34    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6340000 | PA      | $6186942.95    | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7856000 | PA      | $7299976.05    | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5101000 | PA      | $3538336.35    | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1100000 | PA      | $1236193.06    | 0.00%             | 2040-01-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1050000 | PA      | $938490.05     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO IL O'HARE INTERNATIONAL ARPT REVENUE                                    | CUSIP: 167593H70<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2450000 | PA      | $2178399.20    | 0.00%             | 2054-01-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AC4<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    4157774 | PA      | $4700847.62    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO IL TRANSIT AUTH SALES & TRANSFER TAX RECPTS REVENUE                     | CUSIP: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    4608314 | PA      | $5198974.66    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    1283000 | PA      | $1139526.49    | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                    | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $1932906.19    | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                                                         | Children's Hospital Corp/The                                                    | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $690233.69     | 0.00%             | 2050-02-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                                                           | Children's Hospital/DC                                                          | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    1136000 | PA      | $749017.14     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: —       |
| CHILDREN'S HEATH SYS TX                                                          | Children's Health System of Texas                                               | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    2541000 | PA      | $1532665.87    | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: —       |
| CHILDREN'S HOSPITAL/PHIL                                                         | Children's Hospital of Philadelphia/The                                         | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    2868000 | PA      | $1837587.08    | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    2760000 | PA      | $2277079.63    | 0.00%             | 2042-10-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863CE6<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    5693000 | PA      | $4632912.56    | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863CF3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   10250000 | PA      | $10061620.48   | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   11085000 | PA      | $8320854.15    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DN5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    9576000 | PA      | $8585127.42    | 0.01%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   10327000 | PA      | $9444721.12    | 0.01%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    8765000 | PA      | $5609694.75    | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   12911000 | PA      | $10040024.44   | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DT2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   13308000 | PA      | $11560827.15   | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DU9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    4588000 | PA      | $2937547.43    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DV7<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    8268000 | PA      | $7633576.60    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    3848000 | PA      | $3107992.62    | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DX3<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    5279000 | PA      | $5184197.92    | 0.00%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    7071000 | PA      | $6375566.16    | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DZ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    9758821 | PA      | $9887430.84    | 0.01%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EA2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    5737215 | PA      | $5665926.03    | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EB0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |   10280000 | PA      | $10499825.77   | 0.01%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863EE4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    5060000 | PA      | $5370817.74    | 0.00%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    2206000 | PA      | $2132184.13    | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2100332.63    | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                                           | Choice Hotels International Inc                                                 | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2563664.80    | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHRISTUS HEALTH                                                                  | CHRISTUS Health                                                                 | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    2834000 | PA      | $2846433.78    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4814000 | PA      | $5275475.62    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                  | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2284628.13    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3620000 | PA      | $3190923.10    | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $1985560.25    | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    3128000 | PA      | $1965523.31    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    6120000 | PA      | $6295276.19    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AL0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4321746.04    | 0.00%             | 2029-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4568629.08    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1703199.01    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    2406000 | PA      | $2378310.79    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    2384000 | PA      | $2127421.74    | 0.00%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2405344.81    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2983560.65    | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                       | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    2094000 | PA      | $2265064.20    | 0.00%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CINCINNATI FINL CORP                                                             | Cincinnati Financial Corp                                                       | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $2048131.35    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    6097000 | PA      | $6078820.51    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2478588.31    | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CINTAS CORPORATION NO. 2                                                         | Cintas Corp No 2                                                                | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1684199.92    | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    9915000 | PA      | $10811162.32   | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    8576000 | PA      | $9034081.29    | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    8005000 | PA      | $8100711.78    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   10196000 | PA      | $10484176.18   | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    7005000 | PA      | $7291237.12    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9649708.37    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    8035000 | PA      | $7886669.08    | 0.01%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4955000 | PA      | $4809296.24    | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4435000 | PA      | $4506032.82    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4888469.86    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4730000 | PA      | $4910046.88    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $5436565.08    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3750242.93    | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5297000 | PA      | $5596308.20    | 0.00%             | 2028-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6105000 | PA      | $6795014.69    | 0.01%             | 2032-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2912000 | PA      | $3122560.81    | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8080000 | PA      | $8740326.20    | 0.01%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3968000 | PA      | $4256411.34    | 0.00%             | 2036-08-25      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9633000 | PA      | $12461406.49   | 0.01%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6004000 | PA      | $6380810.38    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5644000 | PA      | $6374379.43    | 0.00%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5295000 | PA      | $5157177.72    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6425000 | PA      | $5859163.68    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15752000 | PA      | $15827911.88   | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9728000 | PA      | $8675220.76    | 0.01%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9279000 | PA      | $9281035.91    | 0.01%             | 2028-07-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12222000 | PA      | $12189868.48   | 0.01%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6399000 | PA      | $5457976.50    | 0.00%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9980000 | PA      | $9912595.98    | 0.01%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11543000 | PA      | $11418521.90   | 0.01%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6006000 | PA      | $5355366.84    | 0.00%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9706000 | PA      | $9698878.42    | 0.01%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10818000 | PA      | $9726755.45    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9419000 | PA      | $9350192.89    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11532000 | PA      | $10804078.36   | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7162000 | PA      | $7256549.86    | 0.01%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15839000 | PA      | $15869301.12   | 0.01%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19010000 | PA      | $17651405.30   | 0.01%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   17630000 | PA      | $16057307.21   | 0.01%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10710000 | PA      | $9615572.41    | 0.01%             | 2032-11-03      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6955000 | PA      | $5176630.98    | 0.00%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11170000 | PA      | $11028339.04   | 0.01%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12990000 | PA      | $12431747.48   | 0.01%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5270000 | PA      | $5313015.32    | 0.00%             | 2028-05-24      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5980000 | PA      | $6090031.10    | 0.00%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12890000 | PA      | $14123794.19   | 0.01%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9025000 | PA      | $9286574.82    | 0.01%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9245000 | PA      | $9660907.40    | 0.01%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12010000 | PA      | $12532562.19   | 0.01%             | 2035-06-11      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1770628.84    | 0.00%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7340000 | PA      | $7738980.01    | 0.01%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10455000 | PA      | $10532616.04   | 0.01%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9365000 | PA      | $9600126.77    | 0.01%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14495000 | PA      | $14585570.12   | 0.01%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6285000 | PA      | $6416062.99    | 0.00%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3360137.94    | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2005808.34    | 0.00%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4046891.28    | 0.00%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4351415.12    | 0.00%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9587000 | PA      | $9149289.98    | 0.01%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    7220000 | PA      | $7574508.28    | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $9175400.69    | 0.01%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6340000 | PA      | $6753245.45    | 0.00%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $9182349.25    | 0.01%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   11860000 | PA      | $11974608.16   | 0.01%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                                      | Citibank NA                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $8844140.70    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2017-P7                                     | CUSIP: 17325HBP8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8900000 | PA      | $8813858.77    | 0.01%             | 2050-04-14      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | CGMS Commercial Mortgage Trust 2017-B1                                          | CUSIP: 17326CBD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $958985.03     | 0.00%             | 2050-08-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2017-P8                                     | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1966176.16    | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15610000 | PA      | $14362079.31   | 0.01%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9040000 | PA      | $9665848.24    | 0.01%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   12970000 | PA      | $13098534.00   | 0.01%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $2990539.39    | 0.00%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7995000 | PA      | $8109166.52    | 0.01%             | 2029-03-04      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6849000 | PA      | $6976162.16    | 0.01%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15620000 | PA      | $16129073.61   | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2018-B2                                     | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1932081 | PA      | $1912771.36    | 0.00%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2018-B2                                     | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20020000 | PA      | $19918658.56   | 0.01%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5800000 | PA      | $5540702.65    | 0.00%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1868952.18    | 0.00%             | 2072-12-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust                                              | Citigroup Commercial Mortgage Trust 2019-C7                                     | CUSIP: 17328CAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1368034.46    | 0.00%             | 2072-12-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1601000 | PA      | $1481069.28    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    4463000 | PA      | $4253222.67    | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    2692000 | PA      | $2320772.74    | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1811728.93    | 0.00%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     960000 | PA      | $1000171.03    | 0.00%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3105000 | PA      | $3419404.97    | 0.00%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    5795000 | PA      | $6082237.98    | 0.00%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                         | Citizens Financial Group Inc                                                    | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3076375.17    | 0.00%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                                 | City of Hope                                                                    | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1909053.58    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | City of Hope                                                                    | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    1847000 | PA      | $1561951.60    | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA                                                                | Claremont Mckenna College                                                       | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830000 | PA      | $559883.66     | 0.00%             | 2122-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK CNTY NV ARPT REVENUE                                                      | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     850000 | PA      | $958243.16     | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: —       |
| CLECO CORPORATE HOLDINGS                                                         | Cleco Corporate Holdings LLC                                                    | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1692915.38    | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                                                           | Cleveland Clinic Foundation/The                                                 | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1527049.01    | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: —       |
| CLEVELAND ELECTRIC ILLUM                                                         | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1299000 | PA      | $1381762.58    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    3548000 | PA      | $3497167.98    | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    3613000 | PA      | $3611681.00    | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    3274000 | PA      | $2955734.69    | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3609464.74    | 0.00%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                                                                   | Clorox Co/The                                                                   | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    3459000 | PA      | $3500523.12    | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2031000 | PA      | $2028664.65    | 0.00%             | 2027-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust 2024-C                                                      | CUSIP: 18978GAD6<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |   10000000 | PA      | $10019414.60   | 0.01%             | 2030-01-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust 2024-B                                                      | CUSIP: 18978JAD0<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    5360000 | PA      | $5440165.82    | 0.00%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH Equipment Trust 2024-B                                                      | CUSIP: 18978JAE8<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2061596.18    | 0.00%             | 2031-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $4084652.37    | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED                                                           | Coca-Cola Consolidated Inc                                                      | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2586113.42    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    4482000 | PA      | $4434025.52    | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5913000 | PA      | $5572791.88    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3616000 | PA      | $3098204.17    | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6737000 | PA      | $6714206.84    | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6563000 | PA      | $6448008.69    | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5302000 | PA      | $5130469.91    | 0.00%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6889000 | PA      | $6243944.42    | 0.00%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5348000 | PA      | $4031495.03    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    7404000 | PA      | $4693189.55    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5676000 | PA      | $3422683.00    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    7265000 | PA      | $4458976.06    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6834000 | PA      | $6441882.99    | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $4409255.91    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    4542000 | PA      | $4335276.82    | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    4496000 | PA      | $4086938.23    | 0.00%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6345000 | PA      | $4334101.42    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $8600518.23    | 0.01%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2949987.23    | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $4475928.86    | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    4405000 | PA      | $4395885.92    | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6835000 | PA      | $6806366.00    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3416428.32    | 0.00%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    4555000 | PA      | $4494306.31    | 0.00%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    2412000 | PA      | $2374570.85    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    6088000 | PA      | $5756610.68    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    4098000 | PA      | $3451554.80    | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                                                           | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    1160000 | PA      | $1177698.03    | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3082179.50    | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2938549.49    | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    1744000 | PA      | $1776199.49    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    1974000 | PA      | $2027852.20    | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3827689.73    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    3518000 | PA      | $3029449.01    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1179421.47    | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    3032000 | PA      | $3023444.54    | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA UNIVERSITY                                                              | Trustees of Columbia University in the City of New York/The                     | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |     650000 | PA      | $642620.36     | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4012000 | PA      | $4608126.67    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3756000 | PA      | $3959642.24    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3357000 | PA      | $3762573.71    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2887609.89    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2659569.83    | 0.00%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     985000 | PA      | $1112168.65    | 0.00%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3542000 | PA      | $3139935.04    | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8026000 | PA      | $7864881.42    | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1964000 | PA      | $1738881.78    | 0.00%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $4915123.05    | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4009000 | PA      | $3858640.81    | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3176000 | PA      | $2734230.06    | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4880000 | PA      | $4174679.55    | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5502000 | PA      | $3914265.69    | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7046000 | PA      | $6922834.93    | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6701000 | PA      | $6647602.01    | 0.00%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3657000 | PA      | $2823486.72    | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     150000 | PA      | $147332.17     | 0.00%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6972000 | PA      | $5360829.92    | 0.00%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8548000 | PA      | $6466537.98    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4709000 | PA      | $3527262.09    | 0.00%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5854000 | PA      | $5136817.04    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4621000 | PA      | $3554273.94    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4765000 | PA      | $4491547.32    | 0.00%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8683000 | PA      | $7405810.50    | 0.01%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5549000 | PA      | $4730650.24    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6484000 | PA      | $6495879.40    | 0.00%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5072000 | PA      | $4031037.02    | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8440000 | PA      | $5804497.75    | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8658000 | PA      | $8159908.72    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8130000 | PA      | $7882286.62    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6924000 | PA      | $5799247.23    | 0.00%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9294000 | PA      | $5546147.19    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8831000 | PA      | $7870877.96    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7440000 | PA      | $6469731.30    | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6345000 | PA      | $3450249.90    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6574000 | PA      | $3382572.48    | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   20795000 | PA      | $12556281.56   | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   24961000 | PA      | $14523982.19   | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   16168000 | PA      | $9017598.52    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $5325716.05    | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $5722484.30    | 0.00%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $5087125.18    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $5737148.31    | 0.00%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6290000 | PA      | $5801137.30    | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     490000 | PA      | $506466.97     | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $5157676.48    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $4794456.37    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $4459777.55    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $4478164.19    | 0.00%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $3265551.93    | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   43080000 | PA      | $42949429.69   | 0.03%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                                                                    | Comerica Bank                                                                   | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1914096.96    | 0.00%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                                                     | Comerica Inc                                                                    | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    3731000 | PA      | $3694600.96    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| COMERICA INC                                                                     | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $4043681.10    | 0.00%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2951268.32    | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2966000 | PA      | $2377876.04    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    3052000 | PA      | $2334645.41    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1872000 | PA      | $1751718.93    | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1304000 | PA      | $990918.99     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1756000 | PA      | $1816065.16    | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     915000 | PA      | $1002867.12    | 0.00%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2290849.62    | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2192850.68    | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     600000 | PA      | $584651.09     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1507186.89    | 0.00%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2454808.19    | 0.00%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     520000 | PA      | $515514.14     | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1629743.75    | 0.00%             | 2035-09-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                         | Commonwealth Bank of Australia/New York NY                                      | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    3610000 | PA      | $3658473.85    | 0.00%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                                                         | Commonwealth Bank of Australia/New York NY                                      | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    2605000 | PA      | $2621066.91    | 0.00%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2204000 | PA      | $2399014.68    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2082000 | PA      | $2349696.69    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1074000 | PA      | $881441.58     | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1211157.80    | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1752597.14    | 0.00%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1413986.73    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2371000 | PA      | $2046163.26    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3334000 | PA      | $2600440.95    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2912000 | PA      | $2869400.03    | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $2406870.34    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $2986900.12    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3859097.50    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1981000 | PA      | $1582579.79    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1648000 | PA      | $1139489.86    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $1906738.59    | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $1766918.43    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2138753.30    | 0.00%             | 2051-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $1343384.74    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1440552.74    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1076135.34    | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1194529.43    | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1982504.98    | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1191771.78    | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1315831.02    | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2843033.38    | 0.00%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      50000 | PA      | $47242.00      | 0.00%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4200000 | PA      | $3911170.20    | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: —       |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1130000 | PA      | $869869.99     | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                                         | Community Health Network Inc                                                    | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1631000 | PA      | $1070644.54    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    3589000 | PA      | $3833231.02    | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    1852000 | PA      | $2136380.16    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4953529.17    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    5001000 | PA      | $4832645.99    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    4853000 | PA      | $4449493.34    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    4743000 | PA      | $4497632.28    | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2400248.03    | 0.00%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2413411.95    | 0.00%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    4435000 | PA      | $4576706.41    | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                                                                  | Concentrix Corp                                                                 | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2857001.89    | 0.00%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2157155.67    | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1695168.14    | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2988000 | PA      | $2958765.56    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    3721000 | PA      | $3020469.14    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $1899335.76    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2358661.13    | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1344709.11    | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1608503.78    | 0.00%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1361903.13    | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $2075792.62    | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CONNECTICUT ST                                                                  | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    4765000 | PA      | $5147808.28    | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1728000 | PA      | $1887471.14    | 0.00%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    2316000 | PA      | $2528336.07    | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    1062000 | PA      | $1152239.96    | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    3074000 | PA      | $3494741.45    | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1494972.36    | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                                                         | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1034157.61    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3286040.99    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1069448.05    | 0.00%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    5445000 | PA      | $4086423.77    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    7390000 | PA      | $6087489.74    | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    9142000 | PA      | $6807910.54    | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    4455000 | PA      | $4229992.79    | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    4390000 | PA      | $4551312.09    | 0.00%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3516975.31    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2749811.41    | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $6735455.27    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3466116.57    | 0.00%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    5495000 | PA      | $5620946.99    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    4245000 | PA      | $4151574.26    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4101480.40    | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1215176.15    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2737000 | PA      | $2948191.03    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1012000 | PA      | $1123059.28    | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1503000 | PA      | $1681927.07    | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2063000 | PA      | $2386887.41    | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2851000 | PA      | $2940706.89    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2147000 | PA      | $2242489.56    | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2033000 | PA      | $1772053.74    | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3511000 | PA      | $2946783.14    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3958000 | PA      | $3504314.80    | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3247000 | PA      | $2792477.50    | 0.00%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3827000 | PA      | $3374018.25    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3669000 | PA      | $2941044.83    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2359000 | PA      | $1908632.01    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3307000 | PA      | $2619995.32    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1383000 | PA      | $1362098.71    | 0.00%             | 2027-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1144144.28    | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FP3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3211000 | PA      | $3202133.79    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3214000 | PA      | $2683910.26    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FS7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3367000 | PA      | $3373954.27    | 0.00%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3534000 | PA      | $3132452.93    | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3567000 | PA      | $2894871.30    | 0.00%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3043000 | PA      | $2170722.44    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3604000 | PA      | $3498113.07    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    4874000 | PA      | $3890843.82    | 0.00%             | 2050-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2428000 | PA      | $1474724.20    | 0.00%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3409683.18    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3698000 | PA      | $2598060.52    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $1521625.55    | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3894865.16    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2241104.41    | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2921000 | PA      | $3088925.57    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3932668.19    | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2454229.13    | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3494958.78    | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2125697.81    | 0.00%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3613736.18    | 0.00%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3163902.90    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $1983235.84    | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3242643.39    | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3011000 | PA      | $2396232.03    | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBC1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2917000 | PA      | $2960444.63    | 0.00%             | 2028-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2327203.83    | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    4522000 | PA      | $4361661.59    | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3271126.72    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2147035.09    | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1383527.89    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $3298845.39    | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1186340.94    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $3944306.87    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2106666.26    | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1695433.49    | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1894226.00    | 0.00%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $4284388.39    | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2733239.46    | 0.00%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2395624.64    | 0.00%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $5046819.89    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4531814.94    | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1591000 | PA      | $1336253.38    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2498000 | PA      | $1846137.91    | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1753000 | PA      | $1424029.30    | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2842000 | PA      | $2347969.20    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     996000 | PA      | $993947.60     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2551000 | PA      | $2176671.23    | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1961000 | PA      | $1515163.30    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2146227.55    | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2786000 | PA      | $2065792.84    | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1357000 | PA      | $870078.15     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1422290.72    | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2113216.64    | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2856950.40    | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    4935000 | PA      | $4973933.65    | 0.00%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $3041368.54    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3561229.60    | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1561115.40    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2528794.00    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $1271174.54    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $3324426.58    | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    5270000 | PA      | $5252797.77    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5800000 | PA      | $5941390.66    | 0.00%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    5565000 | PA      | $5338692.10    | 0.00%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7521000 | PA      | $7623838.84    | 0.01%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1540000 | PA      | $1579883.07    | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    3490000 | PA      | $3542149.08    | 0.00%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4050000 | PA      | $4137345.66    | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2620000 | PA      | $2680765.69    | 0.00%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABM3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2730000 | PA      | $2752964.87    | 0.00%             | 2027-05-27      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                                                          | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    2620000 | PA      | $2627132.40    | 0.00%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    7701000 | PA      | $7641514.55    | 0.01%             | 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        |    4268000 | PA      | $4205137.44    | 0.00%             | 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        |    5955000 | PA      | $5665161.63    | 0.00%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2273623.12    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $4179474.59    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2556491.65    | 0.00%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3365315.47    | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3686190.29    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     580000 | PA      | $584435.68     | 0.00%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                              | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2130546.51    | 0.00%             | 2034-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                              | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1975498.64    | 0.00%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                                                               | Cornell University                                                              | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2081364.86    | 0.00%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    2577000 | PA      | $2706379.91    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2323659.90    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1517000 | PA      | $1491498.85    | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    4052000 | PA      | $3333172.20    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    2864000 | PA      | $2816259.41    | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1938573.99    | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    2013000 | PA      | $1589233.00    | 0.00%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    4483000 | PA      | $4144947.10    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |     985000 | PA      | $965647.46     | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    6670000 | PA      | $6887978.47    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                                                           | Corp Andina de Fomento                                                          | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | XX        |    8505000 | PA      | $8840716.25    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0206C4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1243000 | PA      | $1034636.39    | 0.00%             | 2055-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0226C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12797500 | PA      | $11104304.75   | 0.01%             | 2055-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0306C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13307000 | PA      | $12003946.36   | 0.01%             | 2055-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0326C9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51776348 | PA      | $47458281.35   | 0.04%             | 2055-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  122261000 | PA      | $115903004.98  | 0.09%             | 2055-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0426C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   65161000 | PA      | $63721603.28   | 0.05%             | 2055-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39555000 | PA      | $39507435.11   | 0.03%             | 2055-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0526C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  105799000 | PA      | $106844045.49  | 0.08%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0606C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45263000 | PA      | $46132060.92   | 0.03%             | 2054-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21465000 | PA      | $22091319.29   | 0.02%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae                                                                      | CUSIP: 21H0626C6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   56603922 | PA      | $58348412.99   | 0.04%             | 2054-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    2295000 | PA      | $2090438.41    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    2189000 | PA      | $2041011.74    | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                             | COPT Defense Properties LP                                                      | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    1850000 | PA      | $1584332.17    | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    5237000 | PA      | $5196432.00    | 0.00%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    6391000 | PA      | $6180087.29    | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    8239000 | PA      | $7478632.08    | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                            | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    4370000 | PA      | $3801132.06    | 0.00%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2635000 | PA      | $1893037.49    | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |     830000 | PA      | $830887.90     | 0.00%             | 2028-01-26      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    1900000 | PA      | $1931080.58    | 0.00%             | 2029-01-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    1559000 | PA      | $1581686.51    | 0.00%             | 2027-06-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |    2038000 | PA      | $2105833.57    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COUNCIL OF EUROPE                                                                | Council Of Europe Development Bank                                              | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | NUSS              | XX        |      40000 | PA      | $40080.64      | 0.00%             | 2028-05-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    2440000 | PA      | $2549873.37    | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     700000 | PA      | $718029.69     | 0.00%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                                                            | Cousins Properties LP                                                           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    1575000 | PA      | $1613724.13    | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC                                                            | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    3891000 | PA      | $4474241.45    | 0.00%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3104414.48    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    1948000 | PA      | $1703486.24    | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    5525000 | PA      | $5472759.96    | 0.00%             | 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        |    5716000 | PA      | $5656888.90    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    3555000 | PA      | $3548759.77    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    2148000 | PA      | $1961641.47    | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    2713000 | PA      | $2587990.71    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    2003000 | PA      | $1528090.06    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    2333000 | PA      | $1836928.98    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4605000 | PA      | $4375031.37    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    5017000 | PA      | $4491263.65    | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4015000 | PA      | $2691130.56    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    6427000 | PA      | $5664896.24    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    5680000 | PA      | $4162660.82    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    2615000 | PA      | $2340081.15    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4570000 | PA      | $4491866.07    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    5820000 | PA      | $5907747.50    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4070000 | PA      | $4124382.85    | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    3975000 | PA      | $4027029.29    | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4155000 | PA      | $4318284.56    | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4000000 | PA      | $4210396.48    | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    3630000 | PA      | $3687115.25    | 0.00%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    4260000 | PA      | $4322965.40    | 0.00%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    1956000 | PA      | $1963924.93    | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    1490000 | PA      | $1415500.15    | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    2215000 | PA      | $1959880.73    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    2532000 | PA      | $2397123.96    | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    2435000 | PA      | $2157508.57    | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                     | CubeSmart LP                                                                    | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |     840000 | PA      | $842927.01     | 0.00%             | 2035-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    3621000 | PA      | $3553923.98    | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $3238013.38    | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    4319000 | PA      | $3862202.91    | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1498979.50    | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1571041.58    | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1689545.63    | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1079244.31    | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3546038.82    | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3443591.71    | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    5966000 | PA      | $5659769.63    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    3877000 | PA      | $3214068.16    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    3759000 | PA      | $2786304.39    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1642886.09    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204646.37     | 0.00%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142852.23     | 0.00%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1661576.23    | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                                          | DBJPM 2017-C6 Mortgage Trust                                                    | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5341721.06    | 0.00%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortgage Trust                                          | DBJPM 2016-C3 Mortgage Trust                                                    | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $990880.75     | 0.00%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    1779000 | PA      | $1699866.24    | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1813524.52    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61530.18      | 0.00%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                                                                  | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $2186853.02    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3205386.38    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1653000 | PA      | $1571294.69    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $4351588.16    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5886520.34    | 0.00%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3925129.50    | 0.00%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $5917671.94    | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    4860000 | PA      | $5026903.34    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                    | DTE Energy Co                                                                   | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1731649.25    | 0.00%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1927000 | PA      | $1638485.19    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $1487589.13    | 0.00%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2134728.25    | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $1598782.26    | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2457000 | PA      | $1921219.55    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAH9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2456000 | PA      | $2027101.20    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    3004000 | PA      | $2424393.85    | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2767000 | PA      | $2574286.14    | 0.00%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    3122000 | PA      | $2117663.93    | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2432603.90    | 0.00%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3411020.38    | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2626000 | PA      | $1856887.54    | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2215346.65    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1389863.70    | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2901653.11    | 0.00%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2644294.60    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2910156.65    | 0.00%             | 2026-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2408447.13    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2064127.10    | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3004743.33    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2511743.83    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    3797000 | PA      | $3568321.46    | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                             | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    6949000 | PA      | $8278823.39    | 0.01%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS CNTY TX HOSP DIST                                                        | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |    1250000 | PA      | $1251401.80    | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1200000 | PA      | $1051888.19    | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: —       |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1405000 | PA      | $1090004.61    | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     340000 | PA      | $281504.99     | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350367A2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2670000 | PA      | $1930292.95    | 0.00%             | 2050-11-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: —       |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1720000 | PA      | $1276748.05    | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4505000 | PA      | $3979030.12    | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: —       |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX INTERNATIONAL ARPT REVENUE                                 | CUSIP: 23503CAP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1245000 | PA      | $1044457.65    | 0.00%             | 2051-11-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: —       |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     400000 | PA      | $425009.61     | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    3250000 | PA      | $3116083.30    | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    2895000 | PA      | $2009262.79    | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS TX INDEP SCH DIST                                                        | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     400000 | PA      | $402351.56     | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS TX CONVENTION CENTER HOTEL DEV CORP HOTEL REVENUE                        | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     700000 | PA      | $794199.06     | 0.00%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    2378000 | PA      | $2117160.98    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    4573000 | PA      | $2853674.92    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    4415000 | PA      | $2842272.32    | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    3164000 | PA      | $3152278.58    | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2349138.78    | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1545287.72    | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $2099802.10    | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2917325.59    | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                           | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2367000 | PA      | $1880497.76    | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BV0<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2315642.95    | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                                                         | Dayton Power & Light Co/The                                                     | CUSIP: 240019BW8<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2003475.96    | 0.00%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2939763.75    | 0.00%             | 2031-03-03      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3376558.98    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    5459000 | PA      | $4758569.52    | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $2607970.50    | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    3946000 | PA      | $3811682.18    | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    4971000 | PA      | $3960516.10    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    4795000 | PA      | $5094718.24    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     725000 | PA      | $765317.94     | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3162000 | PA      | $3109768.44    | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2392807.86    | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3649000 | PA      | $3605378.47    | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3361000 | PA      | $3233709.52    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3326000 | PA      | $3145332.21    | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3096000 | PA      | $3016936.15    | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $2976881.28    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2317000 | PA      | $2201501.16    | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2654000 | PA      | $2381325.84    | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2600454.12    | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1388000 | PA      | $1363771.24    | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWE5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3361618.92    | 0.00%             | 2029-04-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2390809.49    | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4115000 | PA      | $4142637.29    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2882103.45    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2889038.24    | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2208044.53    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1617489.12    | 0.00%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4185000 | PA      | $4302946.32    | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3467722.59    | 0.00%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3935954.63    | 0.00%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2389045.77    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3754230.21    | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2162866.51    | 0.00%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4215000 | PA      | $4363517.97    | 0.00%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4637298.23    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3445000 | PA      | $3504688.83    | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3610632.74    | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3435000 | PA      | $3570103.05    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXV6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3865337.24    | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4185000 | PA      | $4236853.74    | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1975066.27    | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3123372.75    | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3031940.01    | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3316230.78    | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                                          | John Deere Capital Corp                                                         | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2179466.27    | 0.00%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                                                         | Deere Funding Canada Corp                                                       | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    1525000 | PA      | $1525532.70    | 0.00%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                         | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    1885000 | PA      | $1978313.36    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                         | Dell Inc                                                                        | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3795209.95    | 0.00%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| DELL INC                                                                         | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2350639.14    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    5510000 | PA      | $4244026.75    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    4409000 | PA      | $3073607.37    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBJ9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2537302.63    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3618611.99    | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $4026489.25    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3131995.31    | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $3948208.61    | 0.00%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    5315000 | PA      | $5309107.90    | 0.00%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4302376.45    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    5015000 | PA      | $5027286.90    | 0.00%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $4247393.52    | 0.00%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAF3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3392148.18    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    7595000 | PA      | $7842681.68    | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    3323000 | PA      | $3558772.40    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    4672000 | PA      | $5693444.45    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $3275662.12    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1474860.49    | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAM8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2410801.48    | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $4124884.70    | 0.00%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAP1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    4390000 | PA      | $4555496.81    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELMARVA PWR & LIGHT CO                                                          | Delmarva Power & Light Co                                                       | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    1799000 | PA      | $1543086.42    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2995970.03    | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2182328.97    | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1903569.44    | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | Delta Air Lines Inc                                                             | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2287736.78    | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                                                          | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3897729 | PA      | $3745156.46    | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                                                              | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    4153000 | PA      | $3835936.76    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4025000 | PA      | $4030600.55    | 0.00%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7827000 | PA      | $7457983.56    | 0.01%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6225000 | PA      | $5900366.19    | 0.00%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3124000 | PA      | $2876356.99    | 0.00%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5635000 | PA      | $5905595.46    | 0.00%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6350000 | PA      | $6979332.37    | 0.01%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6640000 | PA      | $7093901.37    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2945000 | PA      | $2992762.81    | 0.00%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CW7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4075000 | PA      | $4242488.90    | 0.00%             | 2029-05-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5100000 | PA      | $5188206.23    | 0.00%             | 2030-09-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5675000 | PA      | $5811854.44    | 0.00%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4090000 | PA      | $4201984.24    | 0.00%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4560000 | PA      | $4625422.05    | 0.00%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   17555000 | PA      | $20622780.66   | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    4392000 | PA      | $5502914.63    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     910000 | PA      | $945812.85     | 0.00%             | 2031-07-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5875000 | PA      | $5483009.43    | 0.00%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    5755000 | PA      | $5646036.90    | 0.00%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3739000 | PA      | $3827853.93    | 0.00%             | 2027-09-09      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                 | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3370000 | PA      | $3440453.12    | 0.00%             | 2029-01-10      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $2183006.16    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    5437000 | PA      | $5283152.58    | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3753000 | PA      | $3275673.83    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3922000 | PA      | $3430399.93    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4374701.45    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2765808.10    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4510000 | PA      | $4519660.60    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4945000 | PA      | $4964735.00    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4845000 | PA      | $4509057.10    | 0.00%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    2622000 | PA      | $3053470.66    | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3370000 | PA      | $3673563.16    | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    2532000 | PA      | $2110737.54    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3589000 | PA      | $3585931.05    | 0.00%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3865000 | PA      | $3638843.82    | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    6106000 | PA      | $5585410.26    | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    4003000 | PA      | $3490637.02    | 0.00%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    5085000 | PA      | $5210380.54    | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3797000 | PA      | $4026366.97    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3710000 | PA      | $3968606.70    | 0.00%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    2082000 | PA      | $1814908.61    | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1589986.99    | 0.00%             | 2030-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     860000 | PA      | $916817.86     | 0.00%             | 2035-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    5461000 | PA      | $5416622.11    | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    4623000 | PA      | $4482338.71    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $3203428.69    | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    4477000 | PA      | $4187048.17    | 0.00%             | 2031-03-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    4124000 | PA      | $3268182.65    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    4605000 | PA      | $4985546.10    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3396140.56    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    6070000 | PA      | $6153747.00    | 0.00%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4590399.83    | 0.00%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5859518.09    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    5820000 | PA      | $5612512.17    | 0.00%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $4219120.15    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    4070000 | PA      | $4208911.99    | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3360049.48    | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    4920000 | PA      | $3647168.89    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1139820.62    | 0.00%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4587648.65    | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    2955000 | PA      | $2979156.21    | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    4884000 | PA      | $4791304.66    | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | Digital Realty Trust LP                                                         | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    4642000 | PA      | $4778836.69    | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                  | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $905641.09     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1011080.31    | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                   | Capital One NA                                                                  | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    4377000 | PA      | $4444304.65    | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                   | Capital One NA                                                                  | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    3228000 | PA      | $3041613.96    | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3044000 | PA      | $3470507.81    | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $5649064.03    | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $5466170.26    | 0.00%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2507319.96    | 0.00%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5752000 | PA      | $6655269.46    | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2907000 | PA      | $3206072.13    | 0.00%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3132000 | PA      | $3179026.26    | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3514000 | PA      | $3254095.46    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1951000 | PA      | $1854390.97    | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $2099324.47    | 0.00%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2028000 | PA      | $1874827.96    | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10187000 | PA      | $9515479.48    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $5214114.44    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3917000 | PA      | $3911330.61    | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    6789000 | PA      | $6742821.43    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    3131000 | PA      | $3029439.22    | 0.00%             | 2040-03-23      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    7755000 | PA      | $7071440.64    | 0.01%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5857000 | PA      | $5673503.88    | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10183000 | PA      | $9544824.77    | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8072000 | PA      | $6815233.92    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    9487000 | PA      | $7183643.59    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    5887000 | PA      | $4399041.38    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    4617000 | PA      | $5294313.90    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1686600.63    | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    2798000 | PA      | $2472005.41    | 0.00%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    2126000 | PA      | $1755483.23    | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    4297000 | PA      | $3672905.40    | 0.00%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $1695334.77    | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    4944000 | PA      | $4887969.20    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $5021832.49    | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $4227547.92    | 0.00%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                         | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $5155322.92    | 0.00%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DIST OF COLUMBIA WTR & SWR AUTH PUBLIC UTILITY REVENUE                          | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    1690000 | PA      | $1498627.54    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2477000 | PA      | $2476210.43    | 0.00%             | 2028-05-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    3538000 | PA      | $3421453.54    | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $2521264.79    | 0.00%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2782000 | PA      | $2804878.81    | 0.00%             | 2027-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $3908458.29    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1440009.16    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1931346.65    | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2486322.83    | 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        |    6418000 | PA      | $6411964.13    | 0.00%             | 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        |    3885000 | PA      | $3490312.05    | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2328396.91    | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $2090202.76    | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2437843.49    | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1548841.34    | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2502070.53    | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2269182.15    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2567000 | PA      | $2757071.51    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1898348.28    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2201691.20    | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1545139.11    | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $1931290.17    | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3402000 | PA      | $3412379.47    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1545997.25    | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1914351.32    | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6899000 | PA      | $6664350.11    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1770120.09    | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3433000 | PA      | $3066631.17    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1672923.73    | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2408296.58    | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3980000 | PA      | $4158163.86    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     360000 | PA      | $376897.42     | 0.00%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4419842.88    | 0.00%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1024436.00    | 0.00%             | 2055-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2658173.64    | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3418394.42    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3123350.34    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     800000 | PA      | $806816.61     | 0.00%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1543360.19    | 0.00%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     992000 | PA      | $1042639.16    | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2580009.90    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $2954952.38    | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    4081000 | PA      | $4521920.14    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2577000 | PA      | $3365223.64    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    4141000 | PA      | $3796330.82    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6676000 | PA      | $5393932.48    | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2634000 | PA      | $2429919.66    | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $3004405.34    | 0.00%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    4248000 | PA      | $3814550.94    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3685000 | PA      | $2968428.28    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    4487000 | PA      | $4551398.59    | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2511000 | PA      | $2225810.09    | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3521000 | PA      | $2338493.52    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1813042.27    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3153341.34    | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1785680.41    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1824885.83    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2137077.70    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2193518.25    | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3495000 | PA      | $3486731.49    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2448089.95    | 0.00%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    4789000 | PA      | $4887116.60    | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    1867000 | PA      | $1779788.81    | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2355970.76    | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4158000 | PA      | $4114088.57    | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $1660383.15    | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust 2024-2                                             | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $501464.60     | 0.00%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust 2024-2                                             | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     890000 | PA      | $892118.56     | 0.00%             | 2032-05-17      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust 2024-2                                             | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2009197.78    | 0.00%             | 2032-05-17      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | Drive Auto Receivables Trust 2025-1                                             | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2837796.00    | 0.00%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    4102000 | PA      | $3803543.65    | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1849668.04    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                         | EIDP Inc                                                                        | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2441476.71    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1583000 | PA      | $1768573.00    | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2153000 | PA      | $2408967.31    | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1519000 | PA      | $1425398.00    | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1804000 | PA      | $1905789.47    | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1957234.58    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2373641.97    | 0.00%             | 2030-08-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3044000 | PA      | $2739117.37    | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    6557000 | PA      | $5053226.21    | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4403000 | PA      | $4338620.48    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $1900397.40    | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2687000 | PA      | $2624970.47    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2280609.69    | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3616908.17    | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $2995132.32    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3758000 | PA      | $2926877.26    | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $2600019.02    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2487000 | PA      | $2399917.27    | 0.00%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $4481747.32    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $5225109.23    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $4597291.41    | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2869907.57    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3166403.46    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3436297.77    | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2314470.05    | 0.00%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2312737.77    | 0.00%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3365447.62    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2932795.06    | 0.00%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     900000 | PA      | $944466.03     | 0.00%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3558119.30    | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    6470000 | PA      | $6453857.74    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2533173.08    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1462000 | PA      | $1588226.64    | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2268238.07    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3535000 | PA      | $3627258.02    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2109000 | PA      | $1884366.40    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $1812902.07    | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2524000 | PA      | $2015643.66    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2292536.95    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2847000 | PA      | $2823918.09    | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2372000 | PA      | $1835380.85    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $1792327.26    | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3551000 | PA      | $3562289.30    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2484000 | PA      | $2351632.21    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $2451399.14    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2270694.81    | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $2495288.74    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $1977788.09    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2276196.58    | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $1854764.73    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $4512865.65    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2306082.69    | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    4119000 | PA      | $4084700.76    | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2641079.78    | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1593162.35    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2317141.72    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1942000 | PA      | $1510509.76    | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    2261000 | PA      | $2242306.14    | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    2057000 | PA      | $1716543.65    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    2248000 | PA      | $2066676.86    | 0.00%             | 2030-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2190862.28    | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1575031.21    | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1749363.49    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1556132.04    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2217000 | PA      | $1937917.26    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2699000 | PA      | $2289001.33    | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    2001000 | PA      | $1490015.60    | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    1778000 | PA      | $1170043.73    | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $1743851.67    | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1884000 | PA      | $1601997.17    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2624000 | PA      | $2040327.59    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2107250.44    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2906000 | PA      | $2892284.87    | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3132000 | PA      | $3085469.00    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $2001011.05    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $2903182.66    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2229000 | PA      | $1437209.16    | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2354086.11    | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1247929.79    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2498119.17    | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2380215.30    | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2805599.78    | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     630000 | PA      | $634331.29     | 0.00%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2668877.28    | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2197660.17    | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY HEALTH                                                           | Duke University Health System Inc                                               | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    3226000 | PA      | $2649273.01    | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1734000 | PA      | $1369505.64    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $1911443.26    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $1981082.72    | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2156945.32    | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1830298.78    | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1437733.47    | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY NC ST FDG II                                                         | Duke Energy Carolinas Nc Storm Funding II LLC                                   | CUSIP: 26443UAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003355.83    | 0.00%             | 2035-07-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY NC ST FDG II                                                         | Duke Energy Carolinas Nc Storm Funding II LLC                                   | CUSIP: 26443UAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1005235.21    | 0.00%             | 2046-01-01      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FL PROJ FIN                                                          | Duke Energy Florida Project Finance LLC                                         | CUSIP: 26444GAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     705000 | PA      | $655822.13     | 0.00%             | 2033-03-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FL PROJ FIN                                                          | Duke Energy Florida Project Finance LLC                                         | CUSIP: 26444GAE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1036194.49    | 0.00%             | 2036-09-01      | Fixed         | 3.11%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    3213000 | PA      | $2388112.57    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4772000 | PA      | $4740486.67    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $3218800.00    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $1751176.64    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    3323000 | PA      | $3139974.91    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2557897.77    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2961898.11    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2672000 | PA      | $1754000.12    | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $2307766.65    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2524804.97    | 0.00%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2896705.62    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     340000 | PA      | $340971.98     | 0.00%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     600000 | PA      | $603473.98     | 0.00%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26614NAC6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4752880.05    | 0.00%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    2663000 | PA      | $2493666.49    | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    5279000 | PA      | $4805544.39    | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    4099000 | PA      | $4135851.32    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    2485000 | PA      | $2485633.43    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3969365.69    | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    4485000 | PA      | $4604717.39    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $5285903.28    | 0.00%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3389584.52    | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     965000 | PA      | $970121.71     | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1625279.36    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    2050000 | PA      | $1822198.36    | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    2289000 | PA      | $2264100.88    | 0.00%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    1501000 | PA      | $1224543.19    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3133000 | PA      | $3101762.02    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    2605000 | PA      | $2617995.36    | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    3093000 | PA      | $2982426.15    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    3148000 | PA      | $2957756.44    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    1815000 | PA      | $1600461.21    | 0.00%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    1410000 | PA      | $1406095.57    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    2995000 | PA      | $3075759.16    | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    5656000 | PA      | $5622923.09    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3402520.46    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2402372.68    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2592162.47    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2927282.01    | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     150000 | PA      | $150077.40     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     480000 | PA      | $529568.10     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                         | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     170000 | PA      | $171135.53     | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1500000 | PA      | $1503529.20    | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1500268.91    | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1000000 | PA      | $1008257.98    | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1900000 | PA      | $1840027.94    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |      75000 | PA      | $69767.16      | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                   | EPR Properties                                                                  | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    1325000 | PA      | $1319972.34    | 0.00%             | 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        |    2700000 | PA      | $2454187.46    | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                                                              | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1311467.15    | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE                                   | CUSIP: 271014TU6<br>LEI: 549300IZZ5HKLDKRTF96 | Long             | DBT              | MUN               | US        |    4480000 | PA      | $4812816.15    | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2665584.34    | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2259218.70    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1082061.25    | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    2881000 | PA      | $2537148.93    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    2598000 | PA      | $2347333.97    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                                                                 | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    3144000 | PA      | $3005590.40    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    2747000 | PA      | $2453261.64    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    4503000 | PA      | $3854235.14    | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    2056000 | PA      | $2070871.97    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2557225.24    | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2667804.03    | 0.00%             | 2034-02-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    3205000 | PA      | $3269845.07    | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    4464000 | PA      | $4404765.26    | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    5129000 | PA      | $4525158.42    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    1324000 | PA      | $1086449.16    | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    3392000 | PA      | $3352349.56    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $4133143.12    | 0.00%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2669647.03    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1846417.42    | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                                                                | Eaton Capital ULC                                                               | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |    3480000 | PA      | $3520735.56    | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CORP                                                                 | Eaton Vance Corp                                                                | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    3629000 | PA      | $3607782.72    | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    4586000 | PA      | $3824583.16    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    4470000 | PA      | $4440046.62    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4231382.04    | 0.00%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $3622730.80    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    5094000 | PA      | $3793977.89    | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1963950.39    | 0.00%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $2060800.69    | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1330552.12    | 0.00%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2009331.04    | 0.00%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865AM2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     805000 | PA      | $834672.24     | 0.00%             | 2041-12-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1253992.53    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2943926.96    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3558000 | PA      | $3658961.06    | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2537677.65    | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $1521224.31    | 0.00%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    5154000 | PA      | $3170482.22    | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3607000 | PA      | $3516976.21    | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3000203.56    | 0.00%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $3228737.75    | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3638129.08    | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1994734.08    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2296625.01    | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3660797.94    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    3198000 | PA      | $3251549.13    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $3010842.99    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2995000 | PA      | $3039307.73    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2898388.01    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1692930.85    | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| EDISON INTERNATIONAL                                                             | Edison International                                                            | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     570000 | PA      | $596493.05     | 0.00%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                                                         | Edwards Lifesciences Corp                                                       | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    4356000 | PA      | $4372956.12    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                              | El Paso Electric Co                                                             | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     809000 | PA      | $848938.06     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EL PASO ELECTRIC CO                                                              | El Paso Electric Co                                                             | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    1291000 | PA      | $1152616.63    | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2672000 | PA      | $3110473.60    | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4689000 | PA      | $5465657.97    | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2014000 | PA      | $2405228.91    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2742000 | PA      | $2430295.12    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    5297000 | PA      | $5132354.14    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | Electronic Arts Inc                                                             | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    3428000 | PA      | $3239040.72    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3718912.59    | 0.00%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $3692704.96    | 0.00%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     275000 | PA      | $291845.38     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: —       |
| EMBRAER NETHERLANDS FINA                                                         | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    2835000 | PA      | $2809855.79    | 0.00%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2294440.66    | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    3486000 | PA      | $3364062.20    | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $1506547.46    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    2416000 | PA      | $2197205.98    | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    4862000 | PA      | $4604417.66    | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    3991000 | PA      | $3569040.71    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $2922308.77    | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1196108.49    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6251000 | PA      | $5401667.94    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2410000 | PA      | $2166986.78    | 0.00%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     358000 | PA      | $329148.92     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    2073000 | PA      | $1407565.96    | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $1928731.31    | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3899000 | PA      | $3904950.61    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4183000 | PA      | $4250789.24    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3142000 | PA      | $3124654.02    | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                               | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2989677.82    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    2799000 | PA      | $3002426.51    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2682632.11    | 0.00%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2708764.50    | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1823000 | PA      | $1562536.98    | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5621000 | PA      | $5627851.66    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1180000 | PA      | $1174409.31    | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4422000 | PA      | $4394845.16    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4805000 | PA      | $4605924.57    | 0.00%             | 2029-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2218000 | PA      | $1710196.04    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3260000 | PA      | $2250251.87    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4710000 | PA      | $4047908.00    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   10125000 | PA      | $10725387.90   | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3610000 | PA      | $3799100.57    | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3015000 | PA      | $3248934.09    | 0.00%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4429000 | PA      | $4943407.98    | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2400000 | PA      | $2432680.10    | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2665000 | PA      | $2751889.45    | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5220000 | PA      | $5478807.13    | 0.00%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3830000 | PA      | $3940727.41    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2921000 | PA      | $3127827.60    | 0.00%             | 2054-06-27      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     240000 | PA      | $255260.80     | 0.00%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1910000 | PA      | $1930837.53    | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2710000 | PA      | $2774256.78    | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    3395000 | PA      | $3531130.10    | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $2205661.22    | 0.00%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $2208685.67    | 0.00%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2200000 | PA      | $2224216.35    | 0.00%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2988098.66    | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3073280.49    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    3154000 | PA      | $3727277.35    | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| IBERDROLA INTL BV                                                                | Iberdrola International BV                                                      | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    1732000 | PA      | $1970072.32    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2617813.10    | 0.00%             | 2036-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $3050449.69    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3464000 | PA      | $3522416.03    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3437000 | PA      | $3646711.30    | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2611000 | PA      | $2359183.28    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1714000 | PA      | $1691487.48    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2507740.88    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3652000 | PA      | $3265803.01    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4623000 | PA      | $4619097.36    | 0.00%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3147000 | PA      | $3146702.01    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $3816631.63    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5249120.69    | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6805000 | PA      | $7178578.44    | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5390239.55    | 0.00%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1991606.38    | 0.00%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $4005210.17    | 0.00%             | 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        |    6651000 | PA      | $7332244.30    | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7344000 | PA      | $7084256.45    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5755000 | PA      | $5940886.04    | 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        |    3890000 | PA      | $4015064.94    | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5355000 | PA      | $5547444.35    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5015000 | PA      | $4902742.08    | 0.00%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3104525.22    | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1414388.47    | 0.00%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2507114.23    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENEL CHILE SA                                                                    | Enel Chile SA                                                                   | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    4342000 | PA      | $4403860.82    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2874000 | PA      | $2949074.97    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4955000 | PA      | $4858685.85    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5194000 | PA      | $5284106.08    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6437000 | PA      | $6622620.23    | 0.00%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5168000 | PA      | $5248746.18    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6046000 | PA      | $5898039.57    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9139000 | PA      | $7773272.50    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    8059000 | PA      | $8111095.95    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    3221000 | PA      | $3260110.93    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                                                                 | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    2856000 | PA      | $2575038.77    | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                               | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1258249.31    | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1943304.38    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2844000 | PA      | $2097613.05    | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    3032000 | PA      | $2847664.98    | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $2815532.26    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2693655.75    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1474011.17    | 0.00%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1103354.58    | 0.00%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1105691.50    | 0.00%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    2463000 | PA      | $2400614.87    | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2538667.97    | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2589000 | PA      | $2554247.02    | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1490678.88    | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2313817.76    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3542000 | PA      | $3427499.61    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    4101000 | PA      | $3370793.86    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2751000 | PA      | $2234077.61    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $2232194.43    | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1553000 | PA      | $1380346.64    | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1749068.74    | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     851000 | PA      | $650357.67     | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $1985845.28    | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2160614.79    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $3329238.93    | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3560181.01    | 0.00%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2304053.96    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1652000 | PA      | $1650104.74    | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     895000 | PA      | $842708.09     | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $1906221.27    | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2386473.76    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2057590.83    | 0.00%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1807317.59    | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $1958164.77    | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2192686.37    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2694000 | PA      | $2212231.50    | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    3043000 | PA      | $1849081.38    | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $1519475.74    | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2089390.72    | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1529813.45    | 0.00%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2732946.61    | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1521991.67    | 0.00%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    2464000 | PA      | $1914984.55    | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $1710038.64    | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1310145.22    | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1863407.58    | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1953914.70    | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $2176093.88    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2963382.06    | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3112000 | PA      | $3398685.47    | 0.00%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2544000 | PA      | $3094816.25    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAQ6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $3027965.33    | 0.00%             | 2040-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3389000 | PA      | $3601678.49    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2377000 | PA      | $2441947.60    | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3854000 | PA      | $3602269.79    | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5191000 | PA      | $4643344.52    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5697000 | PA      | $5287914.38    | 0.00%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5899000 | PA      | $5645925.53    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2127000 | PA      | $1925372.16    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4777000 | PA      | $4397871.01    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4847000 | PA      | $4849528.92    | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4416000 | PA      | $4408185.80    | 0.00%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $4871329.02    | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3376434.29    | 0.00%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5046000 | PA      | $5079736.19    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5858000 | PA      | $5268875.76    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    6616000 | PA      | $6418088.51    | 0.00%             | 2029-07-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5820000 | PA      | $4767891.83    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5291000 | PA      | $5029963.75    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5222000 | PA      | $3894422.64    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4709000 | PA      | $3517718.92    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $3502683.53    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $2851363.54    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4612000 | PA      | $4850041.09    | 0.00%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4078700.69    | 0.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $3105605.13    | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5494377.91    | 0.00%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3574705.72    | 0.00%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3952093.75    | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    7375000 | PA      | $7484019.24    | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $7777262.91    | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                         | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    2700000 | PA      | $2810789.24    | 0.00%             | 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        |    3300000 | PA      | $3322138.02    | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    3296000 | PA      | $3121523.24    | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    5415000 | PA      | $4825472.79    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $4385651.10    | 0.00%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3609696.33    | 0.00%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | Equifax Inc                                                                     | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3750173.90    | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    6677000 | PA      | $6412886.72    | 0.00%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    3203000 | PA      | $3087404.53    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    3440000 | PA      | $3124292.00    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    2619000 | PA      | $1708280.28    | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    2708000 | PA      | $2559354.63    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    2755000 | PA      | $1767987.23    | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    2658000 | PA      | $2533714.15    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    3555000 | PA      | $3221627.32    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    2615000 | PA      | $1823405.27    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    3990000 | PA      | $3846500.21    | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4991000 | PA      | $4969971.22    | 0.00%             | 2028-09-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3909000 | PA      | $2813393.81    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     921000 | PA      | $912641.96     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    5646000 | PA      | $5446908.09    | 0.00%             | 2030-04-06      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2099000 | PA      | $1805917.15    | 0.00%             | 2040-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3905000 | PA      | $3032913.18    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3572000 | PA      | $3332535.62    | 0.00%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2225000 | PA      | $2247128.11    | 0.00%             | 2028-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     825000 | PA      | $840274.04     | 0.00%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2825000 | PA      | $2930231.00    | 0.00%             | 2035-06-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    1650000 | PA      | $1661110.89    | 0.00%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2770243.95    | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     200000 | PA      | $208342.61     | 0.00%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                 | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    1375000 | PA      | $1438593.81    | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2611000 | PA      | $2449287.22    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    3404000 | PA      | $2359767.00    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2824000 | PA      | $2549765.06    | 0.00%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2559461.19    | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1116604.41    | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1641298.95    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1230534.25    | 0.00%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                                                                 | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    2237000 | PA      | $2044451.99    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                                                          | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    1390000 | PA      | $1397229.14    | 0.00%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    2120000 | PA      | $2109148.36    | 0.00%             | 2027-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    2135000 | PA      | $1846189.97    | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    3326000 | PA      | $3307726.36    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    3210000 | PA      | $3053621.32    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    3028000 | PA      | $2712673.89    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    2080000 | PA      | $1817074.44    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    1370000 | PA      | $841450.23     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    2050000 | PA      | $1944118.94    | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    1600000 | PA      | $1452670.94    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    2030000 | PA      | $2118689.12    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     785000 | PA      | $815719.35     | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    1892000 | PA      | $2067454.77    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    1308000 | PA      | $1114075.46    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    3682000 | PA      | $3645156.88    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2208836.06    | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    1417000 | PA      | $953289.33     | 0.00%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    4168000 | PA      | $3905807.00    | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    4124000 | PA      | $3869155.98    | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    3995000 | PA      | $3565935.92    | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4713761.85    | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3124349.32    | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $3108810.98    | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2763482.67    | 0.00%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    1125000 | PA      | $1144883.33    | 0.00%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    3103000 | PA      | $3154148.64    | 0.00%             | 2029-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN BK RECON & DEV                                                          | European Bank for Reconstruction & Development                                  | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | XX        |    9030000 | PA      | $9203323.36    | 0.01%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    7346000 | PA      | $7838398.78    | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    3841000 | PA      | $3774391.26    | 0.00%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    4540000 | PA      | $4223127.70    | 0.00%             | 2029-10-09      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    4620000 | PA      | $4101818.49    | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    3135000 | PA      | $2739691.83    | 0.00%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     252000 | PA      | $238615.55     | 0.00%             | 2027-10-21      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   11879000 | PA      | $10523012.51   | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JN7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     745000 | PA      | $669401.19     | 0.00%             | 2031-05-13      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   19550000 | PA      | $19003936.24   | 0.01%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    7655000 | PA      | $7230426.83    | 0.01%             | 2029-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    3040000 | PA      | $3023289.36    | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    5698000 | PA      | $5742223.72    | 0.00%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   21725000 | PA      | $21588913.73   | 0.02%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   18985000 | PA      | $18975044.08   | 0.01%             | 2030-07-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    1355000 | PA      | $1390889.82    | 0.00%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    3970000 | PA      | $4024473.24    | 0.00%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   23840000 | PA      | $24146542.59   | 0.02%             | 2034-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    2930000 | PA      | $2957957.62    | 0.00%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   25300000 | PA      | $26289122.22   | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   14580000 | PA      | $15073523.67   | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   12040000 | PA      | $12110990.37   | 0.01%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   25235000 | PA      | $26115583.65   | 0.02%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   13290000 | PA      | $13904389.52   | 0.01%             | 2035-02-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |     660000 | PA      | $665884.43     | 0.00%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |   22450000 | PA      | $22993814.21   | 0.02%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785KM7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |    6495000 | PA      | $6558194.21    | 0.00%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    2256000 | PA      | $2037621.37    | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    5114000 | PA      | $3607611.01    | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    4893000 | PA      | $3133470.01    | 0.00%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    5002000 | PA      | $4773455.12    | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | Evergy Inc                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     870000 | PA      | $887280.82     | 0.00%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1491115.07    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1844812.67    | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1368000 | PA      | $1477041.16    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1077397.41    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1112785.33    | 0.00%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    2563000 | PA      | $2368278.02    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1341233.60    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1622452.75    | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1242116.92    | 0.00%             | 2035-08-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1926000 | PA      | $1889526.05    | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2866000 | PA      | $2862205.27    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2244201.22    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2871000 | PA      | $2533781.79    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1520945.51    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2926000 | PA      | $2714148.00    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1279040.74    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4043000 | PA      | $4065694.21    | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $6052068.84    | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3616294.78    | 0.00%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    3965000 | PA      | $4150323.86    | 0.00%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2972594.16    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2263601.69    | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3277052.97    | 0.00%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4361773.35    | 0.00%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1710605.07    | 0.00%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    3392000 | PA      | $3713465.98    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2281000 | PA      | $2344315.82    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    3893000 | PA      | $3952497.03    | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2729000 | PA      | $2874001.76    | 0.00%             | 2035-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2274000 | PA      | $2274340.78    | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2772311.82    | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3213000 | PA      | $2745881.14    | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $6229052.07    | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3047000 | PA      | $2650514.64    | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3316000 | PA      | $3260056.10    | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1195641.71    | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2381860.05    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $4273376.69    | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3927548.30    | 0.00%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    4745000 | PA      | $4671839.60    | 0.00%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2899036.79    | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3211523.32    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     630000 | PA      | $657355.77     | 0.00%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $2199184.56    | 0.00%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2337291.75    | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2024-5                                      | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1900000 | PA      | $1908271.42    | 0.00%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2024-2                                      | CUSIP: 30166DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1004466 | PA      | $1005502.77    | 0.00%             | 2028-04-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2024-2                                      | CUSIP: 30166DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5085464.55    | 0.00%             | 2030-02-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2025-5                                      | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $500666.36     | 0.00%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2025-5                                      | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     700000 | PA      | $703046.40     | 0.00%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2025-5                                      | CUSIP: 30166VAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     750000 | PA      | $754276.49     | 0.00%             | 2032-03-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust                                             | CUSIP: 30166XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1530795.38    | 0.00%             | 2031-10-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     780000 | PA      | $782628.09     | 0.00%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2025-4                                      | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2800000 | PA      | $2801308.02    | 0.00%             | 2031-06-16      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                              | Exeter Automobile Receivables Trust 2023-1                                      | CUSIP: 30168BAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1072311 | PA      | $1073002.91    | 0.00%             | 2028-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2726000 | PA      | $2858686.01    | 0.00%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2398995.70    | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                                                         | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2025454.89    | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    3974000 | PA      | $3949026.99    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    6044000 | PA      | $5806746.47    | 0.00%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    2753000 | PA      | $2561093.85    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2124794.12    | 0.00%             | 2027-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    3695000 | PA      | $3816025.33    | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    3797000 | PA      | $3725195.54    | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    4011000 | PA      | $3559646.26    | 0.00%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1710000 | PA      | $1511247.91    | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DJ5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    2480000 | PA      | $2408370.68    | 0.00%             | 2026-12-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5648000 | PA      | $4191335.16    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    3555000 | PA      | $3469405.31    | 0.00%             | 2027-01-18      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    3025000 | PA      | $2710555.82    | 0.00%             | 2032-01-18      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    3097000 | PA      | $3120272.96    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    3195000 | PA      | $3278714.75    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5095000 | PA      | $5216271.55    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5070000 | PA      | $5354823.22    | 0.00%             | 2033-01-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    3980000 | PA      | $4120591.39    | 0.00%             | 2028-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    2610000 | PA      | $2768297.44    | 0.00%             | 2033-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    2735000 | PA      | $2758684.17    | 0.00%             | 2027-01-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1340000 | PA      | $1365021.94    | 0.00%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    3288000 | PA      | $3381255.74    | 0.00%             | 2034-01-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1820000 | PA      | $1826604.58    | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    2865000 | PA      | $2881446.88    | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1130000 | PA      | $1136805.06    | 0.00%             | 2027-10-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    2680000 | PA      | $2723860.72    | 0.00%             | 2028-01-14      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1065000 | PA      | $1106068.70    | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    2385000 | PA      | $2567486.65    | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154EM7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    2630000 | PA      | $2618748.39    | 0.00%             | 2030-09-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     985000 | PA      | $976299.20     | 0.00%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     895000 | PA      | $901040.73     | 0.00%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   14930000 | PA      | $15180388.64   | 0.01%             | 2029-02-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    4035000 | PA      | $4257178.32    | 0.00%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |     360000 | PA      | $361016.25     | 0.00%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXPORT DEVELOPMNT CANADA                                                         | Export Development Canada                                                       | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    5320000 | PA      | $5400017.80    | 0.00%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    3705000 | PA      | $3358320.22    | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    2270000 | PA      | $1985081.65    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    1220000 | PA      | $1206566.43    | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    2715000 | PA      | $2805919.92    | 0.00%             | 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        |    3830000 | PA      | $4004414.71    | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    3691000 | PA      | $3675441.99    | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    2503000 | PA      | $2487776.18    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    2746000 | PA      | $2481962.13    | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    3060000 | PA      | $2720063.04    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    1330000 | PA      | $1414971.76    | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    2895000 | PA      | $2981860.62    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    1300000 | PA      | $1333975.29    | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    2230000 | PA      | $2295619.53    | 0.00%             | 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        |     805000 | PA      | $814524.78     | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    3987000 | PA      | $3171566.76    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   11951000 | PA      | $10184108.71   | 0.01%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    6860000 | PA      | $5560261.25    | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    8931000 | PA      | $6239235.09    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    8141000 | PA      | $7788055.25    | 0.01%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    7521000 | PA      | $6974418.32    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   11110000 | PA      | $9514094.38    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBJ0<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4077159.47    | 0.00%             | 2027-03-19      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    6774000 | PA      | $6647321.25    | 0.00%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   11263000 | PA      | $8278055.86    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    8155000 | PA      | $7655968.56    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                                | Teledyne FLIR LLC                                                               | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    2691000 | PA      | $2494585.09    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    3336000 | PA      | $3022671.47    | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $1634275.80    | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2466622.33    | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $1990671.56    | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| FNB CORP                                                                         | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     655000 | PA      | $669395.09     | 0.00%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2789000 | PA      | $2706123.58    | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    3789000 | PA      | $3508571.15    | 0.00%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1928787.26    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     300000 | PA      | $312541.39     | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2757912.85    | 0.00%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1640670.97    | 0.00%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                                                              | FS KKR Capital Corp                                                             | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1007876.03    | 0.00%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   16545000 | PA      | $16488995.34   | 0.01%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   15515000 | PA      | $15145632.84   | 0.01%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   11305000 | PA      | $9520277.50    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6830000 | PA      | $5725840.48    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6345000 | PA      | $6470891.53    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5920000 | PA      | $6114366.92    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    9135000 | PA      | $9458629.94    | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   11195000 | PA      | $11153331.54   | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7955000 | PA      | $7942853.19    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5995000 | PA      | $6086903.17    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    6245000 | PA      | $6383024.62    | 0.00%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   12910000 | PA      | $13138236.54   | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   11740000 | PA      | $11363597.99   | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   12180000 | PA      | $11781020.23   | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   23360000 | PA      | $23350508.36   | 0.02%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   20740000 | PA      | $20627958.99   | 0.02%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9668295.07    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5787226.76    | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $8039501.97    | 0.01%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   12950000 | PA      | $12912213.97   | 0.01%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2702012.36    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                                                         | FactSet Research Systems Inc                                                    | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2339765.55    | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    3049000 | PA      | $3086861.35    | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    2687000 | PA      | $2699317.56    | 0.00%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    2102000 | PA      | $1980152.13    | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    2430000 | PA      | $2540943.13    | 0.00%             | 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        |    3145000 | PA      | $3350517.54    | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    1300000 | PA      | $1358201.44    | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    2205000 | PA      | $2236821.72    | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $313694.00     | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUWB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     320730 | PA      | $311762.51     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128CUWF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     649196 | PA      | $631691.23     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128LLDM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       3135 | PA      | $3190.43       | 0.00%             | 2042-01-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXAK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     615925 | PA      | $642714.94     | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     345446 | PA      | $360471.44     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXBE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     209038 | PA      | $214763.14     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXBF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     600766 | PA      | $616319.04     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXMK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     441984 | PA      | $461855.65     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128LXQD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     761078 | PA      | $795296.76     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M4KL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     323903 | PA      | $342589.45     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M55X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     130315 | PA      | $136338.01     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5D98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     572712 | PA      | $607808.78     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5H45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     752470 | PA      | $798582.92     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5XF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1629156 | PA      | $1676473.36    | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M5ZH6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     776594 | PA      | $812461.16     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6EC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46812 | PA      | $48093.61      | 0.00%             | 2037-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6MZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      18636 | PA      | $19776.06      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M6YJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     244478 | PA      | $251382.30     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7A97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     221664 | PA      | $228011.98     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7E36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      46651 | PA      | $47928.94      | 0.00%             | 2037-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7HB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     245555 | PA      | $252278.75     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7LH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     371880 | PA      | $380868.06     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7ME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     839084 | PA      | $847458.70     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7XG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     381839 | PA      | $399014.80     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M7YK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     365979 | PA      | $381090.73     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M85S9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     387400 | PA      | $405027.29     | 0.00%             | 2039-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8CF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     416936 | PA      | $428353.23     | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M8UE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2569846 | PA      | $2591604.02    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9ED0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     356496 | PA      | $331808.16     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9NX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13895 | PA      | $12932.20      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9SS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     601281 | PA      | $576989.22     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128M9TQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3657134 | PA      | $3502064.15    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAD63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1018391 | PA      | $1000929.75    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MAET2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2159741 | PA      | $2121218.26    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEH95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47536 | PA      | $47032.37      | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEYT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21313 | PA      | $20930.59      | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFBD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47907 | PA      | $47006.91      | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFF29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1141051 | PA      | $1128894.54    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFFD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4216940 | PA      | $4122239.23    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFKU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2622801 | PA      | $2532009.73    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MFKV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3603515 | PA      | $3473467.86    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2106073 | PA      | $1982538.18    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2G4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     789127 | PA      | $742839.11     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8024109 | PA      | $7553441.48    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ2T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     584203 | PA      | $566255.02     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     143858 | PA      | $139438.73     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3J7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1362439 | PA      | $1282522.44    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3K4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3968517 | PA      | $3846596.11    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3X6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     889922 | PA      | $837051.16     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ3Z1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     223171 | PA      | $227177.94     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4B3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     964058 | PA      | $932612.51     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2765099 | PA      | $2754228.01    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5321623 | PA      | $5300701.59    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4F4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1027874 | PA      | $1046329.35    | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4J6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10535948 | PA      | $10192285.02   | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1855042 | PA      | $1847749.34    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4R8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1401696 | PA      | $1355975.33    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     679954 | PA      | $692162.37     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2788967 | PA      | $2697996.30    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ4X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146526 | PA      | $145950.10     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     238877 | PA      | $231084.91     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     575658 | PA      | $573394.53     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ5W6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     881967 | PA      | $799762.95     | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ6Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10332 | PA      | $10280.34      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJ6Z8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     137835 | PA      | $124341.48     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5200002 | PA      | $4935143.85    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJVM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27957 | PA      | $25691.69      | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4479844 | PA      | $4370138.14    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJWU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     146762 | PA      | $134576.63     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJXJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11448 | PA      | $10497.81      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1013341 | PA      | $922870.31     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJY87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6071836 | PA      | $5901875.02    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     328617 | PA      | $327816.70     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24817 | PA      | $23428.07      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2629709 | PA      | $2556098.40    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     280306 | PA      | $279624.08     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77973 | PA      | $73608.06      | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34117122 | PA      | $31071155.93   | 0.02%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     249569 | PA      | $248961.58     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5522659 | PA      | $5029598.13    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     898542 | PA      | $848244.79     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJYY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1097376 | PA      | $999402.44     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZ60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51266 | PA      | $51145.54      | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39860995 | PA      | $36302217.86   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10653992 | PA      | $9702806.46    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22848763 | PA      | $20808832.59   | 0.02%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3456856 | PA      | $3263352.90    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1877704 | PA      | $1825144.04    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     116320 | PA      | $105935.14     | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2562980 | PA      | $2419512.96    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MJZX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47425 | PA      | $44642.77      | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMN33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22901 | PA      | $22746.54      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMQF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32808 | PA      | $32316.33      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMR39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      34513 | PA      | $34055.51      | 0.00%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMRN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17024 | PA      | $16819.84      | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMS20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4586142 | PA      | $4480368.55    | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMSA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1448031 | PA      | $1428253.44    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMTJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1813569 | PA      | $1784148.09    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMU35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3630809 | PA      | $3564287.70    | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMU76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2103081 | PA      | $2064400.58    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2176737 | PA      | $2138164.51    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1732596 | PA      | $1702368.39    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMUQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49219 | PA      | $47863.71      | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22668 | PA      | $21978.16      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMVZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2012025 | PA      | $1948397.63    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMWQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      85589 | PA      | $82560.01      | 0.00%             | 2032-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMWW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     378023 | PA      | $373714.44     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMX24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3602309 | PA      | $3552372.11    | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMXM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     791682 | PA      | $760004.78     | 0.00%             | 2033-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMXX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1201744 | PA      | $1200783.83    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMYK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10450 | PA      | $10299.95      | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128MMZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3175391 | PA      | $3122672.76    | 0.00%             | 2034-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7PH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     520497 | PA      | $524355.16     | 0.00%             | 2030-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     380376 | PA      | $376010.66     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8FX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2645293 | PA      | $2570282.26    | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8GG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     698218 | PA      | $677961.22     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128P8GW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     464633 | PA      | $452128.09     | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PTZR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4093 | PA      | $4083.63       | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PUHG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      23226 | PA      | $23160.74      | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PUXS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27669 | PA      | $27599.47      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PVLA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11521 | PA      | $11479.17      | 0.00%             | 2026-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PX5L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      42636 | PA      | $42301.77      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PXA97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9295 | PA      | $9232.58       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PXT71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15931 | PA      | $15811.79      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PYWU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6033 | PA      | $5980.70       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128PYZF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      37594 | PA      | $37278.91      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q0D53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6490 | PA      | $6434.86       | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q0E78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72419 | PA      | $71812.33      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q0E94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     222120 | PA      | $220236.01     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q0J32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25392 | PA      | $25155.89      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q0J81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15497 | PA      | $15352.58      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q0N94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45779 | PA      | $45377.04      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q0VE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20795 | PA      | $20594.17      | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q1A47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13113 | PA      | $12987.52      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q1BX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      16474 | PA      | $16335.31      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3128Q1CT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15208 | PA      | $15067.15      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128QP5C2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     102623 | PA      | $104564.00     | 0.00%             | 2040-11-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128S5GP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     281976 | PA      | $286372.31     | 0.00%             | 2038-12-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128UGAQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      74065 | PA      | $75331.96      | 0.00%             | 2040-11-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128UGB63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5288 | PA      | $5363.49       | 0.00%             | 2040-11-01      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 3128UHER2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     198575 | PA      | $202248.14     | 0.00%             | 2041-09-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292HVV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1650526 | PA      | $1690421.14    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292HXB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     196849 | PA      | $201606.66     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292K4B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1235775 | PA      | $1270855.27    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292LCR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     369613 | PA      | $380563.20     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6794 | PA      | $6494.52       | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31292SAV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     438866 | PA      | $419525.87     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312931T73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     635980 | PA      | $642330.18     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312933J47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     618935 | PA      | $640858.55     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312936NA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     506295 | PA      | $511366.43     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312939P39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     157915 | PA      | $159496.83     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312939QU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58349 | PA      | $60423.86      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312941UZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     296329 | PA      | $304741.27     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312945LK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     655103 | PA      | $660661.93     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 312945ZL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     351239 | PA      | $353600.81     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31294NVW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     313317 | PA      | $308708.16     | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31294T7M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     219729 | PA      | $217799.52     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31294UAM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27238 | PA      | $26864.78      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LQK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     100901 | PA      | $103149.45     | 0.00%             | 2041-08-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LSW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     126783 | PA      | $129184.06     | 0.00%             | 2041-11-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Non Gold Pool                                                       | CUSIP: 31300LWV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     164268 | PA      | $168715.74     | 0.00%             | 2042-05-01      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306XJ79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      14373 | PA      | $14229.00      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306XMG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      21138 | PA      | $20936.08      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306XSB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72739 | PA      | $72019.83      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306XSC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5913 | PA      | $5867.41       | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306XUA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      76823 | PA      | $76092.07      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306YCQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60419 | PA      | $59842.75      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306YMG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15084 | PA      | $14931.54      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306YZQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      27461 | PA      | $27169.05      | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31306YZZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      20081 | PA      | $19860.28      | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307AB27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8342 | PA      | $8256.08       | 0.00%             | 2028-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307GD71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30541 | PA      | $30172.40      | 0.00%             | 2029-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307GNP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     212714 | PA      | $210080.90     | 0.00%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307NP40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1172939 | PA      | $1154089.40    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307NQG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     573734 | PA      | $564172.16     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307NQJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     573858 | PA      | $564230.60     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307NT61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6521598 | PA      | $6455260.30    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307PVG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1087936 | PA      | $1069089.13    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307PWW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1834402 | PA      | $1803111.20    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307RD85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     491056 | PA      | $481760.34     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307REU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      53298 | PA      | $52399.30      | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307RU86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1577453 | PA      | $1532818.70    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307SD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3783517 | PA      | $3668220.97    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307SSB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13652 | PA      | $13385.81      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307STN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5864460 | PA      | $5683186.86    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307ULW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     474058 | PA      | $469057.87     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307UNA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       5573 | PA      | $5444.23       | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307VRQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8921 | PA      | $8710.42       | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31307WAD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78430 | PA      | $77331.33      | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   25470000 | PA      | $25323127.75   | 0.02%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AHKT9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      70000 | PA      | $66045.02      | 0.00%             | 2029-12-14      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     180000 | PA      | $175612.25     | 0.00%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3130ATUS4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |      75000 | PA      | $76048.37      | 0.00%             | 2027-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XDCS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     365591 | PA      | $350767.57     | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XDH40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     350084 | PA      | $344883.23     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XDLU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78531 | PA      | $75253.43      | 0.00%             | 2033-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XJKM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22636 | PA      | $21758.93      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XJT36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52416 | PA      | $51597.76      | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XKE96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12215228 | PA      | $11663446.86   | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XQ5Z5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77599 | PA      | $74276.87      | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XQY42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      48433 | PA      | $47181.46      | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XUYS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     386303 | PA      | $386477.23     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XV5X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      60833 | PA      | $57367.17      | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XXLN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160570 | PA      | $151588.32     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131XXRD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     200480 | PA      | $194079.33     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131Y0C34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160997 | PA      | $160723.16     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131Y1US7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     106885 | PA      | $95328.19      | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131Y2TX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      58607 | PA      | $58206.50      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131Y3N69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63727 | PA      | $61187.09      | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131Y9SU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      84292 | PA      | $78810.41      | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131Y9V34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     313096 | PA      | $312166.33     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131YBC71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     154880 | PA      | $154571.49     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131YCLY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     565314 | PA      | $555796.62     | 0.00%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3131YDLB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     513494 | PA      | $484538.48     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31323AB35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2346084 | PA      | $2186897.86    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329PNA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4855262 | PA      | $4830385.46    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1872503 | PA      | $1862909.31    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2299202 | PA      | $2221653.08    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2338513 | PA      | $2255867.26    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31329QYG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11004790 | PA      | $10359684.54   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5F59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14280265 | PA      | $12989681.18   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5GA7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33044987 | PA      | $30058534.16   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5H40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15080836 | PA      | $14179375.11   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14514407 | PA      | $13184012.71   | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5JB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47097 | PA      | $42780.06      | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A5JM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22859242 | PA      | $21476099.59   | 0.02%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A85Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2545137 | PA      | $2469366.37    | 0.00%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7402105 | PA      | $7292183.73    | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A9SZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     161554 | PA      | $156349.51     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A9U21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2888562 | PA      | $2846450.21    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132A9VA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      80482 | PA      | $77292.65      | 0.00%             | 2033-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AAYY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     305877 | PA      | $298050.26     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ABC67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      47576 | PA      | $46248.50      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ACGQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     729028 | PA      | $675442.04     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ACH86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     111613 | PA      | $107289.05     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ACHR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      52486 | PA      | $49471.66      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ACHY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     289726 | PA      | $291155.06     | 0.00%             | 2045-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ACJD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     645497 | PA      | $609866.33     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ACNF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     150499 | PA      | $147519.28     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132ADPE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2819034 | PA      | $2804588.54    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AEB39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10078161 | PA      | $10028566.32   | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AEB96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     113802 | PA      | $109781.65     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132AEPE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1425878 | PA      | $1377777.77    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CW2V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21580614 | PA      | $20010030.17   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CW5P5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1364553 | PA      | $1291420.82    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CW5Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     473138 | PA      | $456013.63     | 0.00%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWC85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1092359 | PA      | $1082757.08    | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWG32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3076223 | PA      | $2992791.36    | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     408307 | PA      | $402320.48     | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWM68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6313116 | PA      | $6127047.78    | 0.00%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21049930 | PA      | $20414779.33   | 0.02%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWMP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13714800 | PA      | $13520304.57   | 0.01%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWP99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10061813 | PA      | $9411050.75    | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWQY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6699592 | PA      | $6492327.15    | 0.00%             | 2035-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWV50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4950567 | PA      | $4771167.58    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23725028 | PA      | $21980099.96   | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7891837 | PA      | $7356034.37    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWYG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10723255 | PA      | $10367876.12   | 0.01%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWYH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1544100 | PA      | $1493090.76    | 0.00%             | 2037-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CWYW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3732514 | PA      | $3698401.86    | 0.00%             | 2037-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXA28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20047313 | PA      | $19545574.27   | 0.01%             | 2037-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXAL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7627073 | PA      | $7049195.95    | 0.01%             | 2037-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXDN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3754902 | PA      | $3720646.33    | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXG71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1449855 | PA      | $1408778.97    | 0.00%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXGA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16521142 | PA      | $15900341.41   | 0.01%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXHR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     698351 | PA      | $647878.08     | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXL26<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12509337 | PA      | $11834537.49   | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXPM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42037393 | PA      | $37864526.17   | 0.03%             | 2037-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXRC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3232437 | PA      | $2996690.34    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132CXYU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1589065 | PA      | $1568237.94    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D54E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5129369 | PA      | $4967957.20    | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D56Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25837852 | PA      | $24075682.98   | 0.02%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D57D8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13676181 | PA      | $12365956.49   | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16373822 | PA      | $15182175.29   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2499233 | PA      | $2257485.91    | 0.00%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AM2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15568482 | PA      | $14752314.67   | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6AU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21417564 | PA      | $19845645.83   | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6B33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57653149 | PA      | $53284968.67   | 0.04%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1284414 | PA      | $1158391.40    | 0.00%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3923871 | PA      | $3633464.70    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22119733 | PA      | $19944304.28   | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43238103 | PA      | $38946046.68   | 0.03%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8361991 | PA      | $7899487.23    | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   49814554 | PA      | $46040277.07   | 0.03%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25937880 | PA      | $24503249.75   | 0.02%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20497557 | PA      | $18944528.04   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16188063 | PA      | $15292697.43   | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6BZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8448056 | PA      | $8130610.79    | 0.01%             | 2037-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6CH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3629648 | PA      | $3596535.47    | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1708933 | PA      | $1688209.35    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6EN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12161560 | PA      | $12014080.86   | 0.01%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6HN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20122341 | PA      | $19858609.95   | 0.01%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6HX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24593456 | PA      | $24271124.47   | 0.02%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6JE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     925961 | PA      | $913824.68     | 0.00%             | 2040-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6N48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15062598 | PA      | $14014333.89   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6N55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19788954 | PA      | $18420812.42   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35896569 | PA      | $34223084.01   | 0.03%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   51148970 | PA      | $47745316.87   | 0.04%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132D6NZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28704878 | PA      | $26762491.96   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DM5R2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   78837008 | PA      | $64598733.04   | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMKG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17678205 | PA      | $16190480.51   | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMRV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32003955 | PA      | $29074090.93   | 0.02%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMRX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3618630 | PA      | $3277776.41    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMSB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19620680 | PA      | $16314247.26   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMSK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6998018 | PA      | $6283273.19    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMT96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13868022 | PA      | $11816153.88   | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMUS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43787579 | PA      | $39774073.77   | 0.03%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMV51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12015875 | PA      | $10832358.61   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMVN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8211000 | PA      | $6801595.89    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DMZY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     241785 | PA      | $205905.61     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DN2Q5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11708525 | PA      | $11559749.38   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNE58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16562640 | PA      | $14279656.23   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNHU0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29882042 | PA      | $29728922.06   | 0.02%             | 2050-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNN66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12683762 | PA      | $11876584.47   | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26875564 | PA      | $26602503.21   | 0.02%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNQ63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7499542 | PA      | $6996076.81    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNQC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1916360 | PA      | $1896519.86    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNSM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30107626 | PA      | $28858540.38   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNUM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27483959 | PA      | $26311420.02   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNVC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8431623 | PA      | $8522445.53    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DNZ97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4907234 | PA      | $4202668.35    | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DP2E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3867391 | PA      | $3925518.55    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DP3M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15313315 | PA      | $15362130.37   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DP5V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32681370 | PA      | $32764727.32   | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DP5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12256071 | PA      | $12449481.76   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPDG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2576408 | PA      | $2664901.29    | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPEB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5375519 | PA      | $5025946.83    | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPFC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12757747 | PA      | $10484816.09   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPFF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3746158 | PA      | $3589581.25    | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6340072 | PA      | $6545733.92    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPHW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11325150 | PA      | $11638873.65   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPHX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17048509 | PA      | $17525687.98   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPJM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10291787 | PA      | $8474398.07    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23169102 | PA      | $22295594.42   | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPP93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18436587 | PA      | $18641372.96   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPWE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9284667 | PA      | $9459611.39    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPWZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18871384 | PA      | $15482896.46   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPYH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12889492 | PA      | $13174103.82   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DPZQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3567439 | PA      | $3441396.06    | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQ2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18669816 | PA      | $16018190.07   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQ3S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47907577 | PA      | $45835907.73   | 0.03%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQ6A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5492161 | PA      | $5417229.17    | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQ6H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2732843 | PA      | $2785502.21    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQ7H3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14288226 | PA      | $14897663.88   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQAT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7746270 | PA      | $7809579.11    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQF76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15429295 | PA      | $15844969.21   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQGL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14756231 | PA      | $12155631.25   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQGN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11017814 | PA      | $11217858.67   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQK21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   59773747 | PA      | $53861177.46   | 0.04%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQKU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3604625 | PA      | $3615167.45    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5910966 | PA      | $6052099.39    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQNA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9981957 | PA      | $10196816.45   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQP91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36555426 | PA      | $36948667.69   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQPH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  123465721 | PA      | $105661311.10  | 0.08%             | 2053-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36145042 | PA      | $30966649.23   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQS64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43260198 | PA      | $35411209.62   | 0.03%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQSG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13041875 | PA      | $13114957.42   | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQTR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3133089 | PA      | $3237651.42    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQUE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4469272 | PA      | $4634694.19    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQVT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2910370 | PA      | $3032616.12    | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DQYZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24760306 | PA      | $25678784.03   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DS4K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3375004 | PA      | $3155153.49    | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DS4Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10641390 | PA      | $9999658.15    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DS7A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16440883 | PA      | $16576225.29   | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSAF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8290520 | PA      | $8636953.78    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSAX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5251082 | PA      | $4869141.21    | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSBG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2240911 | PA      | $2357303.16    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSCT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2008286 | PA      | $2092378.07    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSD25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4133013 | PA      | $4361365.63    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSEB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4583191 | PA      | $4756145.97    | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSGN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5791373 | PA      | $5909052.79    | 0.00%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSMT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4576042 | PA      | $4758925.69    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSQK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13810855 | PA      | $11335840.98   | 0.01%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSTR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19636498 | PA      | $20111198.24   | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3887549 | PA      | $3934706.56    | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSV74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8428609 | PA      | $8790132.01    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSWD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14305327 | PA      | $14787870.89   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DSYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6178945 | PA      | $6346805.61    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DT6A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10069725 | PA      | $10216880.90   | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18156653 | PA      | $18551698.87   | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTDQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3677168 | PA      | $3532046.71    | 0.00%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTDS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1724490 | PA      | $1705470.24    | 0.00%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTFF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7156919 | PA      | $7552346.02    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTG95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4359077 | PA      | $4424256.67    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTGC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16879332 | PA      | $16913386.65   | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTGM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20167190 | PA      | $21120314.99   | 0.02%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTJ27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6835730 | PA      | $6973922.30    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTMV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3213310 | PA      | $3266786.51    | 0.00%             | 2050-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTN55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7903142 | PA      | $8186146.49    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTNE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2694627 | PA      | $2667492.16    | 0.00%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTNS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7869030 | PA      | $7591004.48    | 0.01%             | 2051-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTP79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7433843 | PA      | $6085071.38    | 0.00%             | 2052-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTPM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3877800 | PA      | $3969041.72    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTTD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7816612 | PA      | $8093081.27    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DTVS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6068253 | PA      | $6242774.84    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DU6E2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40580432 | PA      | $40868710.02   | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUA64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7037430 | PA      | $7243245.37    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUAF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4388091 | PA      | $4577954.02    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUAW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3885373 | PA      | $3830652.07    | 0.00%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUAZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1869716 | PA      | $1974678.37    | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUEJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7585286 | PA      | $7734878.75    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUFX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7654699 | PA      | $7879387.18    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUJ57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   47042702 | PA      | $43514257.18   | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUL96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3731212 | PA      | $3458074.59    | 0.00%             | 2054-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUN86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2425959 | PA      | $2539513.74    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUNP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3373010 | PA      | $3391135.42    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUNW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21722195 | PA      | $21361846.63   | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUPV3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21691769 | PA      | $21310730.26   | 0.02%             | 2053-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DURK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3782703 | PA      | $3531562.38    | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DUSQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11287421 | PA      | $11306914.79   | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14727324 | PA      | $13769599.13   | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV4K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1224562 | PA      | $1181296.53    | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     475927 | PA      | $459111.54     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV5Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8405568 | PA      | $7862902.62    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17045856 | PA      | $15325991.43   | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6E0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4291477 | PA      | $4012757.23    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19548347 | PA      | $17569935.23   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV6R1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10189641 | PA      | $8404513.09    | 0.01%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DV7M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21361404 | PA      | $19179650.56   | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVCA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2526713 | PA      | $2625782.33    | 0.00%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVCL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16637057 | PA      | $17141504.31   | 0.01%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVGK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4307428 | PA      | $4236083.12    | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36273904 | PA      | $34071228.20   | 0.03%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35774295 | PA      | $31185962.00   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14328660 | PA      | $12483823.57   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVLS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42841388 | PA      | $35537523.96   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVME2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   66580760 | PA      | $66081536.17   | 0.05%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DVMH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25689605 | PA      | $24792016.09   | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWA52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13510013 | PA      | $11105470.92   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWA60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34236356 | PA      | $29414974.32   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32575555 | PA      | $27928742.29   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWB93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3200132 | PA      | $2973431.87    | 0.00%             | 2051-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  103967626 | PA      | $85480951.87   | 0.06%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7943875 | PA      | $6178198.21    | 0.00%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  142311578 | PA      | $116957226.55  | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   88658657 | PA      | $68949150.58   | 0.05%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4310266 | PA      | $3545119.85    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60029146 | PA      | $46681873.13   | 0.03%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17122850 | PA      | $14054300.24   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWBZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1341676 | PA      | $1150705.75    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23498283 | PA      | $20109907.22   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12609428 | PA      | $10318913.00   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWC76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   62997751 | PA      | $53894157.29   | 0.04%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31642477 | PA      | $25949808.23   | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24444882 | PA      | $20950311.40   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11363094 | PA      | $9735137.26    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15368392 | PA      | $13754506.00   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWCT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   66089179 | PA      | $54130145.68   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWD59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34310027 | PA      | $29359679.93   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  244606760 | PA      | $200226114.19  | 0.15%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   43909781 | PA      | $37614697.13   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29793224 | PA      | $24387639.78   | 0.02%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1412827 | PA      | $1156487.97    | 0.00%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   87749080 | PA      | $75095198.51   | 0.06%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39411123 | PA      | $35144425.67   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWDY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11794140 | PA      | $10092448.34   | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWEJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28020714 | PA      | $26822033.81   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWFH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8087405 | PA      | $8233979.97    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWFQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20301391 | PA      | $19961470.94   | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26025984 | PA      | $26113136.23   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9415019 | PA      | $9435116.67    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   67889705 | PA      | $68983886.92   | 0.05%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWGG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37972218 | PA      | $38080902.43   | 0.03%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWGH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26198574 | PA      | $26631208.70   | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWGJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   63482569 | PA      | $65214940.24   | 0.05%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWH22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     797685 | PA      | $809677.10     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWHZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23255066 | PA      | $23290490.12   | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWJF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   79268704 | PA      | $80449901.10   | 0.06%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWJL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37238539 | PA      | $37788526.33   | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30976951 | PA      | $30327637.13   | 0.02%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWKP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13795198 | PA      | $14124551.91   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWLT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23917244 | PA      | $24236182.40   | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWMR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3144811 | PA      | $3139820.13    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWMS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33990877 | PA      | $34433800.21   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWMT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   70486275 | PA      | $72097383.05   | 0.05%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22807904 | PA      | $22771709.42   | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWN58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32285830 | PA      | $30755694.55   | 0.02%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22494275 | PA      | $22458577.99   | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50811925 | PA      | $51462435.42   | 0.04%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2508719 | PA      | $2540645.79    | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132DWNY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9535893 | PA      | $9756538.80    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E02B7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10302123 | PA      | $10784347.89   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E07G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8185333 | PA      | $8447350.00    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E07H9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25267034 | PA      | $22655072.63   | 0.02%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0A85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26332624 | PA      | $23475698.00   | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0A93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   63562485 | PA      | $54310507.25   | 0.04%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0AC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35899435 | PA      | $37231115.84   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0BC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20629742 | PA      | $18541886.39   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0BS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30795518 | PA      | $30964576.51   | 0.02%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0H62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7948156 | PA      | $8070425.24    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0KK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5542972 | PA      | $5675075.94    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0LA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12451753 | PA      | $12807731.59   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0TZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2151708 | PA      | $2224130.59    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0VZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8991581 | PA      | $9276053.26    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0X72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5300949 | PA      | $5516869.58    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0XJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7795446 | PA      | $8133599.75    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0YT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7236998 | PA      | $7557214.71    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0ZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26559826 | PA      | $27196342.98   | 0.02%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3132E0ZP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3365145 | PA      | $3502283.78    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GD6M9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      71423 | PA      | $71903.66      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GDD74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      32699 | PA      | $32971.83      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GJLW7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1098101 | PA      | $1082817.23    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GJR35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     900754 | PA      | $888218.51     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GRB75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      45150 | PA      | $43118.25      | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GRJG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1846068 | PA      | $1820377.33    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GSCM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     390323 | PA      | $383141.60     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GTPY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4458 | PA      | $4289.93       | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132GVG97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1094079 | PA      | $1073978.70    | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNDL0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     160932 | PA      | $149787.28     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNH44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     457184 | PA      | $437036.10     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HNH51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5237107 | PA      | $5006311.80    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRCC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     168883 | PA      | $157186.11     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HREH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     201481 | PA      | $187528.46     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132HRFK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8390 | PA      | $8020.50       | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J2SY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     128329 | PA      | $124874.12     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J62B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      11430 | PA      | $10638.63      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J66Y5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     196083 | PA      | $182492.37     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J6UX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9367563 | PA      | $8720662.49    | 0.01%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132J86M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3089122 | PA      | $2958115.73    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132JMLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1006748 | PA      | $964059.78     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132KFWH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5215767 | PA      | $5055824.23    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132KGBZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     881147 | PA      | $881933.49     | 0.00%             | 2032-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132KGD23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17251 | PA      | $16634.00      | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L5UB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     738018 | PA      | $708197.58     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L6CQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3032783 | PA      | $2910238.78    | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L74A4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3110615 | PA      | $2946471.48    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L7CJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2812233 | PA      | $2743365.55    | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L7LF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7633083 | PA      | $7186935.00    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L87K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1351890 | PA      | $1272617.31    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L8T31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2816293 | PA      | $2650622.15    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L8WD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     198374 | PA      | $192262.97     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1569182 | PA      | $1481333.69    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9KW4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3976359 | PA      | $3854135.65    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9MA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      36512 | PA      | $34371.38      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9UT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1505537 | PA      | $1428144.53    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132L9V69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6326455 | PA      | $5949413.39    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     957836 | PA      | $901841.94     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAJY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     573002 | PA      | $582799.16     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7046382 | PA      | $6853863.23    | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAUF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4960147 | PA      | $4940685.89    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1166820 | PA      | $1162241.74    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1153128 | PA      | $1115586.22    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132LKA83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     849817 | PA      | $837509.98     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M4N92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2065895 | PA      | $1982418.78    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M5A51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1891673 | PA      | $1815237.07    | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M7RC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     580352 | PA      | $569803.09     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M96D1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     349398 | PA      | $330049.02     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132M9GQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2497894 | PA      | $2393697.58    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132MAWR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      79571 | PA      | $75164.24      | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QL4T7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     711144 | PA      | $693982.25     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QPLH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     219154 | PA      | $200957.85     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QQTX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1634004 | PA      | $1593951.55    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QUPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     159376 | PA      | $159754.80     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QVC90<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     862418 | PA      | $790811.55     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QVDD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     147960 | PA      | $139791.37     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QVJB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1235712 | PA      | $1205451.50    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QVXM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138024 | PA      | $134152.64     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWM55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     100489 | PA      | $100359.19     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWMN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5434029 | PA      | $5093454.73    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWP29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     280235 | PA      | $272366.56     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132QWPU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1062317 | PA      | $1002851.74    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VLB55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      49041 | PA      | $48848.28      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VNRP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     174272 | PA      | $157211.05     | 0.00%             | 2049-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VP3C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1576322 | PA      | $1475575.06    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VPK23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     348288 | PA      | $354572.14     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1184496 | PA      | $1115637.17    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1374405 | PA      | $1294506.31    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VQM78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     265924 | PA      | $268958.81     | 0.00%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132VQMJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     205077 | PA      | $186518.31     | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WD4E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57272 | PA      | $55371.92      | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WDDB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      77196 | PA      | $77007.27      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WDLN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      10421 | PA      | $10209.39      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WDYQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     791417 | PA      | $747116.28     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WEUR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     240740 | PA      | $227264.36     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WEWJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1701267 | PA      | $1549378.54    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WF3E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1412409 | PA      | $1333346.75    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WF6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      78011 | PA      | $76256.20      | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1640644 | PA      | $1549001.32    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1687016 | PA      | $1599955.50    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFEV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64634 | PA      | $64550.43      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFNV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     505005 | PA      | $476736.33     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WFUT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     251977 | PA      | $237872.58     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WH5N1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3462242 | PA      | $3153134.26    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WH6K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     323018 | PA      | $304936.07     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WHHG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     678004 | PA      | $640046.67     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WHL45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     137139 | PA      | $129903.75     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WHPV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7629400 | PA      | $6948249.87    | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WHVR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     245880 | PA      | $232116.13     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJAR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      75856 | PA      | $69758.54      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJP47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      17102 | PA      | $15713.68      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WJSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1184746 | PA      | $1110501.01    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKLR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      72644 | PA      | $66158.58      | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKQ84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1571405 | PA      | $1431110.14    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WKYJ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      22931 | PA      | $22450.96      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WLSA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     658185 | PA      | $624218.52     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WM7L2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1224529 | PA      | $1157394.92    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WMJ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     386698 | PA      | $365497.18     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WMNJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5506071 | PA      | $5183103.43    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WNEK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1612344 | PA      | $1608546.50    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WNJK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     222308 | PA      | $221783.65     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WNK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     650728 | PA      | $649191.71     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132WQAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1247829 | PA      | $1174424.23    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12457194 | PA      | $11820764.66   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     213758 | PA      | $202039.16     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCR98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3223743 | PA      | $3153434.00    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7083337 | PA      | $6902888.19    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5059655 | PA      | $5045700.53    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XS6Q8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     251023 | PA      | $255527.93     | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUJV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1060826 | PA      | $1028235.09    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUR23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9353 | PA      | $8541.18       | 0.00%             | 2047-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XUV36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      98883 | PA      | $98716.14      | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XVEV1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1828266 | PA      | $1721026.01    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XVNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     541019 | PA      | $496095.46     | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XW5W7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     984599 | PA      | $962455.11     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XWBS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     140008 | PA      | $132670.21     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XWFV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1760524 | PA      | $1656959.53    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XWGK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      12975 | PA      | $11848.93      | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XWPW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      51094 | PA      | $48097.36      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XXDN6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     337810 | PA      | $315418.42     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XXHD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3138578 | PA      | $2952111.44    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XYAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3262110 | PA      | $3317763.63    | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132XYEL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     104608 | PA      | $100555.78     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y0FN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     713850 | PA      | $712578.17     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y0FP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     794123 | PA      | $791933.21     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y0K74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      94297 | PA      | $92176.43      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y0YA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      95965 | PA      | $93343.42      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y1GK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     601553 | PA      | $599893.66     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y1GL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     392117 | PA      | $391418.32     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y3BL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      57711 | PA      | $57483.60      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y3H72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     654598 | PA      | $638310.31     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y3RM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     239065 | PA      | $244538.61     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y3RV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     316620 | PA      | $322195.72     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 3132Y3YP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      28110 | PA      | $27999.68      | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334WD81<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     610283 | PA      | $570595.93     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334X2Q1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     209748 | PA      | $204457.48     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334XUC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     787434 | PA      | $764927.44     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334XV22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     774132 | PA      | $742193.71     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334Y2B2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     973402 | PA      | $881656.23     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334YPK7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21297266 | PA      | $19504976.36   | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31334YPW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28201175 | PA      | $25827880.38   | 0.02%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335A5Z7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     233779 | PA      | $214807.81     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ABF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7420019 | PA      | $7092973.99    | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AGC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2437333 | PA      | $2403432.27    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2712263 | PA      | $2735291.63    | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335ANR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2069915 | PA      | $2080183.35    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335APZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13470901 | PA      | $12854567.77   | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1815257 | PA      | $1721590.95    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1936113 | PA      | $1941142.38    | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AYT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17151591 | PA      | $15759749.73   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335AZR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      63879 | PA      | $64107.40      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335B2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      97257 | PA      | $89180.83      | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335B2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     298069 | PA      | $271457.12     | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335B7C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2388060 | PA      | $2330393.48    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BC20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4495394 | PA      | $4126863.06    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      64194 | PA      | $61010.18      | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BCZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17476071 | PA      | $16057800.28   | 0.01%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BKV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      25885 | PA      | $24609.71      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1236819 | PA      | $1184366.78    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLS3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     418494 | PA      | $400048.42     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BLX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      90535 | PA      | $91121.45      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BM60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      24338 | PA      | $22969.45      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BME3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15547097 | PA      | $14159056.66   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BN44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12121058 | PA      | $11408026.42   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11164016 | PA      | $10511564.18   | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12385712 | PA      | $11810363.07   | 0.01%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BNP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1346384 | PA      | $1312079.07    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BPG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7936405 | PA      | $7344203.73    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2396252 | PA      | $2182301.74    | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BQS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3257117 | PA      | $3265992.57    | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BRK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19143332 | PA      | $17434113.34   | 0.01%             | 2047-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BYT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6015353 | PA      | $5478270.10    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335BZJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     609518 | PA      | $589673.97     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2112817 | PA      | $2061068.39    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1838597 | PA      | $1737072.87    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      43858 | PA      | $42429.81      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     732546 | PA      | $712038.13     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Gold Pool                                                           | CUSIP: 31335CEA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2781554 | PA      | $2618397.14    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31339S7K5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      65736 | PA      | $63757.97      | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31339SCT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     138912 | PA      | $137792.90     | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31339U6H8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     851806 | PA      | $831959.39     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31339UCA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     171664 | PA      | $174556.15     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31339USX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     955741 | PA      | $916309.45     | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22579862 | PA      | $18600446.38   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133AAKC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16505279 | PA      | $13590671.65   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133AAQB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   59701851 | PA      | $49159318.08   | 0.04%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133ABBT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9418006 | PA      | $8103379.49    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133ABSD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6389842 | PA      | $5538372.19    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133ADLZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1337440 | PA      | $1200426.23    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133AE2P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12065048 | PA      | $10369710.77   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133AFQA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   37222453 | PA      | $30603860.68   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133AGAT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   55898244 | PA      | $45958875.05   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133AGDH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20951738 | PA      | $17226271.14   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133ALJP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   26315766 | PA      | $21816683.27   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133APVV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17920445 | PA      | $14791195.00   | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133ARQD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8721113 | PA      | $7471664.71    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B2J67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1745692 | PA      | $1437817.15    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B3L54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22930926 | PA      | $18765500.40   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B92H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25032933 | PA      | $23356277.71   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133B9MX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28885241 | PA      | $24719836.62   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BAFH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20209561 | PA      | $18053149.93   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BBSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3699680 | PA      | $3325832.96    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1507964 | PA      | $1492352.24    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     870642 | PA      | $861627.74     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BPXV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7950532 | PA      | $8033394.91    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3871804 | PA      | $3941050.25    | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4881228 | PA      | $4970363.94    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BTGZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17229117 | PA      | $17720182.16   | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133BTHE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10287690 | PA      | $10809408.48   | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133G6HZ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1291859 | PA      | $1253420.08    | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133G6XR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       9994 | PA      | $9748.61       | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133G83E9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     323408 | PA      | $313409.01     | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GCLU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     536037 | PA      | $509660.92     | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GCPM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     346900 | PA      | $322803.19     | 0.00%             | 2036-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GDZW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9649181 | PA      | $8942476.85    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GEGN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9431661 | PA      | $8749995.59    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GF3W3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12645148 | PA      | $11710040.85   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GFCG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4638627 | PA      | $4299089.79    | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GFCT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     977768 | PA      | $928301.31     | 0.00%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GGA86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4990229 | PA      | $4620900.67    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GGHB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6698027 | PA      | $6201955.97    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133GGX57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9495845 | PA      | $8553234.55    | 0.01%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10366598 | PA      | $9692262.07    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KHW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1530536 | PA      | $1434324.44    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KK3T4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10893991 | PA      | $9288293.61    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KK3U1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39262871 | PA      | $33931201.71   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KK7E3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   57178800 | PA      | $47008732.47   | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKD48<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11690113 | PA      | $9677010.94    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKLM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13310569 | PA      | $11350233.34   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKLP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6804279 | PA      | $5802167.99    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKLQ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29055325 | PA      | $25127767.15   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKNC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9716677 | PA      | $8403223.77    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKW54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15300325 | PA      | $12736112.43   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKWE5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10071322 | PA      | $8363593.11    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKWK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35067010 | PA      | $29120923.70   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KKZQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17333474 | PA      | $14779314.65   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KL6J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14446900 | PA      | $11971945.14   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50539559 | PA      | $41863811.15   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLE86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8076861 | PA      | $6979201.48    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLEZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   58478270 | PA      | $48302593.97   | 0.04%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLG35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24936124 | PA      | $20597043.83   | 0.02%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLHC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18579442 | PA      | $15131613.83   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLHN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   45337662 | PA      | $37340393.80   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KLYA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13104122 | PA      | $11306901.76   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM2V6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10266190 | PA      | $8451146.35    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM3Z6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10822778 | PA      | $8921593.45    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM4T9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11091415 | PA      | $9130472.96    | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KM4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13532556 | PA      | $11181392.92   | 0.01%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMBD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   79676561 | PA      | $65403974.86   | 0.05%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMXN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27558384 | PA      | $22803537.84   | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMXU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24855754 | PA      | $20554293.16   | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMY25<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7476927 | PA      | $6642737.32    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KMZD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   60014417 | PA      | $49403975.85   | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8238711 | PA      | $7370739.54    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KN5P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13929157 | PA      | $13339698.21   | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KN7C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11611520 | PA      | $10833804.03   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNAK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20909228 | PA      | $19507151.69   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNLD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   50721092 | PA      | $41511480.48   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7590170 | PA      | $6214643.28    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNNS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35228749 | PA      | $31760187.32   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNSG9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30570545 | PA      | $26417390.05   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNWP4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5389588 | PA      | $4846232.53    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KNWU3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17743068 | PA      | $15243268.82   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KP6Y9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9545082 | PA      | $9644563.59    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPLY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10412892 | PA      | $9970265.19    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPMB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11088491 | PA      | $10630173.33   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPNP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     883494 | PA      | $723622.80     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPQR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38474838 | PA      | $36869756.88   | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPQS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40996568 | PA      | $39295729.26   | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPUC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19559474 | PA      | $19356971.06   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPY69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20663109 | PA      | $20874458.71   | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KPYR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18497631 | PA      | $17702737.17   | 0.01%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQ2P0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19230437 | PA      | $19656001.99   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8386699 | PA      | $8660773.20    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQKT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6051481 | PA      | $6107054.69    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQKX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17643708 | PA      | $18090912.16   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQKY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22191315 | PA      | $22905816.01   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQPN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10998128 | PA      | $11300184.35   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQQF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17034096 | PA      | $17519602.36   | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQTC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9738515 | PA      | $9576963.07    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQVF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11105094 | PA      | $10920871.81   | 0.01%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQXU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8658450 | PA      | $8683691.32    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KQXX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15662191 | PA      | $16086474.16   | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KR4Y7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4545497 | PA      | $4728741.68    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KR5X8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10676134 | PA      | $11199151.75   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KR6L3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     831607 | PA      | $860000.48     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KRC36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19472725 | PA      | $19783616.95   | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KRFB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14117444 | PA      | $14479125.20   | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KRH98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19402357 | PA      | $19542561.66   | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KRMM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9198895 | PA      | $9282387.25    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KRMT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12797902 | PA      | $12899848.99   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KRVX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   38052775 | PA      | $39532363.22   | 0.03%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133KRVZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30959416 | PA      | $32066573.63   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L7GL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     218717 | PA      | $220442.96     | 0.00%             | 2034-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L7U96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8985462 | PA      | $8563531.47    | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L7X36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22136651 | PA      | $20659809.75   | 0.02%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8A39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15821777 | PA      | $14745356.86   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8CY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18560575 | PA      | $17284109.38   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8GS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5752755 | PA      | $5336734.05    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8HW8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21859583 | PA      | $20278450.95   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8T39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15142820 | PA      | $14028029.34   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8U37<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13859691 | PA      | $12843874.51   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8U45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14737656 | PA      | $13657491.01   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8U52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21158752 | PA      | $19594064.96   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8UY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10471528 | PA      | $9710319.04    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133L8W50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10128554 | PA      | $9378136.75    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133USJ93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6467924 | PA      | $6047192.83    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133USKT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10736703 | PA      | $9215123.66    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133USKU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  111752256 | PA      | $95845737.24   | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3133USKV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15628823 | PA      | $13323187.42   | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    7900000 | PA      | $8745070.03    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   21820000 | PA      | $25018278.94   | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                                                      | Federal Home Loan Mortgage Corp                                                 | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   73453000 | PA      | $83777631.54   | 0.06%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     580000 | PA      | $630595.36     | 0.00%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   10000000 | PA      | $11335606.50   | 0.01%             | 2030-01-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   17396000 | PA      | $19996017.82   | 0.01%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    8180000 | PA      | $9279053.92    | 0.01%             | 2030-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   17530000 | PA      | $15495112.69   | 0.01%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31368HNG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      87002 | PA      | $92215.73      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AN6U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2043643 | PA      | $2023764.75    | 0.00%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13146776 | PA      | $12998065.90   | 0.01%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AVY52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16968972 | PA      | $16730053.80   | 0.01%             | 2026-12-25      | Variable      | 2.66%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6672646 | PA      | $6595388.12    | 0.00%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136AY6X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1512216 | PA      | $1491669.14    | 0.00%             | 2027-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B0YM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7179779 | PA      | $7057970.35    | 0.01%             | 2028-01-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B26W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12267928 | PA      | $12123701.08   | 0.01%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B2HA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2896859 | PA      | $2868289.23    | 0.00%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B3DE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7090599 | PA      | $7038788.97    | 0.01%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B3J50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4968688 | PA      | $4945482.41    | 0.00%             | 2028-11-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B4KB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13669682 | PA      | $13441846.07   | 0.01%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B4VT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3338941 | PA      | $3254170.78    | 0.00%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B6XJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21818978 | PA      | $20865313.65   | 0.02%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B9WE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1826496.16    | 0.00%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BBN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $8918341.80    | 0.01%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BGFQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20500000 | PA      | $18201910.03   | 0.01%             | 2031-07-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BHMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17050000 | PA      | $15072061.90   | 0.01%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BJZQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2660488.11    | 0.00%             | 2031-10-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4576798.65    | 0.00%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BKX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29670000 | PA      | $25952916.29   | 0.02%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BMXZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1590000 | PA      | $1414426.79    | 0.00%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1048000 | PA      | $957943.35     | 0.00%             | 2032-06-25      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136BQDE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19093124 | PA      | $19226281.34   | 0.01%             | 2028-07-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31371LCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56774 | PA      | $58077.03      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    2096000 | PA      | $1854469.12    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    2719000 | PA      | $2687562.41    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    2493000 | PA      | $2407066.29    | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    1001000 | PA      | $967431.04     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    1995000 | PA      | $2048026.10    | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BVZ82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $19885501.20   | 0.01%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F4D41<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9952177.90    | 0.01%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F64P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25000333 | PA      | $24065289.07   | 0.02%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F72P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1150000 | PA      | $1026732.67    | 0.00%             | 2030-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137F9CT6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3435000 | PA      | $3078047.75    | 0.00%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FBU79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6961166 | PA      | $6880092.33    | 0.01%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FCJK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1980029.06    | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FDES7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1967479.02    | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEBQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17760000 | PA      | $17621726.15   | 0.01%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEZU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5006890.60    | 0.00%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FJEH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19091000 | PA      | $19125581.06   | 0.01%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FK4M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $20125850.20   | 0.01%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FKSH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17500000 | PA      | $17519142.03   | 0.01%             | 2028-11-25      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FL2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $19408913.40   | 0.01%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FL6P4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9924058.50    | 0.01%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FLYV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     413800 | PA      | $407015.71     | 0.00%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMTS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10960000 | PA      | $10441750.70   | 0.01%             | 2031-05-25      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16190000 | PA      | $14805069.84   | 0.01%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPHK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20000000 | PA      | $19043995.60   | 0.01%             | 2029-08-25      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27650000 | PA      | $26501680.02   | 0.02%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQ3Z4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   31000000 | PA      | $29530591.63   | 0.02%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FQJZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13000000 | PA      | $11613948.45   | 0.01%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FRUJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4775000 | PA      | $4415746.95    | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTBM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2000000 | PA      | $1820479.72    | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FTZQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13200000 | PA      | $11967540.82   | 0.01%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FUZC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4491827.20    | 0.00%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FVNG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $6266311.73    | 0.00%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $13400952.45   | 0.01%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   19440000 | PA      | $17772935.05   | 0.01%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FYTX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7564000 | PA      | $6346582.75    | 0.00%             | 2036-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FYUJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5500000 | PA      | $5008977.66    | 0.00%             | 2031-03-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H1YS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $6229969.41    | 0.00%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H2NY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2125000 | PA      | $1721662.38    | 0.00%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H4BY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3000000 | PA      | $2860581.39    | 0.00%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4670000 | PA      | $4216883.40    | 0.00%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H4RG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2048737.53    | 0.00%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H5YC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9550337.10    | 0.01%             | 2029-01-25      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   23000000 | PA      | $21458361.75   | 0.02%             | 2032-06-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H93C1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4824969.25    | 0.00%             | 2032-08-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H93D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $960629.40     | 0.00%             | 2032-09-25      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9D71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20868000 | PA      | $20295737.67   | 0.01%             | 2029-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9JF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1917398 | PA      | $1906215.96    | 0.00%             | 2032-03-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9M71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3120861 | PA      | $3113459.37    | 0.00%             | 2032-01-25      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9M89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17795000 | PA      | $17410676.40   | 0.01%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9PB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21500000 | PA      | $21048115.80   | 0.02%             | 2032-12-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13140000 | PA      | $13268263.48   | 0.01%             | 2033-01-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H9ZV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   40000000 | PA      | $40120705.20   | 0.03%             | 2033-04-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAAG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28000000 | PA      | $27987019.76   | 0.02%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   35000000 | PA      | $34639258.50   | 0.03%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAGZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10500000 | PA      | $10634141.39   | 0.01%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMB9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5090836.15    | 0.00%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAMS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3920000 | PA      | $4007652.45    | 0.00%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAQ74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $15307829.70   | 0.01%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HAST4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5119303.75    | 0.00%             | 2028-09-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HB3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1525203 | PA      | $1570355.95    | 0.00%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBC93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4000000 | PA      | $4153907.64    | 0.00%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBLV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3253000 | PA      | $3311343.69    | 0.00%             | 2028-12-25      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBP73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1875000 | PA      | $1986434.78    | 0.00%             | 2033-12-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HBPD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $8325272.96    | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HC2C5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14300000 | PA      | $14883482.33   | 0.01%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HC2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15000000 | PA      | $15628531.80   | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HCH39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5560000 | PA      | $5860312.72    | 0.00%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HFNZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5700000 | PA      | $5811270.33    | 0.00%             | 2029-07-25      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HH5X5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5098689.45    | 0.00%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HHJA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $10189941.00   | 0.01%             | 2034-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HHUG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5161531.20    | 0.00%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | FREMF 2025-K169 Mortgage Trust                                                  | CUSIP: 3137HK2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1024436.57    | 0.00%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJ52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $1049039.49    | 0.00%             | 2035-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2460000 | PA      | $2511427.78    | 0.00%             | 2030-02-25      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HLXV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   14300000 | PA      | $14511711.50   | 0.01%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HMC65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18500000 | PA      | $18769999.18   | 0.01%             | 2030-06-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HMCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13200000 | PA      | $13358634.96   | 0.01%             | 2030-07-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HMCK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6500000 | PA      | $6586410.74    | 0.00%             | 2030-07-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HNMY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2700000 | PA      | $2742657.79    | 0.00%             | 2035-08-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                 | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137HNN87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $5084309.20    | 0.00%             | 2035-09-25      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31385XAZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     598851 | PA      | $619384.61     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31385XQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1262826 | PA      | $1306125.74    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A2VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     577864 | PA      | $576858.16     | 0.00%             | 2030-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A46W0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     205492 | PA      | $205116.35     | 0.00%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A4X75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2408152 | PA      | $2425706.96    | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138A9L93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3292 | PA      | $3280.81       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AFWX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     612707 | PA      | $617098.41     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AHPM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      83272 | PA      | $84770.63      | 0.00%             | 2041-08-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AHX68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     837540 | PA      | $843543.16     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AKEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25515 | PA      | $25422.04      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AKXC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76856 | PA      | $79045.29      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ANZD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3372965 | PA      | $3391642.19    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ASSB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1060075 | PA      | $1067475.11    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ATUD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     253431 | PA      | $259205.10     | 0.00%             | 2041-10-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138AVRH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8270 | PA      | $8209.34       | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138E2MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     254601 | PA      | $252524.29     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138E4YL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55160 | PA      | $56126.99      | 0.00%             | 2042-02-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138E7XN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1176 | PA      | $1168.02       | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EAA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45524 | PA      | $43468.02      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EBP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1811054 | PA      | $1781376.60    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ECM75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9944 | PA      | $9244.77       | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EG5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9632 | PA      | $9596.92       | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     789475 | PA      | $795230.34     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGKE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91422 | PA      | $93905.71      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1586178 | PA      | $1629327.38    | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGNL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     361175 | PA      | $371461.79     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EGXK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     855370 | PA      | $881073.17     | 0.00%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHBB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2079773 | PA      | $2136042.11    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHFE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     371480 | PA      | $398973.40     | 0.00%             | 2039-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHNZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11922 | PA      | $12804.72      | 0.00%             | 2040-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EHRM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41728 | PA      | $41466.93      | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJBU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     841128 | PA      | $877984.19     | 0.00%             | 2040-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EJX52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     257646 | PA      | $259071.40     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EKAR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5574807 | PA      | $5322984.42    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EKCU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1040075 | PA      | $1045597.79    | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EKG25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     826517 | PA      | $849587.95     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EKQH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      21054 | PA      | $20834.19      | 0.00%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EKZ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      71167 | PA      | $68509.02      | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EMUJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10647 | PA      | $10706.79      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENK81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     171493 | PA      | $164240.30     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENQR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7418991 | PA      | $7501145.31    | 0.01%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ENZJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      34371 | PA      | $33832.60      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EP2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     124063 | PA      | $115353.46     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EP5N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2117164 | PA      | $2098942.40    | 0.00%             | 2030-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPG73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     419061 | PA      | $430516.20     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPJP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157253 | PA      | $157498.86     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPUP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1189409 | PA      | $1194329.96    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPWF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     280094 | PA      | $266973.94     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EPWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3026551 | PA      | $2889836.99    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQ5W8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3814570 | PA      | $3747789.39    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQ6P2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     337282 | PA      | $334578.64     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQ7D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3186935 | PA      | $3138970.92    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQAF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15710 | PA      | $15581.70      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQAH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1556665 | PA      | $1563105.87    | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQKY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60791 | PA      | $57943.46      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQLB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     339774 | PA      | $347573.59     | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     462374 | PA      | $464933.98     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER2G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7991528 | PA      | $7606236.98    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER2P4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2834869 | PA      | $2855534.50    | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER2U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2524889 | PA      | $2478882.25    | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER5J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4958148 | PA      | $4510053.49    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER5K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3150219 | PA      | $3013098.48    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25326763 | PA      | $23037847.40   | 0.02%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER6H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1378490 | PA      | $1352147.14    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER6J4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2231954 | PA      | $2189923.97    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ER7M6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1397987 | PA      | $1367005.29    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     454048 | PA      | $445547.43     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERHG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16099 | PA      | $15983.48      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERHL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1078977 | PA      | $1024278.65    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERJC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     282205 | PA      | $279916.56     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERJH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1959177 | PA      | $1797942.49    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4177967 | PA      | $4044913.19    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     961066 | PA      | $943430.78     | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9679782 | PA      | $9453649.70    | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERSK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     297499 | PA      | $266398.61     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERTM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11314477 | PA      | $11143967.17   | 0.01%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERTW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15673901 | PA      | $14939729.26   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERUG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154565 | PA      | $151495.47     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERUK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2003511 | PA      | $1984772.17    | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERV49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1450679 | PA      | $1385149.05    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     206514 | PA      | $189675.20     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERWT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     430395 | PA      | $407939.94     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERX39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7491325 | PA      | $6880511.94    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ERZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1919431 | PA      | $1879715.18    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ET4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42818 | PA      | $42883.51      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ET5H5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5060449 | PA      | $4737227.09    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ET6Y7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1415954 | PA      | $1387696.05    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETEE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     110728 | PA      | $111535.52     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETGM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2248689 | PA      | $2078423.93    | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETQP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3110116 | PA      | $3082563.44    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETQT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1545947 | PA      | $1516892.78    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETQU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1475172 | PA      | $1446883.52    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETY75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14401798 | PA      | $14137808.73   | 0.01%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138ETYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2833594 | PA      | $2689946.45    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LTJV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     673166 | PA      | $647456.82     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138LUQ24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     206640 | PA      | $204099.28     | 0.00%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M5LN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72457 | PA      | $69184.26      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M7W43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     226544 | PA      | $217767.16     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138M8J38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6644 | PA      | $6177.63       | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MCXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2081814 | PA      | $1935443.98    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MFPY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     644995 | PA      | $637962.96     | 0.00%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MGMG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2011880 | PA      | $1870665.34    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MLUW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     235515 | PA      | $232895.38     | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MQCX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40810 | PA      | $40173.86      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138MRD40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     690640 | PA      | $663882.31     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138NYWH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76267 | PA      | $73312.59      | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W0VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     384177 | PA      | $370227.10     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W1ZG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14519 | PA      | $13419.48      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W7HZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61899 | PA      | $60932.01      | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W7UK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4690315 | PA      | $4339988.44    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9H94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1876500 | PA      | $1882426.45    | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9RJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32240 | PA      | $31691.42      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138W9SE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5177110 | PA      | $4785112.19    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WB2X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85412 | PA      | $79133.96      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WBJZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59888 | PA      | $59035.25      | 0.00%             | 2029-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WBQ65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3077050 | PA      | $3081817.71    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WCFQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86789 | PA      | $85491.91      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WCSK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47485 | PA      | $46769.27      | 0.00%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WD2H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3061844 | PA      | $3005719.49    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WD4C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4622866 | PA      | $4538127.77    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WD6S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     145567 | PA      | $141928.17     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WD6X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61564 | PA      | $60087.64      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WDL41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7045110 | PA      | $6909154.86    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WE3W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7532598 | PA      | $7174103.54    | 0.01%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WE6G9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     247297 | PA      | $233388.40     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEAR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4071268 | PA      | $3968356.54    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEBZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3663823 | PA      | $3492208.20    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WECQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2041914 | PA      | $1999291.63    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEMY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1699154 | PA      | $1670261.59    | 0.00%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEPF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7507213 | PA      | $7149926.68    | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WERK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11103998 | PA      | $10575531.44   | 0.01%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WESA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8538082 | PA      | $8359860.62    | 0.01%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEUU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     309432 | PA      | $301460.42     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WEZE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      33974 | PA      | $33383.54      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF2G0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     165827 | PA      | $164260.65     | 0.00%             | 2030-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF3X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105547 | PA      | $102841.40     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF4T0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5395 | PA      | $5401.19       | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF6J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     847404 | PA      | $823355.12     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF6U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9240324 | PA      | $8800554.22    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WF7H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1550722 | PA      | $1521508.72    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFAN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     605908 | PA      | $590064.60     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFAW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1391256 | PA      | $1366731.22    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFHL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79999 | PA      | $73590.64      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2984275 | PA      | $2842246.54    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFKQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1353202 | PA      | $1316389.05    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WFWW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2920042 | PA      | $2867122.16    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WG6H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1456583 | PA      | $1373592.10    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WG7L2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16214 | PA      | $16183.73      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGA61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28543 | PA      | $26934.53      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8109054 | PA      | $7652132.36    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGAZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368388 | PA      | $358088.39     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGB86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     510504 | PA      | $511123.83     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGBS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     691927 | PA      | $675763.00     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4837586 | PA      | $4617863.07    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGHD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     609381 | PA      | $593767.48     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGHR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4247691 | PA      | $4054760.74    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGJX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     229071 | PA      | $216163.37     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGRR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     397898 | PA      | $386297.40     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGRV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1794471 | PA      | $1761262.22    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGSX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1428192 | PA      | $1347717.66    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     371494 | PA      | $364683.72     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGVM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     743079 | PA      | $736443.61     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGY65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     153530 | PA      | $153898.05     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WGYY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1403974 | PA      | $1363040.23    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WH4N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2673877 | PA      | $2589990.68    | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WH4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3568555 | PA      | $3454065.65    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2006951 | PA      | $1892602.40    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHBV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2128843 | PA      | $2066651.51    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHER9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48444 | PA      | $44065.46      | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHF56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1794635 | PA      | $1692383.87    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHGT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3633 | PA      | $3625.69       | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5701560 | PA      | $5400729.53    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHL34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1671346 | PA      | $1576119.00    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHNK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5392326 | PA      | $5101994.62    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHNL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5930721 | PA      | $5611401.48    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     731146 | PA      | $709828.97     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     601015 | PA      | $598829.83     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1470031 | PA      | $1429985.66    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHUV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     518256 | PA      | $503145.45     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WHVQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1051060 | PA      | $994469.44     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJ6R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1219552 | PA      | $1216050.89    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJ6W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99193 | PA      | $98841.49      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJA32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2206640 | PA      | $2087831.31    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJBY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     115480 | PA      | $115060.27     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJD96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3139636 | PA      | $3040445.53    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJJP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4662799 | PA      | $4411747.00    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7012204 | PA      | $6611964.95    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10324189 | PA      | $9391136.84    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJN38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1956563 | PA      | $1799911.02    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJNC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     910276 | PA      | $836649.06     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJNE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3065415 | PA      | $2815472.86    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJNJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12377577 | PA      | $11750102.79   | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJQ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6476607 | PA      | $6106714.39    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2633467 | PA      | $2576700.33    | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJRQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4673464 | PA      | $4528100.98    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJRT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3990655 | PA      | $3865318.84    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJRV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10965 | PA      | $10609.47      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJSA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     597149 | PA      | $585313.00     | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1879225 | PA      | $1861130.72    | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJTD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5691907 | PA      | $5227811.37    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJTE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368870 | PA      | $339597.83     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJTG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20147099 | PA      | $18326297.76   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJUS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2909866 | PA      | $2744072.56    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJW53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     882977 | PA      | $864672.32     | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WJXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     474949 | PA      | $432025.06     | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WK3C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3574395 | PA      | $3382119.25    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2785932 | PA      | $2619352.46    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7102134 | PA      | $6715007.19    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3178261 | PA      | $3093560.44    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKQY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3924266 | PA      | $3912999.93    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1175138 | PA      | $1067424.12    | 0.00%             | 2047-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKUB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4155256 | PA      | $3877795.92    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKUL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2704785 | PA      | $2635987.07    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKXZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1577236 | PA      | $1558596.98    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WKZM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5851483 | PA      | $5702647.62    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3468924 | PA      | $3279837.85    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLBC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95745 | PA      | $87445.27      | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLBG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3137958 | PA      | $2974293.28    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WLCK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7152780 | PA      | $6924542.31    | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WP3B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1292135 | PA      | $1235891.89    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WP3X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1416905 | PA      | $1309620.30    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     186313 | PA      | $172206.25     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WPGW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2817868 | PA      | $2605725.59    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WQAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     174720 | PA      | $157623.26     | 0.00%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WQQS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     238784 | PA      | $220704.21     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WRP20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3237926 | PA      | $2992758.21    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WSW79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2632416 | PA      | $2435797.33    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WVDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9434 | PA      | $8719.88       | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WVDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45967 | PA      | $42486.24      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WWAC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     388625 | PA      | $359199.39     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WXYD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1510365 | PA      | $1444622.52    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138WZ4Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1311107 | PA      | $1211832.86    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X3AX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     336089 | PA      | $310641.61     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X3BS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16898 | PA      | $15618.68      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X3DP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55298 | PA      | $53002.41      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X5PW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     640976 | PA      | $592442.49     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X6P58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61608 | PA      | $60531.42      | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X75C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88058 | PA      | $86616.88      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138X9QH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59506 | PA      | $59909.52      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XDJ43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35818 | PA      | $35561.09      | 0.00%             | 2028-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XDVR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      61878 | PA      | $62134.47      | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XHZD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86404 | PA      | $85775.34      | 0.00%             | 2029-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XJQJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29050 | PA      | $28504.61      | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XJZ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2215282 | PA      | $1986307.39    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XQDL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1987409 | PA      | $1950979.45    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XRKQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12723 | PA      | $12523.84      | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XTSK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125670 | PA      | $127275.52     | 0.00%             | 2044-04-01      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XXMJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     218856 | PA      | $218826.69     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138XYCD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6037541 | PA      | $5758886.04    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y3U58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28965 | PA      | $28327.65      | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y4VE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     335212 | PA      | $326316.46     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y5DG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1497722 | PA      | $1475144.68    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y63F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10636912 | PA      | $10925874.21   | 0.01%             | 2042-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y64A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     851407 | PA      | $856121.44     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y9AV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      37836 | PA      | $37523.22      | 0.00%             | 2029-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y9RU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220611 | PA      | $202511.10     | 0.00%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138Y9SR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1994598 | PA      | $1944911.79    | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YBS79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     338851 | PA      | $330678.80     | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YBSN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6519431 | PA      | $6399927.61    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YBTZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4123587 | PA      | $3878013.91    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YDFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5807 | PA      | $5330.38       | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YEN60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8546850 | PA      | $8146512.30    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YGWZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      76248 | PA      | $70140.26      | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YGYD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65037 | PA      | $63482.35      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YLPK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      46134 | PA      | $44953.00      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YMUC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20625 | PA      | $18888.96      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YNL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5192446 | PA      | $5099455.61    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YRKT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     130808 | PA      | $130966.49     | 0.00%             | 2045-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YSUG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64388 | PA      | $62736.37      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YUA27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      47299 | PA      | $43318.33      | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YUA68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74351 | PA      | $70158.61      | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YUH79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3969563 | PA      | $3900048.71    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YUZ20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     275273 | PA      | $269196.16     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YVEL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     374234 | PA      | $342739.71     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YXK87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2740947 | PA      | $2692505.82    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YXRQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     442847 | PA      | $405579.05     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YXX67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200654 | PA      | $195372.26     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3138YY3V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     390366 | PA      | $380364.04     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                       | Federal National Mortgage Association                                           | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     795000 | PA      | $890013.80     | 0.00%             | 2037-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CPL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1641955 | PA      | $1679647.64    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CVV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     427412 | PA      | $446065.56     | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     592771 | PA      | $618641.81     | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402DF70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     112029 | PA      | $117379.19     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402DGM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65228 | PA      | $68074.38      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402DJS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1959791 | PA      | $2038531.04    | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402DK58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78410 | PA      | $82151.47      | 0.00%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402QTR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      57560 | PA      | $60309.02      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31402RFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      85570 | PA      | $87683.18      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31403DT82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121388 | PA      | $129872.18     | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31403DWH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16963 | PA      | $18148.92      | 0.00%             | 2036-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31407H6Q4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17591 | PA      | $18820.93      | 0.00%             | 2036-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31407HHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      35799 | PA      | $36736.72      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31407JEF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268978 | PA      | $284207.76     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140AE2Y4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4210242 | PA      | $4327743.84    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140AJMV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3290118 | PA      | $3368001.32    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140AMH38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4984570 | PA      | $5167253.14    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140APFA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3340273 | PA      | $3439212.15    | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140B6ZY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5665296 | PA      | $5845077.48    | 0.00%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140B7AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6925404 | PA      | $6925875.24    | 0.01%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140BK2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14925779 | PA      | $15303752.67   | 0.01%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E0E35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     117243 | PA      | $110636.45     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E0E76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     167982 | PA      | $168179.37     | 0.00%             | 2045-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E0VM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     139303 | PA      | $135656.91     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E24G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204802 | PA      | $199561.20     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E26C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     325790 | PA      | $317442.61     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E2FS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     475081 | PA      | $465164.57     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E2HL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274999 | PA      | $272597.17     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E4BH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     237948 | PA      | $233292.26     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E5HG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     286553 | PA      | $262437.46     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E5SD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8596 | PA      | $7872.79       | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E6MN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1269819 | PA      | $1162956.06    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E6RR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86233 | PA      | $78975.62      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E75F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     635429 | PA      | $623646.25     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E7KF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     747002 | PA      | $733425.47     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E7NX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     210827 | PA      | $193084.65     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E9HH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65490 | PA      | $59978.49      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E9J80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     375784 | PA      | $368743.35     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E9L79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29142 | PA      | $28662.31      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E9LR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41985 | PA      | $38451.88      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140E9UD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     133528 | PA      | $130176.54     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EBHJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     701599 | PA      | $682753.23     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EBLM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      28833 | PA      | $26406.49      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EBXA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     831849 | PA      | $807547.34     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140ECBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     102948 | PA      | $94284.17      | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140ECR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     772960 | PA      | $723589.77     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140ECRN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1381604 | PA      | $1293357.86    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU2A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31404 | PA      | $31440.85      | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU2G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1202082 | PA      | $1180760.24    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU4H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     818907 | PA      | $772249.06     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU4M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59833 | PA      | $59649.02      | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EU7J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8995703 | PA      | $8526365.05    | 0.01%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     976913 | PA      | $921830.40     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUFU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69059 | PA      | $69140.67      | 0.00%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUKN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8211096 | PA      | $7742426.45    | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUKZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      50033 | PA      | $49851.04      | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EULA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     321321 | PA      | $318559.82     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EULG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9777719 | PA      | $9226773.20    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUQ51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     640264 | PA      | $604163.80     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     323172 | PA      | $313742.53     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EUUS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59585 | PA      | $54570.77      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVAQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151708 | PA      | $148950.11     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13251937 | PA      | $12505228.94   | 0.01%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVPN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     382984 | PA      | $375792.26     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVTJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7635654 | PA      | $7412867.30    | 0.01%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     892701 | PA      | $874338.24     | 0.00%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVU96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100988 | PA      | $100620.93     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EVUP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2559144 | PA      | $2350481.56    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EW6D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     425524 | PA      | $413108.60     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EXBF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13760 | PA      | $13353.12      | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EXF73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      40729 | PA      | $39685.91      | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EY3U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     155039 | PA      | $153685.23     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140EY4Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     509042 | PA      | $499946.33     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0EJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     274538 | PA      | $268073.05     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0JJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     384099 | PA      | $349385.49     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0JL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     465766 | PA      | $464074.88     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0JX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1993684 | PA      | $1932389.07    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0NL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2459560 | PA      | $2252573.68    | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F0UQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     900761 | PA      | $883684.24     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F1FX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13852 | PA      | $13061.08      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F1T28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     467564 | PA      | $454267.61     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F1ZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151249 | PA      | $139246.60     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F2GY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9488 | PA      | $9475.62       | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F3BF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     437808 | PA      | $425342.72     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F4L95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     621088 | PA      | $581417.54     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F4NA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     459220 | PA      | $429888.50     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F4TE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     132731 | PA      | $124253.37     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F5AD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2053007 | PA      | $1867465.91    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F5CD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4898543 | PA      | $4455835.05    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F5RX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     464500 | PA      | $437987.55     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F8KT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     162446 | PA      | $157700.51     | 0.00%             | 2046-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118771 | PA      | $112616.26     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9WA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4750111 | PA      | $4478986.62    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2716275 | PA      | $2561236.56    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140F9Y41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     127227 | PA      | $119101.20     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FBKZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158198 | PA      | $153581.82     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FBLD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     236318 | PA      | $229423.26     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4944000 | PA      | $4661808.22    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCP69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     388379 | PA      | $366210.85     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCTC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1693731 | PA      | $1597057.22    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCXJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25633 | PA      | $25540.27      | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FCY69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82031 | PA      | $81732.78      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FDET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     615289 | PA      | $559681.70     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FE2G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23308 | PA      | $21201.49      | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FE4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     969948 | PA      | $938997.60     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FE5P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     648963 | PA      | $628263.49     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FE6U3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68112 | PA      | $66571.54      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FED92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4593914 | PA      | $4331705.04    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FFDZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136998 | PA      | $137060.27     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FFEY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     126462 | PA      | $122771.85     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FFFT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1170198 | PA      | $1136054.77    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FKCB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     954763 | PA      | $900267.57     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FKDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     297832 | PA      | $270914.88     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FPDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1007017 | PA      | $974896.34     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FPFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13748 | PA      | $13699.54      | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FPGG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      64511 | PA      | $62156.12      | 0.00%             | 2032-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FPVS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1023611 | PA      | $965185.56     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FQS40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     635238 | PA      | $622371.33     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FQTZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5194903 | PA      | $4902184.88    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FQUB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     368420 | PA      | $360957.76     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FRQJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     111859 | PA      | $111452.84     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FS2U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30353 | PA      | $30242.46      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FS3Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     121267 | PA      | $120826.37     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FSGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15251 | PA      | $15231.44      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FSH22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1894060 | PA      | $1785886.24    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FT7A3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1385796 | PA      | $1260554.49    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FTMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180642 | PA      | $170331.75     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FTW72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60845 | PA      | $60623.76      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FUNM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      59503 | PA      | $59355.02      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FVBY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     716730 | PA      | $708281.01     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FVHZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      82847 | PA      | $82553.60      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FVUY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     832361 | PA      | $805811.24     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FVVS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     461672 | PA      | $460034.66     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5970330 | PA      | $5728550.64    | 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        |    5478088 | PA      | $5256243.12    | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXGJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4772299 | PA      | $4502751.75    | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6911580 | PA      | $6388445.72    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7334458 | PA      | $7191233.02    | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GN2V4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     142417 | PA      | $137874.08     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GNKS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     245822 | PA      | $244951.46     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GP5C8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     230010 | PA      | $226927.36     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GQ3F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2202896 | PA      | $2132603.85    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GRYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     220886 | PA      | $218253.80     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSN73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     312592 | PA      | $317861.63     | 0.00%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4652775 | PA      | $4504310.22    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GSTJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39753 | PA      | $37680.07      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GT5R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     506898 | PA      | $500991.59     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GT5V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1533947 | PA      | $1493067.65    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GTX47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91250 | PA      | $86275.95      | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GVKY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     419426 | PA      | $414159.35     | 0.00%             | 2032-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GVRB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158376 | PA      | $154155.18     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GVV28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25807 | PA      | $25388.42      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GWFR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     669830 | PA      | $629791.07     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GXPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9239360 | PA      | $8687075.16    | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GYGW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88460 | PA      | $83638.38      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GYJ26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10294976 | PA      | $9733811.34    | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140GYNH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     487847 | PA      | $482024.82     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H1F47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75887 | PA      | $71910.77      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H1WA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     717658 | PA      | $729601.11     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H23H9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     357243 | PA      | $349348.75     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H2EU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     227799 | PA      | $215382.17     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H2YR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     346334 | PA      | $342276.04     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H36T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1463558 | PA      | $1487914.44    | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H3JD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     260789 | PA      | $257654.07     | 0.00%             | 2032-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H3JQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     103953 | PA      | $98679.69      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H3NK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      48480 | PA      | $45951.36      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H3XW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3031229 | PA      | $2850036.78    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H4DM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78065 | PA      | $73993.83      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H5XU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      72312 | PA      | $68540.04      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H6BQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     265456 | PA      | $249588.23     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H6LY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6830232 | PA      | $6612371.65    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140H7DD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      58187 | PA      | $54665.94      | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     168502 | PA      | $168116.74     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAFL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114774 | PA      | $114444.42     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAFM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202962 | PA      | $202246.16     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HAKD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      99515 | PA      | $96607.86      | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HBLL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      66359 | PA      | $62638.19      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HD5M2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      74037 | PA      | $70307.47      | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HENF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75395 | PA      | $74880.15      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HEXQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     154375 | PA      | $153615.45     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HEZY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     512674 | PA      | $521755.58     | 0.00%             | 2048-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HFFN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1335575 | PA      | $1332914.61    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HFGJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31658 | PA      | $30872.77      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HH4K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      67182 | PA      | $64504.70      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     372096 | PA      | $378762.78     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HJJL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7593867 | PA      | $7556497.04    | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HL3Y0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     156464 | PA      | $158594.72     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HLJX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     346168 | PA      | $344394.19     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HMHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     174696 | PA      | $170349.44     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HMPA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     227574 | PA      | $231360.92     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HNZ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     202653 | PA      | $201268.30     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140HPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     226415 | PA      | $218777.43     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J52B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1896485 | PA      | $1853722.71    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J57C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3454039 | PA      | $3407757.20    | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5DM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4231145 | PA      | $4093410.19    | 0.00%             | 2032-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5EJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10115901 | PA      | $9805907.83    | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5FG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68989 | PA      | $67221.00      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4301295 | PA      | $4076881.11    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5MS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1099544 | PA      | $1070240.86    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5MT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2277365 | PA      | $2221208.88    | 0.00%             | 2032-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5NM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1880180 | PA      | $1873681.95    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5U98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     508059 | PA      | $499990.44     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5US6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6663938 | PA      | $6486344.73    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5WM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5657215 | PA      | $5348848.07    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5XT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1151611 | PA      | $1202597.64    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J5ZY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4496428 | PA      | $4248229.68    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6C21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4038692 | PA      | $3972839.11    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6C96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55202 | PA      | $53779.39      | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6E94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5734247 | PA      | $5435168.87    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J6GR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7369160 | PA      | $7120571.33    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J73P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15927259 | PA      | $15439172.11   | 0.01%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J73Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11623551 | PA      | $10645360.94   | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J74Z5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17368 | PA      | $17167.14      | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J75K7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2194189 | PA      | $2137969.08    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J75S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2444875 | PA      | $2390847.79    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J76A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     306032 | PA      | $278374.46     | 0.00%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J77C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     231860 | PA      | $218071.46     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7K53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9422752 | PA      | $9206357.74    | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7LW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8174 | PA      | $8016.57       | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7N27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     781400 | PA      | $783901.52     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7R23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4130719 | PA      | $3921314.50    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7RM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1318112 | PA      | $1276069.21    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7S30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7126647 | PA      | $6792832.35    | 0.01%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7T39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2899066 | PA      | $2805562.68    | 0.00%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7VV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      69138 | PA      | $65532.13      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7W27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20351 | PA      | $19811.20      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7WU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3452783 | PA      | $3272698.04    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7XH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7374834 | PA      | $6767906.43    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7XT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3266189 | PA      | $3191181.04    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J7YU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75422 | PA      | $74521.68      | 0.00%             | 2032-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J82S1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4935733 | PA      | $4842159.61    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3133671 | PA      | $3156514.39    | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4764426 | PA      | $4671378.59    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8C27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8768863 | PA      | $8274763.55    | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8CA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7243686 | PA      | $6695212.47    | 0.00%             | 2045-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8DM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7812843 | PA      | $6857148.41    | 0.01%             | 2047-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8EY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2655755 | PA      | $2623907.72    | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8GK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13485319 | PA      | $12266578.48   | 0.01%             | 2047-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8GN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4221573 | PA      | $4037819.11    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8GY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2281033 | PA      | $2211071.46    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8HQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     296129 | PA      | $286683.85     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8K93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3488477 | PA      | $3406425.96    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8KV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19176606 | PA      | $19834137.38   | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8KW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1675647 | PA      | $1746430.05    | 0.00%             | 2047-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8LM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9637535 | PA      | $8907805.33    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8M34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3886623 | PA      | $3796405.87    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8MD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      90425 | PA      | $88635.67      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8MG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     119781 | PA      | $114370.55     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8PJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1614958 | PA      | $1533029.22    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8RJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3098875 | PA      | $3041085.81    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8ST1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3154527 | PA      | $3117071.75    | 0.00%             | 2033-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8SW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2317318 | PA      | $2284832.68    | 0.00%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8VQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7177853 | PA      | $6634363.77    | 0.00%             | 2044-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8X57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3734459 | PA      | $3700050.06    | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J8ZC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3883072 | PA      | $3762039.08    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     246287 | PA      | $239101.19     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1657644 | PA      | $1615171.77    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J93N9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     481094 | PA      | $471968.46     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J93T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3948336 | PA      | $3843823.95    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J94R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     400466 | PA      | $407217.61     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J95Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     351274 | PA      | $342270.22     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J96V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1636543 | PA      | $1585743.49    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9D32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6170773 | PA      | $5892029.69    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9D65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3000057 | PA      | $2944752.54    | 0.00%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9EY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12826914 | PA      | $11855692.80   | 0.01%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9FE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1898692 | PA      | $1889348.46    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9G96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     871142 | PA      | $920465.71     | 0.00%             | 2041-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9KR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30659 | PA      | $28337.19      | 0.00%             | 2045-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9PC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      19136 | PA      | $18490.30      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2648217 | PA      | $2581276.79    | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9RZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193630 | PA      | $189301.57     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9SE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6626293 | PA      | $6516366.66    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9SN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21624515 | PA      | $19642405.67   | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9TF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     473914 | PA      | $461771.48     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9UR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     157424 | PA      | $162848.24     | 0.00%             | 2048-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9VA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29976 | PA      | $29232.01      | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9W56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1033363 | PA      | $1023289.31    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140J9YJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1362085 | PA      | $1355106.11    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JADM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     339860 | PA      | $309145.44     | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4394422 | PA      | $4311110.54    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAH92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     869232 | PA      | $864778.33     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAJT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29555692 | PA      | $27767368.09   | 0.02%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAKH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     652144 | PA      | $633568.84     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4205788 | PA      | $4083075.29    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JAQH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     961759 | PA      | $968770.40     | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JGLW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2960392 | PA      | $2945222.35    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JH4C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     295149 | PA      | $293132.39     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JHEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     305925 | PA      | $305315.99     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JHL92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     575512 | PA      | $558320.09     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JHMF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     431200 | PA      | $423544.75     | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JKZT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     208817 | PA      | $201772.38     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2480776 | PA      | $2410115.79    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4522048 | PA      | $4498876.46    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JM4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     493542 | PA      | $463883.57     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JM4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     695800 | PA      | $650538.70     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JMCH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     232869 | PA      | $226212.73     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JMDK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     114095 | PA      | $101569.49     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JNRB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      12754 | PA      | $12675.27      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1863472 | PA      | $1797615.39    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2863270 | PA      | $2703100.71    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JQK69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     756061 | PA      | $702400.48     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JQK77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     337975 | PA      | $328314.59     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JRT50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     230529 | PA      | $223939.71     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JRUM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1411636 | PA      | $1311446.52    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JRWN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370911 | PA      | $359400.46     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JRXL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     483396 | PA      | $475752.29     | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JU2Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     767175 | PA      | $760996.66     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JWFJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      79492 | PA      | $76112.67      | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JWVL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     313585 | PA      | $303579.58     | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JX3N6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     486096 | PA      | $474770.13     | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JXAL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     350766 | PA      | $341597.63     | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JXMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     390313 | PA      | $380294.73     | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140JXQF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84748 | PA      | $82292.06      | 0.00%             | 2034-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K06S2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5187820 | PA      | $4706330.97    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K14K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19552188 | PA      | $17618166.69   | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K1C87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4596779 | PA      | $4170145.24    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K22Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56294 | PA      | $56867.43      | 0.00%             | 2049-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140K42Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4313723 | PA      | $4174249.76    | 0.00%             | 2034-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KD6E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1207342 | PA      | $1084778.07    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KEFG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13750206 | PA      | $12358601.43   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KLLG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13118202 | PA      | $10798254.28   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KLWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     182556 | PA      | $164489.52     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KQJQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5801530 | PA      | $5028454.83    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KVZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21962271 | PA      | $18057119.45   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140KYG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9896448 | PA      | $9221499.97    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L23B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6648322 | PA      | $5463851.13    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L2MG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1780516 | PA      | $1517846.30    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L6P99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9534489 | PA      | $7868762.45    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L6RZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18250510 | PA      | $15739927.78   | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140L7XL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     560310 | PA      | $527477.70     | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140LPNE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1005864 | PA      | $857317.92     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140LVXL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     857033 | PA      | $770148.76     | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140LXDN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16671444 | PA      | $15408306.04   | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140LXF83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1493593 | PA      | $1478129.25    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M2E24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17302738 | PA      | $14335380.85   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M2RB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9308786 | PA      | $8620402.26    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M4NJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     356785 | PA      | $331700.36     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M6GR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6637870 | PA      | $6803273.12    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M6HN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9484649 | PA      | $9727431.97    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M7R60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14228810 | PA      | $11768852.32   | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140M94X2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1029228 | PA      | $851289.41     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MAFG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5147902 | PA      | $4442366.20    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MAQQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1928789 | PA      | $1643571.57    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     370615 | PA      | $366921.20     | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MCA75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30208729 | PA      | $24727756.98   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MCAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   97200281 | PA      | $79543752.50   | 0.06%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MESL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13955930 | PA      | $14419322.92   | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MGK34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   77258165 | PA      | $63240698.11   | 0.05%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MGLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31939243 | PA      | $26144292.14   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MHT41<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31914028 | PA      | $27311856.34   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MJ5R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34755302 | PA      | $29743403.42   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MMT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16002389 | PA      | $13112294.60   | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MMT73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16659253 | PA      | $14257042.65   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MNP42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39277099 | PA      | $36422862.45   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140MWUP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15753779 | PA      | $15811545.58   | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140N25Q0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     776521 | PA      | $778462.18     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140NQDM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6755396 | PA      | $6924298.77    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q73S4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     489906 | PA      | $474273.65     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q75P8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32043 | PA      | $30296.11      | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q75V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1079657 | PA      | $1015146.17    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7D53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2879823 | PA      | $2806573.59    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     981540 | PA      | $950219.69     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7EW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     185136 | PA      | $184478.99     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7HS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1141774 | PA      | $1073551.84    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7JK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2799221 | PA      | $2709900.58    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2131747 | PA      | $2063725.43    | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7NZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2879852 | PA      | $2707656.96    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3784907 | PA      | $3558596.19    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     136272 | PA      | $131923.92     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4695159 | PA      | $4684433.05    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7TF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     854501 | PA      | $827234.75     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7UL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     476093 | PA      | $458815.88     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7VR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     833629 | PA      | $830672.80     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7X28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3684324 | PA      | $3566761.67    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7XJ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4004707 | PA      | $3795835.93    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q7XS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3607270 | PA      | $3444324.06    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q82J3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     118729 | PA      | $112507.40     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8BP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4861136 | PA      | $4679057.77    | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8BV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2354790 | PA      | $2296602.02    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8C52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5300606 | PA      | $5024145.86    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8D77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7728301 | PA      | $7700885.34    | 0.01%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8DV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1202984 | PA      | $1164578.48    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8KB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19813196 | PA      | $18629334.20   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8LY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2701226 | PA      | $2564189.68    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8MU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      39112 | PA      | $38561.04      | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8VC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1614167 | PA      | $1517651.48    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2998719 | PA      | $2845553.26    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8WM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17650978 | PA      | $17055636.43   | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8WW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1971316 | PA      | $1961217.63    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q8X42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188425 | PA      | $185869.24     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2598290 | PA      | $2588040.17    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9EZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2282690 | PA      | $2205697.80    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9F65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1400174 | PA      | $1393004.94    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1659529 | PA      | $1688926.62    | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9T37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15837 | PA      | $15756.36      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9UA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1736046 | PA      | $1677491.76    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9WR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     568028 | PA      | $553931.19     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2226660 | PA      | $2215249.98    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QA2X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6394110 | PA      | $6211352.10    | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QA7F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     807923 | PA      | $792447.03     | 0.00%             | 2034-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAAQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     861428 | PA      | $864328.39     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QACR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7864181 | PA      | $7825480.73    | 0.01%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98949 | PA      | $100518.06     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1594391 | PA      | $1544913.66    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1003386 | PA      | $945885.69     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2105035 | PA      | $2144270.67    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAXR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8067648 | PA      | $7837056.55    | 0.01%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1807775 | PA      | $1838235.91    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3386068 | PA      | $3280991.11    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5428447 | PA      | $5273289.72    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8965530 | PA      | $8695719.08    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8337151 | PA      | $8123150.40    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBQX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     782513 | PA      | $769777.00     | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBR75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6393220 | PA      | $5799856.12    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2658631 | PA      | $2580807.14    | 0.00%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBW20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1105927 | PA      | $1073634.46    | 0.00%             | 2034-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QBZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3556016 | PA      | $3230070.82    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCKG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     444385 | PA      | $400504.95     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QCWN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6532017 | PA      | $5825690.20    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9205113 | PA      | $8318078.90    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15758637 | PA      | $15271041.51   | 0.01%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QDJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9118987 | PA      | $7779952.52    | 0.01%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEEH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12553690 | PA      | $11673036.11   | 0.01%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEKC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13145397 | PA      | $11491598.77   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEKL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24251955 | PA      | $21042828.86   | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEXP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20557416 | PA      | $17088490.88   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QEY30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32406509 | PA      | $28220033.64   | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QF2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8407820 | PA      | $7551688.42    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QF4K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19163621 | PA      | $16340524.00   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QF4L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16165975 | PA      | $13784477.87   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFA58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13903886 | PA      | $12118280.34   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFFE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29519852 | PA      | $25595367.38   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27159455 | PA      | $23496578.50   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFFK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19618761 | PA      | $16972865.14   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFMW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25781307 | PA      | $22296315.42   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFMX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36863153 | PA      | $31880170.80   | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QFUZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2187150 | PA      | $1799402.41    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QG3B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18403512 | PA      | $15270663.57   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12600868 | PA      | $11748199.06   | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27027512 | PA      | $22488500.14   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGLY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42925410 | PA      | $35646826.16   | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGV61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23587904 | PA      | $21965694.16   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGXK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50238595 | PA      | $42833781.62   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGXT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18035430 | PA      | $16802857.55   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49233236 | PA      | $45872764.91   | 0.03%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGYV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22607478 | PA      | $18758984.13   | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QGZ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13546083 | PA      | $11705146.18   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHEP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17772102 | PA      | $16543398.70   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHET8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18101523 | PA      | $16864434.00   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3234719 | PA      | $3033864.21    | 0.00%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHP33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15611945 | PA      | $14848549.63   | 0.01%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHPV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10473374 | PA      | $9720653.20    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6290776 | PA      | $5832992.41    | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHPY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7521043 | PA      | $6973731.13    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHQ57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14907191 | PA      | $13833733.68   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QHTQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   85850025 | PA      | $73760076.62   | 0.05%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QK4D7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34155928 | PA      | $28215475.88   | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKC48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46758562 | PA      | $38428016.88   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKEX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39810696 | PA      | $32869437.82   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKHM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31949698 | PA      | $26415239.12   | 0.02%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKHV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   74339678 | PA      | $61100899.47   | 0.05%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKNS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11052254 | PA      | $9218153.94    | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKSC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17352709 | PA      | $15009174.55   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QKXN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57164875 | PA      | $47222670.56   | 0.03%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLF84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9033736 | PA      | $8576595.47    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLFF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23533411 | PA      | $20184826.30   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLGU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32804331 | PA      | $27050352.70   | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLHK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13171832 | PA      | $11227129.98   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45097955 | PA      | $37000305.63   | 0.03%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLK62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7327563 | PA      | $6944972.51    | 0.01%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLL87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22316965 | PA      | $19241703.81   | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLN36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3823566 | PA      | $3137018.32    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLN44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3857588 | PA      | $3164931.27    | 0.00%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLPQ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35400473 | PA      | $30512425.21   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17342469 | PA      | $15647917.13   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7100378 | PA      | $6727465.58    | 0.00%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QLY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54212187 | PA      | $46724999.46   | 0.03%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QM4Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16401222 | PA      | $13975277.58   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QM5A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40354345 | PA      | $34385435.65   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QM5D2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22518520 | PA      | $19348321.72   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QM6D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32444454 | PA      | $28828476.86   | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMAE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37598101 | PA      | $30966040.75   | 0.02%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMAG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2755149 | PA      | $2387586.07    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMBZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12213386 | PA      | $10095677.91   | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39861719 | PA      | $34344113.45   | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMHQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49533790 | PA      | $40591603.36   | 0.03%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QML69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38670134 | PA      | $31848974.43   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMRT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14637849 | PA      | $12629240.87   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40586622 | PA      | $33427405.78   | 0.02%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMVC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   57481488 | PA      | $49489373.78   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31747601 | PA      | $27419495.60   | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24839988 | PA      | $21378591.51   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QMZZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47047803 | PA      | $40491797.00   | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QN3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15115835 | PA      | $14103406.63   | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QN4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24742781 | PA      | $22136060.08   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QN4J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26398510 | PA      | $23617353.70   | 0.02%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNAK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18751287 | PA      | $17364631.49   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21063542 | PA      | $18170197.77   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39184044 | PA      | $33782940.62   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNK68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11103385 | PA      | $9516497.12    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNLK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16407512 | PA      | $14753376.10   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNQJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16913260 | PA      | $13933060.72   | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNQL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5020298 | PA      | $4332993.70    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNQM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30706325 | PA      | $26316929.98   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNR61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2361577 | PA      | $2231472.92    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNS37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37773002 | PA      | $33793510.41   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNSZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32473865 | PA      | $29105873.80   | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNW65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40903717 | PA      | $36589652.32   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNWL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30949960 | PA      | $26523340.94   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNWM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23943184 | PA      | $20566150.13   | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNWY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14658586 | PA      | $13179063.71   | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QNZF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10494617 | PA      | $9916447.23    | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPA98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7584094 | PA      | $7542142.51    | 0.01%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6360392 | PA      | $5934386.05    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29333659 | PA      | $28121218.32   | 0.02%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPFK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7427274 | PA      | $6929234.84    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPH34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7324941 | PA      | $6833763.97    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPK48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18245996 | PA      | $17470402.16   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPK55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41130995 | PA      | $40467548.53   | 0.03%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPRG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8184302 | PA      | $7898344.60    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPSB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9266411 | PA      | $8645048.16    | 0.01%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPSF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1708817 | PA      | $1588121.71    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29847528 | PA      | $28609233.25   | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QPX93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53325187 | PA      | $51050193.14   | 0.04%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQ2A2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56902553 | PA      | $56018722.82   | 0.04%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQF91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10617288 | PA      | $10955929.19   | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQFP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22570554 | PA      | $22397833.55   | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQLM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32880837 | PA      | $32376483.56   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQLR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8452916 | PA      | $8529269.50    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQPZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20434676 | PA      | $20305886.30   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQU45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1635666 | PA      | $1617784.50    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QQUJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18867667 | PA      | $19056279.48   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14492552 | PA      | $14939585.77   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRFX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5385192 | PA      | $5406186.47    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRHU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16969209 | PA      | $17354717.37   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRJ87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6093597 | PA      | $6114542.17    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRKD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3778669 | PA      | $3886649.70    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12585791 | PA      | $12742731.87   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRR62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41773294 | PA      | $43025316.13   | 0.03%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRW33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37836899 | PA      | $37955981.62   | 0.03%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRWK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14928329 | PA      | $14750508.37   | 0.01%             | 2053-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QRXL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36102057 | PA      | $36689543.87   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QS3Z2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32665224 | PA      | $34015994.51   | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QS4G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16175092 | PA      | $16586239.22   | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20522690 | PA      | $20848513.67   | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSKM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6921464 | PA      | $6939976.06    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2790906 | PA      | $2870114.56    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSMY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   39858855 | PA      | $40874084.43   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSPE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4124346 | PA      | $4051810.91    | 0.00%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSPK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2109398 | PA      | $2073348.60    | 0.00%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSU33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2693967 | PA      | $2726000.63    | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSUA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25426594 | PA      | $26181339.56   | 0.02%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSVP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19332525 | PA      | $20157117.86   | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QSYU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21564905 | PA      | $21602593.01   | 0.02%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QT2S7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12187524 | PA      | $12365242.21   | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QT3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10672581 | PA      | $10959288.11   | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QT4J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19081177 | PA      | $20252859.08   | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTCN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17766076 | PA      | $18663081.85   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTCP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21304200 | PA      | $22328741.61   | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTH36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7585442 | PA      | $7844429.73    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   35386357 | PA      | $36345002.72   | 0.03%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTJ67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34857481 | PA      | $36047609.85   | 0.03%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTKW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7383034 | PA      | $7643600.26    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22951289 | PA      | $23612889.69   | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTQB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15475286 | PA      | $16363318.20   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTQC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25298624 | PA      | $26713994.74   | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16218285 | PA      | $17037143.25   | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTQF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27445176 | PA      | $28765043.29   | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12323636 | PA      | $12884216.27   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTU56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10871373 | PA      | $11365892.45   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTU72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8890257 | PA      | $9313784.19    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTUY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10782573 | PA      | $11385821.24   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTW39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4161254 | PA      | $4330836.77    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTYX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6014318 | PA      | $6017351.16    | 0.00%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QTYY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6506504 | PA      | $6597261.63    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QU4Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20353727 | PA      | $20625145.59   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QU7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11624400 | PA      | $11887396.80   | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QU7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40710442 | PA      | $41520346.20   | 0.03%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUH82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5861028 | PA      | $6165618.90    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUHJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15343123 | PA      | $15694819.68   | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUHU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13421869 | PA      | $13772547.83   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUJM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2355986 | PA      | $2441348.58    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUM86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32071356 | PA      | $32567930.17   | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QUYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8632110 | PA      | $9041278.12    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QV2R4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   67372971 | PA      | $67447433.51   | 0.05%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVA95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29601711 | PA      | $30864421.19   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVAK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26492114 | PA      | $27440773.95   | 0.02%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVAL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3227491 | PA      | $3320020.50    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13694768 | PA      | $14179144.52   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVG32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22792538 | PA      | $23403588.05   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18359520 | PA      | $18938537.49   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVK60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6310495 | PA      | $6369062.06    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVQ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50171075 | PA      | $50226525.80   | 0.04%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVRB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30132160 | PA      | $30981200.18   | 0.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVRD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   37843967 | PA      | $38820371.38   | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVV84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26325712 | PA      | $25788429.88   | 0.02%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVVA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6888501 | PA      | $6759336.60    | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140QVZC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25077968 | PA      | $25148047.64   | 0.02%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W02R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8877970 | PA      | $7274573.22    | 0.01%             | 2052-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0AW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7125145 | PA      | $7312034.30    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0CZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6220348 | PA      | $5614345.07    | 0.00%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0DP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9168589 | PA      | $8620533.93    | 0.01%             | 2051-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0HY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12778295 | PA      | $10479404.16   | 0.01%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0KS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2881885 | PA      | $2836926.57    | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0KW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2346427 | PA      | $2349004.01    | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0M93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9075398 | PA      | $9136436.74    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0MV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10154082 | PA      | $8782370.89    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0MW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28043378 | PA      | $24043067.28   | 0.02%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0PV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9012880 | PA      | $8356944.59    | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0R80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13742220 | PA      | $14328417.31   | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W0ZE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36094574 | PA      | $35337988.67   | 0.03%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W12L6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13211794 | PA      | $12644568.41   | 0.01%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1AB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23768022 | PA      | $19492014.14   | 0.01%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1AM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1834176 | PA      | $1850792.45    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1GF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6723531 | PA      | $6052962.86    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1GH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8270540 | PA      | $7376122.18    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1HY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13664237 | PA      | $14008460.58   | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1J87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17798935 | PA      | $14615437.57   | 0.01%             | 2053-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1KL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27472963 | PA      | $28279375.64   | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1YT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20869468 | PA      | $17879561.08   | 0.01%             | 2054-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W1YV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11519070 | PA      | $9958180.92    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2HG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4196133 | PA      | $4341327.65    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2J44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7640058 | PA      | $6847208.75    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2J77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3636306 | PA      | $3573340.20    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2PU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32900146 | PA      | $33736419.91   | 0.02%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2PV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23108586 | PA      | $23722242.61   | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2RB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27714242 | PA      | $28165096.60   | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2SF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7181569 | PA      | $7372168.22    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W2ZW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15815518 | PA      | $14251113.23   | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3A58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4596533 | PA      | $4805546.85    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3CF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55284195 | PA      | $57257619.33   | 0.04%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3CZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11991961 | PA      | $12168438.76   | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3DQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28705773 | PA      | $29454824.49   | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3HK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9926216 | PA      | $10319436.39   | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3L80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14485910 | PA      | $14849542.73   | 0.01%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140W3MM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20931042 | PA      | $21239070.75   | 0.02%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X3CP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3221065 | PA      | $2913636.26    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X42R6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     269864 | PA      | $260412.01     | 0.00%             | 2034-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X45A0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2672331 | PA      | $2450251.14    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4DF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1495470 | PA      | $1406077.95    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3167907 | PA      | $3151675.62    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4FT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123749 | PA      | $122658.90     | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4312801 | PA      | $4556989.93    | 0.00%             | 2049-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4GR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      22109 | PA      | $21403.51      | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4H90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     426699 | PA      | $414286.39     | 0.00%             | 2032-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4HG4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9683555 | PA      | $8950340.93    | 0.01%             | 2044-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4JF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122355 | PA      | $118820.94     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4N28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     622143 | PA      | $546040.04     | 0.00%             | 2047-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4QW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13233513 | PA      | $12119834.77   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4W44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     506612 | PA      | $476328.86     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4Z33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7975883 | PA      | $7784757.43    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X4Z66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     268802 | PA      | $267898.21     | 0.00%             | 2032-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5CH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2125168 | PA      | $2083664.38    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5DK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2650442 | PA      | $2569988.90    | 0.00%             | 2034-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5EH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1622399 | PA      | $1580829.22    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5EJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     554389 | PA      | $536706.00     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     195052 | PA      | $194369.98     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5MU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33770333 | PA      | $32424624.27   | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5NT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     241218 | PA      | $233523.66     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5S38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5181169 | PA      | $5154620.17    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5VE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2516918 | PA      | $2471145.63    | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X5VJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     125488 | PA      | $113075.12     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6CQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2365458 | PA      | $2141446.64    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6F55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10859920 | PA      | $9785701.87    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6GA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2080060 | PA      | $1961334.81    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6GZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17197612 | PA      | $15643371.09   | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X6QT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     151873 | PA      | $133295.12     | 0.00%             | 2047-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X75T2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2025663 | PA      | $1963942.93    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7FP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4538779 | PA      | $4279716.58    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7JD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8965521 | PA      | $8679552.53    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7KB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     327464 | PA      | $295655.47     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25190739 | PA      | $24340964.54   | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7KT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8376831 | PA      | $8080864.92    | 0.01%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   42949468 | PA      | $40382152.00   | 0.03%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33615561 | PA      | $29293698.91   | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7VZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53462204 | PA      | $46016176.81   | 0.03%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X7Y29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7006612 | PA      | $6065247.42    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X83K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6290645 | PA      | $5173217.62    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8FV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6531919 | PA      | $6108952.54    | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8FY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29092274 | PA      | $25031386.15   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8H26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2499365 | PA      | $2423507.73    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13972210 | PA      | $12017547.17   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8MH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   58223629 | PA      | $50560251.25   | 0.04%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8NS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2199801 | PA      | $2051010.44    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8RR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16169758 | PA      | $13459835.65   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33679953 | PA      | $27997115.70   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11446096 | PA      | $9514789.50    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8TY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   99202898 | PA      | $88504337.07   | 0.07%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8W78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7298357 | PA      | $6557458.10    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8WL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40719920 | PA      | $33806125.63   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X8WQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13433139 | PA      | $11186532.63   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X95T8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188697 | PA      | $186422.95     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X97D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3558771 | PA      | $3191987.97    | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9BK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4217982 | PA      | $3801484.94    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9CL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19481514 | PA      | $18549971.27   | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9CS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7532584 | PA      | $6765574.55    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9ED3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15791681 | PA      | $14267353.29   | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9FM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8931346 | PA      | $8322865.20    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9R64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20916590 | PA      | $19520511.59   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9V69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16297937 | PA      | $15748148.78   | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9VZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   76958947 | PA      | $62681907.56   | 0.05%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9WP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4770827 | PA      | $3921704.28    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9Z81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     200372 | PA      | $190494.48     | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140X9ZZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9873090 | PA      | $8870814.87    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20140721 | PA      | $19461301.74   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XA4B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1074664 | PA      | $1021605.88    | 0.00%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7717988 | PA      | $6927318.09    | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAEK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2451717 | PA      | $2032594.03    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAH88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49406568 | PA      | $40960482.93   | 0.03%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAJP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55219073 | PA      | $47080171.91   | 0.03%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XAL26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40844374 | PA      | $33862001.67   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XASY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   69174508 | PA      | $57349081.00   | 0.04%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XB3R9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23766621 | PA      | $20492321.57   | 0.02%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XB3V0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   74599645 | PA      | $64642743.07   | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2990348 | PA      | $2688116.76    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBB58<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14566572 | PA      | $13820402.29   | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBJE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6602007 | PA      | $6368747.56    | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9534249 | PA      | $8957360.97    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XBSH4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34300779 | PA      | $28413109.12   | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XC3K2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13821508 | PA      | $12392719.63   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XC3V8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20904511 | PA      | $19545080.26   | 0.01%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCB64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6645673 | PA      | $5771425.02    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCGN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17219639 | PA      | $16638758.50   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCLX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25617740 | PA      | $22126263.54   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCPY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9807677 | PA      | $9103365.03    | 0.01%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCSU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   62297864 | PA      | $48448565.85   | 0.04%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCUG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34909458 | PA      | $31018753.17   | 0.02%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XCXY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12993174 | PA      | $11198700.19   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XD3Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   49010218 | PA      | $42285028.18   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XD3V6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15801784 | PA      | $14643702.04   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XD6A9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48288352 | PA      | $41753509.50   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDCS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4357596 | PA      | $3607266.92    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDCT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11087764 | PA      | $9172815.00    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDCU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6286789 | PA      | $5201007.73    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDDB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33826490 | PA      | $27961233.05   | 0.02%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDFV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4406356 | PA      | $3633849.56    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDGD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26779765 | PA      | $23121623.34   | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDGG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22754709 | PA      | $19696467.14   | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDLB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19712234 | PA      | $18276571.14   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDQC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   62051625 | PA      | $51270699.22   | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDRM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22283814 | PA      | $19232925.05   | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14974804 | PA      | $12919958.74   | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDS98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54726923 | PA      | $47217286.73   | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46960049 | PA      | $38801152.19   | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDX35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22220531 | PA      | $19220318.06   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDX84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2644217 | PA      | $2449663.53    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XDXA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11808710 | PA      | $10062970.47   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XF5J6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14983558 | PA      | $13405447.32   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10721624 | PA      | $9931871.54    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFFW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14863886 | PA      | $13754774.12   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFPM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5817515 | PA      | $5386062.55    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XFZV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1877341 | PA      | $1738241.00    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XG3S6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13701136 | PA      | $12663048.21   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGG94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8340501 | PA      | $7725390.34    | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGGD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23763880 | PA      | $19521793.13   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGH77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15048415 | PA      | $14216083.66   | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGHA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5711806 | PA      | $5290534.05    | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGHS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1682263 | PA      | $1596673.19    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGKE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31444506 | PA      | $25820376.55   | 0.02%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51836369 | PA      | $44458117.98   | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGPU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1439291 | PA      | $1182363.56    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGTV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16887276 | PA      | $16317606.83   | 0.01%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGX46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7563398 | PA      | $6191120.09    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XGZN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3342521 | PA      | $2863647.85    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XH4Z7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23872542 | PA      | $20481986.18   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XH7C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12212468 | PA      | $11691451.63   | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHHM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15019488 | PA      | $13881512.99   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHHP5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5365376 | PA      | $4832779.05    | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  212791098 | PA      | $174285916.81  | 0.13%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1959107 | PA      | $1877828.40    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8244769 | PA      | $6410933.35    | 0.00%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHLX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33228798 | PA      | $31000627.94   | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHNN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4959447 | PA      | $4247384.50    | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHPZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27747937 | PA      | $23748689.00   | 0.02%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHX36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9997701 | PA      | $9014447.92    | 0.01%             | 2037-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHY50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12941812 | PA      | $10595436.04   | 0.01%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHYQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     677907 | PA      | $670888.72     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XHZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3779255 | PA      | $3822594.38    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJ6A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28412293 | PA      | $27688520.35   | 0.02%             | 2038-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7482624 | PA      | $7009792.00    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJBB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11934831 | PA      | $10221264.14   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJH48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3378249 | PA      | $3205304.81    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJJS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21923357 | PA      | $21648173.07   | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJKB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4072919 | PA      | $3764328.18    | 0.00%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJLW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21484764 | PA      | $19317029.52   | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJNB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38800131 | PA      | $34873320.80   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJNY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8554634 | PA      | $8614365.93    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJVV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     893878 | PA      | $847017.35     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6247054 | PA      | $6449698.74    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4816164 | PA      | $4950734.83    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XJYN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20362984 | PA      | $20566545.52   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XK5T3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2258459 | PA      | $2370727.62    | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKDQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14651051 | PA      | $15149358.35   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKG46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1254926 | PA      | $1290694.47    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15705421 | PA      | $15983610.22   | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKGQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12016083 | PA      | $10279679.32   | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKGZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1125405 | PA      | $1052312.80    | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKL81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13179828 | PA      | $11854113.63   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKPV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10867526 | PA      | $10901664.84   | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XKQY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12219961 | PA      | $12506692.53   | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XL2F4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7972299 | PA      | $8291252.13    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XL3R7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5133154 | PA      | $5323567.63    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XL7G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6004668 | PA      | $6307842.69    | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLAR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6452678 | PA      | $5793631.62    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   58748187 | PA      | $48394559.73   | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLFE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   77781069 | PA      | $63656296.61   | 0.05%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLJ74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30336043 | PA      | $26027492.82   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17693547 | PA      | $15875450.48   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLNV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5732947 | PA      | $4913381.16    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   94749221 | PA      | $88587633.50   | 0.07%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6090054 | PA      | $6329200.08    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLTT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7398539 | PA      | $7459006.72    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLVK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4771123 | PA      | $4948106.25    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLVL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10025224 | PA      | $10383741.55   | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLYL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8778455 | PA      | $8843678.26    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XLZY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2935592 | PA      | $2824915.79    | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XM7G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4219121 | PA      | $4391062.28    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMA22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15417786 | PA      | $15205048.74   | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMB54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6654967 | PA      | $6797018.13    | 0.01%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMBK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8744322 | PA      | $9010743.32    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XME51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5471867 | PA      | $5073807.01    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMEY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4094096 | PA      | $3961921.69    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMGV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5737389 | PA      | $5479315.75    | 0.00%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMNZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11848316 | PA      | $10140644.49   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMRG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8915150 | PA      | $9137356.28    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMS49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   65935667 | PA      | $53716775.21   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMSS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   27153110 | PA      | $23321867.88   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMXT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16222558 | PA      | $16655723.47   | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XMY42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11011616 | PA      | $9424536.19    | 0.01%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XN6J8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8087109 | PA      | $8454976.87    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNAH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9314876 | PA      | $9136782.46    | 0.01%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2358777 | PA      | $2426772.26    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNAQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24684136 | PA      | $25930432.55   | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNAR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4148205 | PA      | $4342375.43    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNCS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   75693758 | PA      | $64537033.37   | 0.05%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNCX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17560526 | PA      | $18276167.86   | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNHF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   24662836 | PA      | $25817260.97   | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3593801 | PA      | $3753490.93    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12288152 | PA      | $11394365.72   | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNKU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32125903 | PA      | $26312625.78   | 0.02%             | 2052-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNUV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33432130 | PA      | $27429159.80   | 0.02%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XNVD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2200513 | PA      | $2189240.18    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XP2M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21712297 | PA      | $17772889.38   | 0.01%             | 2053-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPD89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   54422945 | PA      | $52377942.85   | 0.04%             | 2038-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11499800 | PA      | $11527892.08   | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4268406 | PA      | $3997906.08    | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPHL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4299573 | PA      | $4373253.98    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPHM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1401128 | PA      | $1424477.72    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPK40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20548744 | PA      | $19134648.15   | 0.01%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPNN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7683219 | PA      | $8008226.83    | 0.01%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPSB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18173077 | PA      | $18823839.27   | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPTH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4832528 | PA      | $4622057.61    | 0.00%             | 2053-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPU98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17905554 | PA      | $17449429.97   | 0.01%             | 2038-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XPVG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5721195 | PA      | $5349143.21    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQAL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6813836 | PA      | $7054837.94    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQJE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6764231 | PA      | $6272754.94    | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQLA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1146451 | PA      | $1105945.17    | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQQF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3054959 | PA      | $3144104.22    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQSR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7461417 | PA      | $7839093.63    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQT80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4419087 | PA      | $4599297.66    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQUE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3442648 | PA      | $3318050.46    | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQYJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3547679 | PA      | $3428003.25    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQYN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8995095 | PA      | $8168838.13    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6488448 | PA      | $5822629.53    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XQZ34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7900781 | PA      | $7385034.01    | 0.01%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XR5E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8293676 | PA      | $8575359.16    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XREJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3653730 | PA      | $3589611.36    | 0.00%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XREL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3229461 | PA      | $3115359.27    | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XRFC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2285250 | PA      | $2165447.02    | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XRFF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10567755 | PA      | $9793774.83    | 0.01%             | 2037-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XRKH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10679646 | PA      | $10837730.08   | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XRLD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5961696 | PA      | $6110542.66    | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XRPU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   64061832 | PA      | $65069094.27   | 0.05%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XRPX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47653450 | PA      | $44194201.14   | 0.03%             | 2053-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XRS97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12532941 | PA      | $12874652.55   | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XTCE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15507481 | PA      | $13952439.01   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140XTDJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4491710 | PA      | $3852371.60    | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y66Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30171152 | PA      | $30970357.23   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y6EA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7571596 | PA      | $7797150.03    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y6M23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33677689 | PA      | $34335449.54   | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y6ZQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14213990 | PA      | $14828056.21   | 0.01%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 3140Y7E95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   18898336 | PA      | $19762168.28   | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410F6B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     441748 | PA      | $482686.13     | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410G4T7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     128592 | PA      | $134387.77     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GCE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29839 | PA      | $31924.78      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     319531 | PA      | $343179.27     | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GKP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1095694 | PA      | $1176785.46    | 0.00%             | 2037-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GRK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      51633 | PA      | $55242.24      | 0.00%             | 2037-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410GW90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      41611 | PA      | $44519.29      | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     105193 | PA      | $111493.73     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KHE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     231170 | PA      | $245016.74     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410KW75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25127 | PA      | $25785.87      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LPE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4020678 | PA      | $4129903.52    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4320742 | PA      | $3930253.44    | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31410LUK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2196882 | PA      | $2171074.71    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31411HWP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29802 | PA      | $31885.07      | 0.00%             | 2036-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31413DKC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     683898 | PA      | $724959.91     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31413YRZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       8645 | PA      | $9285.28       | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31415AVN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      13916 | PA      | $14977.65      | 0.00%             | 2038-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BK72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3516946 | PA      | $3672654.47    | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BMN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     131224 | PA      | $135723.20     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BRW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     331641 | PA      | $353899.72     | 0.00%             | 2037-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416BSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     269607 | PA      | $281757.36     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416W7B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     188557 | PA      | $182007.86     | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416WT44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2168088 | PA      | $2183892.42    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416WUD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6648 | PA      | $6828.89       | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31416X5D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      80690 | PA      | $81136.30      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417A6N4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     934845 | PA      | $933498.20     | 0.00%             | 2032-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417AQE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     870325 | PA      | $857205.55     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417BXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1407485 | PA      | $1343887.76    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417C3K9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56529 | PA      | $52560.55      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417CNF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52796 | PA      | $50750.63      | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417CSN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     177033 | PA      | $164577.98     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DBF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     276339 | PA      | $272431.45     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DGB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2695577 | PA      | $2506183.19    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DRG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1773852 | PA      | $1693724.02    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DRY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62107 | PA      | $59701.20      | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417DUL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100248 | PA      | $99162.89      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417ECR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3133888 | PA      | $2913782.12    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417EFC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8076733 | PA      | $7508867.33    | 0.01%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417ENG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3298199 | PA      | $3066553.09    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417EZA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     193899 | PA      | $180266.38     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417F3E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38334 | PA      | $35431.05      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417FSB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     107143 | PA      | $99042.26      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417FZP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5294375 | PA      | $4895788.86    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     600769 | PA      | $556610.49     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GMM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      97856 | PA      | $93642.37      | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GNV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     333451 | PA      | $323910.32     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417GTQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9232 | PA      | $8533.77       | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417VPC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      60245 | PA      | $61896.24      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417VQ30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1379 | PA      | $1416.38       | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417Y5E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     619064 | PA      | $624523.40     | 0.00%             | 2031-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417Y6Q5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     691025 | PA      | $689979.98     | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31417YWB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149154 | PA      | $148904.21     | 0.00%             | 2031-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418A3W6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15197 | PA      | $14913.97      | 0.00%             | 2028-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ABT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     520980 | PA      | $514657.11     | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ACN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     581352 | PA      | $574220.83     | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AMX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2008270 | PA      | $1917553.43    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418AT24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      11264 | PA      | $11079.38      | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BUC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55226 | PA      | $53776.85      | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BUQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     241960 | PA      | $235610.07     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BWF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101742 | PA      | $96009.16      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418BYN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3474 | PA      | $3182.10       | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C2E3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     976480 | PA      | $991861.74     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C2W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      42735 | PA      | $41515.87      | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C2X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     394767 | PA      | $388783.69     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4112862 | PA      | $3974120.41    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C4F8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19555281 | PA      | $18895610.71   | 0.01%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C7A6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     122153 | PA      | $120251.58     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418C7F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3281266 | PA      | $3264452.83    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7970126 | PA      | $7249822.97    | 0.01%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CCM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5338699 | PA      | $5173442.68    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CDL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8088640 | PA      | $7357626.38    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CDN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32367 | PA      | $31422.50      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2200173 | PA      | $2130153.82    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36676207 | PA      | $33361581.15   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CEG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     516479 | PA      | $486999.96     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CG65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     100547 | PA      | $91460.13      | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CGD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   53779698 | PA      | $48919338.19   | 0.04%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CGR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52703 | PA      | $51165.26      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5984979 | PA      | $5381701.46    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   36892736 | PA      | $34687462.58   | 0.03%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CND2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5078082 | PA      | $4774741.55    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      38750 | PA      | $37810.14      | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CPK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      45182 | PA      | $44076.13      | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CQB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     263930 | PA      | $255511.62     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CR97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7998527 | PA      | $7743402.30    | 0.01%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CS47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8394017 | PA      | $7892262.24    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1686816 | PA      | $1584751.51    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CU93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2883936 | PA      | $2873706.61    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28275566 | PA      | $26585386.09   | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CUB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10933957 | PA      | $10585201.83   | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4467144 | PA      | $4196851.07    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CVS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1481627 | PA      | $1506605.26    | 0.00%             | 2048-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CWJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     159964 | PA      | $162142.56     | 0.00%             | 2048-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CWU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3542940 | PA      | $3524785.27    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2743203 | PA      | $2738033.04    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     646543 | PA      | $657302.56     | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2669206 | PA      | $2507700.07    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2102982 | PA      | $2080240.44    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CXX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     475453 | PA      | $474572.46     | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CYM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      23209 | PA      | $22426.48      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     836043 | PA      | $834510.67     | 0.00%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZ64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1267706 | PA      | $1228849.64    | 0.00%             | 2038-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418CZE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     722303 | PA      | $699838.33     | 0.00%             | 2038-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  103684764 | PA      | $85103636.19   | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  114209631 | PA      | $97953335.71   | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D2R2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2699553 | PA      | $2502253.80    | 0.00%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   52940736 | PA      | $43434861.01   | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47669841 | PA      | $40869870.00   | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48446391 | PA      | $45891711.63   | 0.03%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   16297233 | PA      | $13376620.26   | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D3Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32945974 | PA      | $28236112.09   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  393256653 | PA      | $322370198.70  | 0.24%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13992720 | PA      | $11988024.76   | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D5B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10090264 | PA      | $9107244.34    | 0.01%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D5C2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22439935 | PA      | $20789523.01   | 0.02%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6A5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   79880050 | PA      | $62103502.73   | 0.05%             | 2051-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  235896519 | PA      | $193292675.51  | 0.14%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6C1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23029918 | PA      | $19723352.56   | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D6G2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2566859 | PA      | $2377676.00    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D7E6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  229588555 | PA      | $188043824.06  | 0.14%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418D7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70346634 | PA      | $60224678.21   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DA85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1497380 | PA      | $1522450.89    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DAS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      55439 | PA      | $55154.50      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DBA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       9796 | PA      | $9625.64       | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5152755 | PA      | $5120995.17    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      20057 | PA      | $20301.56      | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DDN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     194759 | PA      | $197758.28     | 0.00%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DEM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3686137 | PA      | $3619341.51    | 0.00%             | 2034-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DFQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     618043 | PA      | $556908.43     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15690684 | PA      | $14929258.17   | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DHL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8418124 | PA      | $7585438.32    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DJT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2889856 | PA      | $2787753.00    | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DNH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4366955 | PA      | $3929050.21    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   48886875 | PA      | $40322359.27   | 0.03%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26504933 | PA      | $21870769.89   | 0.02%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DPD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68880614 | PA      | $59372571.01   | 0.04%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQ70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   51249527 | PA      | $42253212.43   | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DQA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23764670 | PA      | $21366901.15   | 0.02%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6084838 | PA      | $5467130.28    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   17462583 | PA      | $16627578.59   | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29730408 | PA      | $24480423.52   | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DUF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   78325207 | PA      | $60938460.97   | 0.05%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DV66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21961234 | PA      | $17084542.92   | 0.01%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32941876 | PA      | $27101798.73   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34310112 | PA      | $29499614.26   | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     482003 | PA      | $432474.50     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DVX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3614050 | PA      | $3366455.54    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DWR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2038714 | PA      | $1675859.03    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DX80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     244010 | PA      | $220576.83     | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  112566080 | PA      | $92550499.17   | 0.07%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   45541967 | PA      | $37428171.75   | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   56715382 | PA      | $46591126.84   | 0.03%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DYY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15879503 | PA      | $13629099.01   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9787480 | PA      | $9073663.40    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   29093160 | PA      | $23889589.64   | 0.02%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6130092 | PA      | $5267499.50    | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418DZX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38869219 | PA      | $34847582.82   | 0.03%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E2C3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46071497 | PA      | $46098637.91   | 0.03%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E3E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   30211471 | PA      | $30621242.35   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E3F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10780126 | PA      | $11146257.91   | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   55554506 | PA      | $56303786.87   | 0.04%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418E6X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   31654394 | PA      | $30154944.02   | 0.02%             | 2054-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15770760 | PA      | $12911490.09   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  178209240 | PA      | $152512047.05  | 0.11%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EAR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2966958 | PA      | $2675850.03    | 0.00%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EB82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  175439445 | PA      | $143189187.64  | 0.11%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  100004680 | PA      | $90169430.35   | 0.07%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2946088 | PA      | $2727593.02    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   26209231 | PA      | $21465082.37   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47949691 | PA      | $41076815.57   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40764446 | PA      | $36360715.82   | 0.03%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   72682865 | PA      | $65467957.22   | 0.05%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19077560 | PA      | $17632119.28   | 0.01%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22980087 | PA      | $21709052.73   | 0.02%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   21803819 | PA      | $17847805.41   | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   81876436 | PA      | $70069421.00   | 0.05%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19311708 | PA      | $17394719.96   | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   58696744 | PA      | $54249493.36   | 0.04%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ECV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4750388 | PA      | $4487642.67    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   14597773 | PA      | $11949200.88   | 0.01%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11726457 | PA      | $10034530.50   | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   41334496 | PA      | $36832782.35   | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   50404317 | PA      | $46788113.59   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EDH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34487102 | PA      | $32579611.79   | 0.02%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  163438074 | PA      | $145725059.65  | 0.11%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EE63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4317652 | PA      | $4248031.36    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12312004 | PA      | $11631023.81   | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   23374049 | PA      | $22374145.09   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EHC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4975650 | PA      | $4930258.22    | 0.00%             | 2037-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38004548 | PA      | $37379974.85   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EHV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10228702 | PA      | $8752083.16    | 0.01%             | 2052-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7221489 | PA      | $7155608.17    | 0.01%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   33839667 | PA      | $33294357.28   | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4339894 | PA      | $4355336.13    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1882636 | PA      | $1935224.17    | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EMT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19128015 | PA      | $19472351.50   | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20211892 | PA      | $20271110.19   | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   40373556 | PA      | $40474803.92   | 0.03%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1452884 | PA      | $1435265.72    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ES43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   46263403 | PA      | $46402143.99   | 0.03%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ES76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2945192 | PA      | $2909476.76    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ESM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5929696 | PA      | $5857788.46    | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ET59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4055877 | PA      | $4062882.27    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418ET75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   28922148 | PA      | $29643019.21   | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9164194 | PA      | $9184087.89    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   19879771 | PA      | $20178625.22   | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EYL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13835198 | PA      | $13847814.96   | 0.01%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418EYV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1986600 | PA      | $1962508.65    | 0.00%             | 2038-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6729983 | PA      | $6818703.84    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   12213544 | PA      | $12492540.00   | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FCD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2514793 | PA      | $2395668.88    | 0.00%             | 2054-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FDA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68056863 | PA      | $67948860.63   | 0.05%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FDB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   34177466 | PA      | $34622821.03   | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FE29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8378101 | PA      | $8364805.91    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FE60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   52678125 | PA      | $51987705.37   | 0.04%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   38639818 | PA      | $37829882.29   | 0.03%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FEF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   25475284 | PA      | $25141395.02   | 0.02%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418FHV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15772872 | PA      | $15025719.84   | 0.01%             | 2055-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418M4Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1514662 | PA      | $1586998.84    | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418MP22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     109654 | PA      | $116222.44     | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418PGR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     985027 | PA      | $1011786.14    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418RGE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     158114 | PA      | $162409.21     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418SYS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        984 | PA      | $1011.16       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418TCR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      65024 | PA      | $66790.06      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418TUV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1438 | PA      | $1477.12       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418UCL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10185 | PA      | $10461.34      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418V5T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1678 | PA      | $1723.30       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418VWV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        684 | PA      | $702.45        | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418VWW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7038 | PA      | $7229.28       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418WG20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        862 | PA      | $885.74        | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418X4Q8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      17028 | PA      | $17491.91      | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31418XDU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     691509 | PA      | $710320.11     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419BBF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     204743 | PA      | $196034.10     | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419HEL2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      30163 | PA      | $30982.07      | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419LZM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1154560 | PA      | $1162976.19    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                       | Fannie Mae Pool                                                                 | CUSIP: 31419LZY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      16286 | PA      | $16034.08      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427M3T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     264404 | PA      | $274568.03     | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427M5E7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12082558 | PA      | $12572773.26   | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MG21<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4778921 | PA      | $4982773.33    | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3747985 | PA      | $3840306.90    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MMD0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    9690737 | PA      | $9714907.04    | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MNR8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11981668 | PA      | $12451455.12   | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   25990457 | PA      | $23170653.55   | 0.02%             | 2053-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MPK1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5073066 | PA      | $5277949.59    | 0.00%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MSV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4864416 | PA      | $5071749.57    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MTB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30027559 | PA      | $30928941.47   | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MVV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20036352 | PA      | $20569895.23   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MVX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6766363 | PA      | $6474813.13    | 0.00%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MXB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3624619 | PA      | $3796427.99    | 0.00%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427MYU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10656954 | PA      | $10870870.07   | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NG29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   34612538 | PA      | $35481400.20   | 0.03%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NG86<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   32227988 | PA      | $32752271.52   | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NHP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17435465 | PA      | $17841994.55   | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NHQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   22338243 | PA      | $22867379.71   | 0.02%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NHU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17523937 | PA      | $18038374.12   | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NJ91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   42028871 | PA      | $42944530.29   | 0.03%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NM63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17959732 | PA      | $18251900.69   | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NTK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5033393 | PA      | $5159614.00    | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NW47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   27671725 | PA      | $28173242.79   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NWC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5470428 | PA      | $5591764.91    | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NWH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4844473 | PA      | $4635733.24    | 0.00%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427NYL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   33423400 | PA      | $34517933.61   | 0.03%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427P4T8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28643333 | PA      | $29390755.52   | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PDF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   20590816 | PA      | $21136247.08   | 0.02%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PFY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28497342 | PA      | $29869728.05   | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PG24<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   29483183 | PA      | $30317080.22   | 0.02%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PXR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   28897905 | PA      | $30232693.42   | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427PXS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17010401 | PA      | $17730492.29   | 0.01%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 31427QKM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21048303 | PA      | $21338465.43   | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    5467000 | PA      | $4678098.29    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $1826789.13    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3116000 | PA      | $2682360.68    | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    4989000 | PA      | $4805043.90    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3956395.53    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3071000 | PA      | $2813710.67    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3109053.39    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDD5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68952.64      | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      90000 | PA      | $86680.46      | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDG8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     180000 | PA      | $180492.02     | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1090735.77    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     935000 | PA      | $939483.59     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     800000 | PA      | $740617.40     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     925000 | PA      | $696713.83     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDN3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     210000 | PA      | $170490.36     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1609000 | PA      | $1403590.04    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1208909.59    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     530000 | PA      | $435335.86     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     365000 | PA      | $282382.14     | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     675000 | PA      | $593934.15     | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2201699.01    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQ5B4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4665722 | PA      | $4815075.10    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQ5U2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5002459 | PA      | $5216794.25    | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQAH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   11120763 | PA      | $11637020.39   | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQB92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4806698 | PA      | $4849819.26    | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQK43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2023720 | PA      | $2081311.90    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5817760 | PA      | $6016394.46    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQSR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2453711 | PA      | $2553707.13    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQSS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    6808715 | PA      | $7086683.19    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQSU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7559659 | PA      | $7817766.63    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQYD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17210060 | PA      | $18078992.49   | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GQYP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1973625 | PA      | $2054056.20    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GR6Y1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   15186461 | PA      | $15596338.08   | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRBG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2625636 | PA      | $2694472.34    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRCS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   21147935 | PA      | $21478630.64   | 0.02%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRDM9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10785425 | PA      | $11171641.78   | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GREX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8189858 | PA      | $8407852.49    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRF96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4985090 | PA      | $5183437.19    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRFH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   36106532 | PA      | $36668361.57   | 0.03%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GRTC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4501984 | PA      | $4681109.16    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GS4J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   30790425 | PA      | $31879465.11   | 0.02%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GS5R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3022458 | PA      | $3038998.65    | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GSN79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   39993617 | PA      | $41167546.99   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GSRY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16250752 | PA      | $16923935.41   | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GT4R4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   24312203 | PA      | $24956209.93   | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GT6M3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   18860169 | PA      | $19880958.71   | 0.01%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GTBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   12889319 | PA      | $13104820.87   | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GTE44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8683245 | PA      | $8744930.04    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GTGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   16941610 | PA      | $17331180.27   | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GTHC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   17403218 | PA      | $17865073.57   | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GUPT4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    7111771 | PA      | $7365632.44    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GUPV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4514799 | PA      | $4649293.03    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142GUSU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5172959 | PA      | $5342118.08    | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                      | Freddie Mac Pool                                                                | CUSIP: 3142J6A60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   13035031 | PA      | $13343797.94   | 0.01%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                            | Federal Express Corp 2020-1 Pass Through Trusts                                 | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5622256 | PA      | $4919343.54    | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     390000 | PA      | $395414.51     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                         | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2916915.25    | 0.00%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    2027000 | PA      | $1723495.95    | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3107164.89    | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    4269000 | PA      | $4037745.28    | 0.00%             | 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        |     390000 | PA      | $348550.66     | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $2898452.95    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3967465.37    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    2802000 | PA      | $2816202.36    | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3351917.01    | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    3534000 | PA      | $3158613.71    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $2239947.16    | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    5257000 | PA      | $6511310.42    | 0.00%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    4675000 | PA      | $4663773.13    | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    4294000 | PA      | $4204649.12    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1933753.07    | 0.00%             | 2028-04-25      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2481000 | PA      | $2429314.10    | 0.00%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    5385000 | PA      | $5456844.46    | 0.00%             | 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        |    5155000 | PA      | $5366987.11    | 0.00%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2739785.93    | 0.00%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    5690000 | PA      | $5979839.72    | 0.00%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                              | Fifth Third Bancorp                                                             | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3773634.03    | 0.00%             | 2030-09-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK                                                                 | Fifth Third Bank NA                                                             | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    3411000 | PA      | $3344563.48    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                                                              | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2962515.86    | 0.00%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2546004.96    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    2557000 | PA      | $2241241.21    | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                                                         | First American Financial Corp                                                   | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1954826.61    | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     250000 | PA      | $253632.69     | 0.00%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     205000 | PA      | $209040.80     | 0.00%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                         | First Citizens BancShares Inc/NC                                                | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9983.03       | 0.00%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                                                              | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |    1380000 | PA      | $1417834.67    | 0.00%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | First National Master Note Trust                                                | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5103976.90    | 0.00%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                               | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    1636000 | PA      | $1695909.27    | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1757033.72    | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1707241.98    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1787571.11    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5277000 | PA      | $5256385.19    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   13945000 | PA      | $13489386.03   | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   10050000 | PA      | $8014364.36    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $4139993.53    | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    5609000 | PA      | $5160154.25    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4699000 | PA      | $4807314.16    | 0.00%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3065744.99    | 0.00%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $3993533.22    | 0.00%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4981973.64    | 0.00%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4946122.87    | 0.00%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3237669.60    | 0.00%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $3034771.80    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $3099626.22    | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4311633.74    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2001715.37    | 0.00%             | 2031-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2955987.47    | 0.00%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4492034.27    | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3300461.30    | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $3844034.84    | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $1953462.66    | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1642690.64    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1                                                                     | FIVE 2023-V1 Mortgage Trust                                                     | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     475000 | PA      | $487104.25     | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    3556000 | PA      | $3607883.46    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    3169000 | PA      | $3218171.69    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    2640000 | PA      | $2727249.36    | 0.00%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    4040000 | PA      | $4125726.13    | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                         | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    1250000 | PA      | $1256372.83    | 0.00%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2212832.32    | 0.00%             | 2034-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081ET0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1804000 | PA      | $1850310.94    | 0.00%             | 2035-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1769270.19    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2533000 | PA      | $2771306.72    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1979435.46    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2418000 | PA      | $2568090.41    | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2079000 | PA      | $2093965.33    | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2933000 | PA      | $2575108.83    | 0.00%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $2778653.20    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2236000 | PA      | $1866577.54    | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2333463.27    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3867000 | PA      | $3022479.33    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4752000 | PA      | $3870013.17    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2421000 | PA      | $2013518.46    | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2186144.92    | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $2668149.24    | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    5202000 | PA      | $3391648.23    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    6193000 | PA      | $5615043.54    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    5640000 | PA      | $5786023.66    | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3868927.60    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3535000 | PA      | $3463139.35    | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3305619.77    | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3759911.31    | 0.00%             | 2030-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3220360.87    | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4221000 | PA      | $4388403.21    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4957599.61    | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $3940053.85    | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GX9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1510205.37    | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3669102.83    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1500922.98    | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1821000 | PA      | $2041400.98    | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $5221158.84    | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2036000 | PA      | $2133949.42    | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2121000 | PA      | $1763222.08    | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    3250000 | PA      | $3142748.90    | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: —       |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    5902000 | PA      | $5447968.11    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADMIN FIN CORP REVENUE                                        | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    4980000 | PA      | $5300833.71    | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: —       |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2525948.20    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50455.26      | 0.00%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FLOWERS FOODS INC                                                                | Flowers Foods Inc                                                               | CUSIP: 343498AE1<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     770000 | PA      | $743334.45     | 0.00%             | 2055-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    2668000 | PA      | $2550155.40    | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                                            | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2172255.86    | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     900000 | PA      | $796698.04     | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     675000 | PA      | $499920.17     | 0.00%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2040000 | PA      | $1636865.60    | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSPRTN CORRIDOR AGY CA TOLL ROAD REVENUE                      | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1025000 | PA      | $788434.83     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                         | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2004625.06    | 0.00%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                         | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJU9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    3750000 | PA      | $3761629.31    | 0.00%             | 2030-09-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                                     | Ford Credit Auto Lease Trust 2024-A                                             | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4640000 | PA      | $4668012.98    | 0.00%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                         | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    5100000 | PA      | $5174241.11    | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $1705683.04    | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                             | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    3167000 | PA      | $1864398.71    | 0.00%             | 2070-06-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: —       |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust 2024-C                                             | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6014548.20    | 0.00%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                                     | Ford Credit Auto Lease Trust 2025-B                                             | CUSIP: 34533MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5026145.75    | 0.00%             | 2028-12-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                                     | Ford Credit Auto Lease Trust 2025-B                                             | CUSIP: 34533MAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1257255.01    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust 2024-A                                             | CUSIP: 34535EAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1480000 | PA      | $1510808.27    | 0.00%             | 2029-11-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust 2025-A                                             | CUSIP: 34535KAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4250000 | PA      | $4292665.24    | 0.00%             | 2029-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                                     | Ford Credit Auto Owner Trust 2024-D                                             | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2037424.68    | 0.00%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    3545000 | PA      | $3816799.44    | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370BY5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     672000 | PA      | $712394.54     | 0.00%             | 2028-10-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    5020000 | PA      | $5559018.84    | 0.00%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    9085000 | PA      | $7314796.47    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2094314.44    | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    5940000 | PA      | $5010141.95    | 0.00%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $2241662.13    | 0.00%             | 2030-04-22      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   11765000 | PA      | $10347057.38   | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $7962753.25    | 0.01%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2502467.35    | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5097531.95    | 0.00%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7593043.52    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3500685.76    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4302288.88    | 0.00%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3498214.68    | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $5497056.36    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8990000 | PA      | $9382846.55    | 0.01%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5410000 | PA      | $5805847.48    | 0.00%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6565000 | PA      | $6840364.46    | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $4025896.39    | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    6170000 | PA      | $6463387.57    | 0.00%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5605000 | PA      | $6036600.64    | 0.00%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    8620000 | PA      | $8725106.50    | 0.01%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4980915.13    | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5580000 | PA      | $5690441.87    | 0.00%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $7652741.24    | 0.01%             | 2034-03-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $5699276.11    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3102984.92    | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3810306.20    | 0.00%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3407971.18    | 0.00%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    4670000 | PA      | $4861088.23    | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3383977.87    | 0.00%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $3071419.09    | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3378729.64    | 0.00%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199131.81     | 0.00%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3181000 | PA      | $3123590.23    | 0.00%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                         | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   10535000 | PA      | $10517961.32   | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                     | Fortinet Inc                                                                    | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    3699000 | PA      | $3321178.37    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2099462.13    | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    3977000 | PA      | $3830635.03    | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2164460.19    | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2917000 | PA      | $2387245.85    | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    2584000 | PA      | $2742020.23    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   10747000 | PA      | $10906135.02   | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    6246000 | PA      | $6330278.84    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    6603000 | PA      | $6436580.89    | 0.00%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    4173000 | PA      | $4064686.95    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    6360000 | PA      | $7047727.28    | 0.01%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   13175000 | PA      | $15954069.81   | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    4219000 | PA      | $4184111.78    | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FRANCISCAN HEALTH SYS                                                            | Franciscan Missionaries of Our Lady Health System Inc                           | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |     205000 | PA      | $160241.76     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: —       |
| FRANKLIN BSP CAPITAL CO                                                          | Franklin BSP Capital Corp                                                       | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |     250000 | PA      | $258094.04     | 0.00%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                                                          | Franklin BSP Capital Corp                                                       | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1013592.70    | 0.00%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    4637000 | PA      | $4101913.43    | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1178208.32    | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FRED HUTCH CNCR CTR                                                              | Fred Hutchinson Cancer Center                                                   | CUSIP: 35561RAA5<br>LEI: 549300ESFMVM81MJ8C69 | Long             | DBT              | CORP              | US        |     667000 | PA      | $615253.68     | 0.00%             | 2052-01-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    8075000 | PA      | $7852956.48    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3596000 | PA      | $3736186.25    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3688000 | PA      | $3692972.83    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3245000 | PA      | $3296430.82    | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3287000 | PA      | $3278171.15    | 0.00%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    2811000 | PA      | $2797825.80    | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3151000 | PA      | $3145812.89    | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    3726000 | PA      | $3744971.15    | 0.00%             | 2030-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1147000 | PA      | $1092890.75    | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2642000 | PA      | $2629070.95    | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1842000 | PA      | $1814645.97    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1293000 | PA      | $1305131.64    | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1957000 | PA      | $1984494.13    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2129614.16    | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1891000 | PA      | $1662923.71    | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1151012.08    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1843000 | PA      | $1722167.45    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2631273.04    | 0.00%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2472462.23    | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2632000 | PA      | $2818755.43    | 0.00%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2345424.27    | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1110577.43    | 0.00%             | 2027-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2852168.30    | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2242332.74    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL INTL FUNDING                                                          | GE Capital International Funding Co Unlimited Co                                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    4979000 | PA      | $4917737.54    | 0.00%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                           | GE Capital Funding LLC                                                          | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    3132000 | PA      | $3182811.41    | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176EZG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2523 | PA      | $2469.18       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176MXA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       9080 | PA      | $8886.62       | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176PPS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      64250 | PA      | $62881.14      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176PR65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1171511 | PA      | $1109922.01    | 0.00%             | 2041-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176SB82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      41176 | PA      | $38995.77      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176W2M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     256926 | PA      | $251428.80     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176X7M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     146440 | PA      | $143319.39     | 0.00%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176XCE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     249452 | PA      | $244113.85     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176XFG9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1336369 | PA      | $1306633.33    | 0.00%             | 2042-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176XKK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     424520 | PA      | $415112.90     | 0.00%             | 2042-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36176XKP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      77001 | PA      | $72936.03      | 0.00%             | 2042-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36177JNB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       7301 | PA      | $7138.76       | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36177QXK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      60074 | PA      | $58785.10      | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178DVE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     327423 | PA      | $310140.25     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178GHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      18827 | PA      | $18545.13      | 0.00%             | 2028-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178HYX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     314241 | PA      | $297653.72     | 0.00%             | 2043-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178LZ97<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     199399 | PA      | $188846.02     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36178MB91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     549905 | PA      | $538336.20     | 0.00%             | 2042-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178MSR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      39389 | PA      | $37304.53      | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178NLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113174 | PA      | $107184.24     | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178UBR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40108 | PA      | $37984.08      | 0.00%             | 2042-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36178W7C7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      85466 | PA      | $80956.64      | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36178XCG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     461807 | PA      | $437008.53     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36178YCG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6143099 | PA      | $5820302.50    | 0.00%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36179HVF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     485919 | PA      | $460210.41     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36179JU54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      71218 | PA      | $67447.61      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179M5M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     209053 | PA      | $198022.72     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MK66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3775341 | PA      | $3508827.04    | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MK74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6736105 | PA      | $6382148.04    | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MNH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8009634 | PA      | $7588757.54    | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MQP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15346110 | PA      | $14539729.08   | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MSX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18702469 | PA      | $17719723.62   | 0.01%             | 2042-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179MVS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6607825 | PA      | $6260608.22    | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179N2J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1390054 | PA      | $1316708.36    | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179N5V6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     835068 | PA      | $791006.30     | 0.00%             | 2044-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NBB3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66086 | PA      | $62598.61      | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NLD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     104263 | PA      | $98761.37      | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NM96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4368916 | PA      | $4058104.42    | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NNA2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51182 | PA      | $48481.22      | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     139723 | PA      | $132350.26     | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NQ50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2709680 | PA      | $2650412.43    | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179NX52<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4286353 | PA      | $4060185.38    | 0.00%             | 2044-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Q6N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3632217 | PA      | $3331565.15    | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QJS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23348 | PA      | $22093.25      | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QL41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11103882 | PA      | $10313933.18   | 0.01%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QL58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4389885 | PA      | $4153878.78    | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QL66<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     193001 | PA      | $187758.96     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QPG0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8194448 | PA      | $7753904.00    | 0.01%             | 2044-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QRZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3612949 | PA      | $3514811.87    | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     767660 | PA      | $726390.08     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QWF4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     241928 | PA      | $235356.79     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179QYT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5722907 | PA      | $5567457.90    | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R4E6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16828670 | PA      | $15800248.19   | 0.01%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R4F3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8291944 | PA      | $8058394.22    | 0.01%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5405328 | PA      | $4942929.45    | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179R7J2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7450399 | PA      | $6995095.23    | 0.01%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RBX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7905855 | PA      | $7424041.07    | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RD55<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2518506 | PA      | $2225327.17    | 0.00%             | 2045-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14982127 | PA      | $13742001.33   | 0.01%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RD71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      25053 | PA      | $23525.94      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RF87<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4930826 | PA      | $4522683.31    | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RF95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4450684 | PA      | $4179441.68    | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RJD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9912652 | PA      | $9092145.59    | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RLP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     141347 | PA      | $132732.41     | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RNX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3755367 | PA      | $3649594.27    | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1126617 | PA      | $1057956.38    | 0.00%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQ36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     444972 | PA      | $432438.66     | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RQZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3394412 | PA      | $3113444.12    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RS83<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2168174 | PA      | $1988706.14    | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RS91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8268107 | PA      | $7764215.74    | 0.01%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RTB5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2489802 | PA      | $2491788.17    | 0.00%             | 2045-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RVA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3978249 | PA      | $3648954.63    | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RVB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4585778 | PA      | $4306302.80    | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179RXE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1695763 | PA      | $1648000.58    | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2N6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     198430 | PA      | $181344.12     | 0.00%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2P1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8623655 | PA      | $8097253.96    | 0.01%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2Q9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13485589 | PA      | $13041454.50   | 0.01%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S2R7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     420294 | PA      | $419700.60     | 0.00%             | 2047-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179S5N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     410030 | PA      | $409451.16     | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SB71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8918273 | PA      | $8155359.59    | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SEG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10613168 | PA      | $9705264.76    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SEH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32763310 | PA      | $30761101.46   | 0.02%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SGK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14907541 | PA      | $13632275.29   | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SGM3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1790948 | PA      | $1735255.95    | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26243738 | PA      | $23998717.31   | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SJV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3076017 | PA      | $3079752.27    | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19619390 | PA      | $17941049.89   | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     409822 | PA      | $397078.13     | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     474766 | PA      | $476493.01     | 0.00%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SM38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40323 | PA      | $39031.71      | 0.00%             | 2031-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SNX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2292525 | PA      | $2295309.02    | 0.00%             | 2046-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     341272 | PA      | $301656.71     | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5322704 | PA      | $4867373.02    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     336970 | PA      | $316377.09     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2157828 | PA      | $2090726.99    | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     851693 | PA      | $852727.17     | 0.00%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10635244 | PA      | $9400677.69    | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30732973 | PA      | $28103921.42   | 0.02%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9585740 | PA      | $8999942.50    | 0.01%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     352019 | PA      | $352446.34     | 0.00%             | 2046-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4958559 | PA      | $4382956.57    | 0.00%             | 2047-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1617360 | PA      | $1479002.64    | 0.00%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2262134 | PA      | $2123891.66    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SWW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9883967 | PA      | $9051088.63    | 0.01%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38472742 | PA      | $36121622.59   | 0.03%             | 2047-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SWZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     369582 | PA      | $369918.73     | 0.00%             | 2047-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SYR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9020665 | PA      | $8248991.90    | 0.01%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179SYS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14346565 | PA      | $13470827.86   | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T4Q5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5728358 | PA      | $5696985.81    | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7J8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3343659 | PA      | $3134192.11    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14877836 | PA      | $14378528.19   | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179T7L3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9214536 | PA      | $9164070.26    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4340703 | PA      | $3974231.41    | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAK1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2817551 | PA      | $2645563.68    | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAL9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5436644 | PA      | $5257593.23    | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TAM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     953591 | PA      | $952244.44     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     274580 | PA      | $257819.61     | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23641526 | PA      | $22862915.13   | 0.02%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TCZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2140089 | PA      | $2137067.20    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TE27<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1156127 | PA      | $1118050.85    | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TEZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7098558 | PA      | $6674513.26    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     255114 | PA      | $233147.46     | 0.00%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26842167 | PA      | $25203679.58   | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TJW6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5267135 | PA      | $4813602.72    | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TJX4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5967200 | PA      | $5602952.34    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TJZ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     665535 | PA      | $663016.28     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      95735 | PA      | $87555.42      | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLS2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16055882 | PA      | $15075805.92   | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14285471 | PA      | $13814993.03   | 0.01%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TNQ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2287227 | PA      | $2090283.05    | 0.00%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TNR2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     104533 | PA      | $98152.39      | 0.00%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TQP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7745928 | PA      | $7273104.26    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TQQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     114574 | PA      | $110801.09     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TR64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1207365 | PA      | $1081535.66    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TSF3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3036089 | PA      | $2774663.93    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TSG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2538846 | PA      | $2383870.67    | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TT96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14442 | PA      | $13198.89      | 0.00%             | 2048-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16630955 | PA      | $16083230.42   | 0.01%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TUD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     861413 | PA      | $874422.71     | 0.00%             | 2048-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6719468 | PA      | $6493958.98    | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1593941 | PA      | $1587908.46    | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2974571 | PA      | $3019496.56    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TV93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     181735 | PA      | $188727.79     | 0.00%             | 2048-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   17912526 | PA      | $16819117.27   | 0.01%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8426600 | PA      | $8143798.69    | 0.01%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4040014 | PA      | $4024724.83    | 0.00%             | 2048-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3192082 | PA      | $3236132.04    | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179TZ65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4436070 | PA      | $4411774.80    | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U4B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11643204 | PA      | $10567688.10   | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U4C3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5609895 | PA      | $5242368.53    | 0.00%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179U6U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     129981 | PA      | $117893.81     | 0.00%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UCA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1580159 | PA      | $1483703.47    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UCB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5348980 | PA      | $5169465.45    | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UCC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     464150 | PA      | $461607.66     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UD90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     452866 | PA      | $437667.28     | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     478568 | PA      | $475946.76     | 0.00%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UEB4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      65507 | PA      | $66414.89      | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2710548 | PA      | $2540743.29    | 0.00%             | 2048-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10787020 | PA      | $10425001.84   | 0.01%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     133435 | PA      | $132704.30     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UGE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1137634 | PA      | $1153394.80    | 0.00%             | 2048-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2372206 | PA      | $2359213.87    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2117512 | PA      | $2146848.23    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1677681 | PA      | $1575272.36    | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UKZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3587137 | PA      | $3636833.39    | 0.00%             | 2049-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UML3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5558448 | PA      | $5371904.06    | 0.00%             | 2049-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     473248 | PA      | $470656.18     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UPA4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     224855 | PA      | $217308.54     | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1983228 | PA      | $1972366.08    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8326447 | PA      | $8441801.65    | 0.01%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179USU7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     962307 | PA      | $927098.52     | 0.00%             | 2049-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179USV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     192811 | PA      | $191754.99     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     966838 | PA      | $980232.59     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     544169 | PA      | $508518.07     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     969341 | PA      | $933875.51     | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6286710 | PA      | $6252279.30    | 0.00%             | 2049-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UUM2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7327955 | PA      | $7429475.86    | 0.01%             | 2049-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UV74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7156076 | PA      | $6491748.68    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UWA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4651741 | PA      | $4626264.32    | 0.00%             | 2049-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UXV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1852200 | PA      | $1842055.54    | 0.00%             | 2049-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21896327 | PA      | $19853448.95   | 0.01%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4416780 | PA      | $4127419.31    | 0.00%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V4U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26405962 | PA      | $22030675.56   | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   67013460 | PA      | $58305122.92   | 0.04%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V7D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  187348723 | PA      | $156278612.38  | 0.12%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V7E4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  112396368 | PA      | $97704989.22   | 0.07%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179V7F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1463788 | PA      | $1324371.14    | 0.00%             | 2051-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VBF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   69292757 | PA      | $62803799.45   | 0.05%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDN7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   36918896 | PA      | $33457325.76   | 0.02%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22266270 | PA      | $20807518.82   | 0.02%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   55692018 | PA      | $53654398.71   | 0.04%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VFP0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45917354 | PA      | $41606752.29   | 0.03%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VFR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22212365 | PA      | $21399675.25   | 0.02%             | 2050-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VHT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6203357 | PA      | $5796950.13    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VN22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12845451 | PA      | $11183150.43   | 0.01%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4412697 | PA      | $3683591.75    | 0.00%             | 2050-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23833854 | PA      | $21577632.32   | 0.02%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VQV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4055063 | PA      | $3920593.83    | 0.00%             | 2050-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   63792255 | PA      | $53246994.50   | 0.04%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VSJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4991085 | PA      | $4667151.87    | 0.00%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VTV2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9902314 | PA      | $8264632.84    | 0.01%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   43524729 | PA      | $36323082.83   | 0.03%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VXX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   35422103 | PA      | $29558385.13   | 0.02%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179VZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   64096216 | PA      | $53480872.71   | 0.04%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39277783 | PA      | $32746030.28   | 0.02%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   77843471 | PA      | $67625311.59   | 0.05%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W2W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1502301 | PA      | $1399743.74    | 0.00%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W5B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22669571 | PA      | $19693838.92   | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W5C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   44574566 | PA      | $40244375.00   | 0.03%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W5D6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28489333 | PA      | $26501123.76   | 0.02%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W7H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31071872 | PA      | $25904732.62   | 0.02%             | 2052-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179W7K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   47032135 | PA      | $42463203.56   | 0.03%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WBZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8748987 | PA      | $7914684.74    | 0.01%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3553504 | PA      | $3088694.17    | 0.00%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WFF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2573736 | PA      | $2146751.72    | 0.00%             | 2051-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WFG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  232163450 | PA      | $201784950.96  | 0.15%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WG28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5854495 | PA      | $4883115.78    | 0.00%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WG36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7088129 | PA      | $6160321.07    | 0.00%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     555485 | PA      | $501902.28     | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  198285371 | PA      | $172321408.29  | 0.13%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  104828596 | PA      | $87431254.40   | 0.06%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  188459230 | PA      | $163773181.54  | 0.12%             | 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        |   61025025 | PA      | $55129023.02   | 0.04%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WNE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3834418 | PA      | $3331974.62    | 0.00%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WNF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   20037208 | PA      | $18099742.26   | 0.01%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WP85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3775658 | PA      | $2994520.14    | 0.00%             | 2051-10-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WP93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   74112216 | PA      | $61809626.23   | 0.05%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3484501 | PA      | $3027747.19    | 0.00%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   22997311 | PA      | $20771846.14   | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WQC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2083400 | PA      | $1940880.22    | 0.00%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28516824 | PA      | $24777470.84   | 0.02%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39329932 | PA      | $35520908.96   | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WRZ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   58102276 | PA      | $48456176.86   | 0.04%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WTX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  192332694 | PA      | $160397946.96  | 0.12%             | 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        |   81072158 | PA      | $70441330.58   | 0.05%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   47047899 | PA      | $42487771.91   | 0.03%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  111555412 | PA      | $93030642.81   | 0.07%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   36825639 | PA      | $31995059.06   | 0.02%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WVW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8141981 | PA      | $7585010.87    | 0.01%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  103254353 | PA      | $86083530.02   | 0.06%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2931145 | PA      | $2546518.27    | 0.00%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   44441312 | PA      | $40126960.20   | 0.03%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15166858 | PA      | $14129335.61   | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  166239153 | PA      | $138594187.04  | 0.10%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WY93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  157439296 | PA      | $136772954.72  | 0.10%             | 2052-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179WZA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8852794 | PA      | $7992790.27    | 0.01%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X2G0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   21275124 | PA      | $19881305.94   | 0.01%             | 2053-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33167417 | PA      | $32638922.04   | 0.02%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X2K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   67496505 | PA      | $67795998.06   | 0.05%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8543884 | PA      | $8675688.18    | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X2N5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8530377 | PA      | $8807544.19    | 0.01%             | 2053-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X5D4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19859827 | PA      | $18570875.85   | 0.01%             | 2053-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X5F9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   54459504 | PA      | $53538992.98   | 0.04%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X5G7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7303218 | PA      | $7325704.68    | 0.01%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179X5H5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29875220 | PA      | $30332458.07   | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XBQ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7250520 | PA      | $6298776.98    | 0.00%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XBR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32077952 | PA      | $28997115.66   | 0.02%             | 2052-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   37610573 | PA      | $34980001.13   | 0.03%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XBT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7422626 | PA      | $7106765.47    | 0.01%             | 2052-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3838903 | PA      | $3783984.81    | 0.00%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XBV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3896273 | PA      | $3916632.78    | 0.00%             | 2052-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14192126 | PA      | $12329190.40   | 0.01%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10722111 | PA      | $9680512.41    | 0.01%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XDC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6949972 | PA      | $6464411.79    | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   84787629 | PA      | $83504453.89   | 0.06%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XFD3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26703568 | PA      | $23198311.67   | 0.02%             | 2052-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XFE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14462329 | PA      | $13057388.11   | 0.01%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XFG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   69000429 | PA      | $66064199.55   | 0.05%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XFH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14038274 | PA      | $13836072.28   | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4932498 | PA      | $4963481.99    | 0.00%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   12388372 | PA      | $11519029.74   | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33801200 | PA      | $32392822.94   | 0.02%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2081949 | PA      | $1879833.76    | 0.00%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4244290 | PA      | $4264274.65    | 0.00%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XNA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6152639 | PA      | $5345010.24    | 0.00%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9073070 | PA      | $8438478.03    | 0.01%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14564887 | PA      | $13945096.32   | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XNE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9927122 | PA      | $9772287.83    | 0.01%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XNF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   34297326 | PA      | $34458814.18   | 0.03%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   58748339 | PA      | $59722613.92   | 0.04%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XQT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   32773029 | PA      | $30478274.96   | 0.02%             | 2053-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XQW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   40681169 | PA      | $40867459.55   | 0.03%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XQX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18317476 | PA      | $18618901.85   | 0.01%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XTC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6405760 | PA      | $6434266.24    | 0.00%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XTE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7546484 | PA      | $7763473.31    | 0.01%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XVQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8268305 | PA      | $7916457.11    | 0.01%             | 2053-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XVT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30752602 | PA      | $31238245.72   | 0.02%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XVV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9969109 | PA      | $10293023.41   | 0.01%             | 2053-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XX43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   64709747 | PA      | $63646027.08   | 0.05%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XX50<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   26328744 | PA      | $26439480.30   | 0.02%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   90976987 | PA      | $92391537.11   | 0.07%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6679865 | PA      | $6755882.72    | 0.00%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   64819123 | PA      | $66082493.20   | 0.05%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45594669 | PA      | $46930813.75   | 0.03%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5L4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   79506435 | PA      | $80462980.48   | 0.06%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179Y5M2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  202134397 | PA      | $206074137.45  | 0.15%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YAN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38275563 | PA      | $35791386.23   | 0.03%             | 2053-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YAR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   77830505 | PA      | $78186058.01   | 0.06%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YAS3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   23570514 | PA      | $23928388.40   | 0.02%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YFL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  118651125 | PA      | $120496655.72  | 0.09%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YFM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18966931 | PA      | $19439041.69   | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YHL1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2192734 | PA      | $1905103.81    | 0.00%             | 2053-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YHP2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6209242 | PA      | $5957029.03    | 0.00%             | 2053-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   38236827 | PA      | $38803414.95   | 0.03%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YHT4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29228411 | PA      | $29955943.34   | 0.02%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YKR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18021198 | PA      | $18067812.35   | 0.01%             | 2053-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YRJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4185239 | PA      | $4289415.35    | 0.00%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YSY1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3968600 | PA      | $3448205.67    | 0.00%             | 2054-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   29456459 | PA      | $28863423.20   | 0.02%             | 2054-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YU69<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   24964960 | PA      | $25246932.54   | 0.02%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YW42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     529183 | PA      | $529317.98     | 0.00%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YW59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1693233 | PA      | $1712906.24    | 0.00%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YYX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39239918 | PA      | $40004731.42   | 0.03%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36179YYY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13867931 | PA      | $14274328.53   | 0.01%             | 2054-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617A1GG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4370392 | PA      | $4103434.23    | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617A1GL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7192033 | PA      | $6752720.09    | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617A8LE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     222214 | PA      | $206200.11     | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617AUG95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     338997 | PA      | $344134.05     | 0.00%             | 2047-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617AUQE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     245826 | PA      | $249551.75     | 0.00%             | 2047-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617AUQF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     185912 | PA      | $188729.33     | 0.00%             | 2048-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617AUS68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     463001 | PA      | $470017.60     | 0.00%             | 2048-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617AUS92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     134782 | PA      | $136824.85     | 0.00%             | 2048-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617B5CZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6205492 | PA      | $5825833.67    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617B6X80<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      95277 | PA      | $88234.09      | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617BKN98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7588547 | PA      | $6850060.16    | 0.01%             | 2049-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617BKPT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2185284 | PA      | $2109864.08    | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617BKXM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34083 | PA      | $32952.48      | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617BLDY2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      40219 | PA      | $37213.41      | 0.00%             | 2047-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617BLJ59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15732 | PA      | $14755.92      | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617BMXL6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       5095 | PA      | $4778.95       | 0.00%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617G1GR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      23905 | PA      | $22179.38      | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617G1HB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      83759 | PA      | $78635.94      | 0.00%             | 2048-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617G7NH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21488 | PA      | $20747.43      | 0.00%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617G7NX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      12199 | PA      | $11778.60      | 0.00%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617GFX93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     230652 | PA      | $216140.42     | 0.00%             | 2048-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617GSWR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1070712 | PA      | $1033341.54    | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617HP7D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1876390 | PA      | $1810957.84    | 0.00%             | 2048-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617HS5R5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     136123 | PA      | $135327.89     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617J3E56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     514345 | PA      | $506533.88     | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617J5CC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     278101 | PA      | $276396.33     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617JF4X9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     124161 | PA      | $123513.40     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617JF4Y7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     453754 | PA      | $450973.72     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617JGUK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      64232 | PA      | $63857.28      | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617K56X7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     276820 | PA      | $275123.89     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3617KDEX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     562820 | PA      | $541706.53     | 0.00%             | 2049-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617KDFF9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     407740 | PA      | $391787.38     | 0.00%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   14146360 | PA      | $12130184.29   | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   15928694 | PA      | $13658496.34   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   16048633 | PA      | $13761341.20   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   30446559 | PA      | $30431135.68   | 0.02%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AAG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  119512736 | PA      | $121842122.57  | 0.09%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AB85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   93067796 | PA      | $91163098.90   | 0.07%             | 2054-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180AB93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   49603492 | PA      | $49568922.05   | 0.04%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   63412749 | PA      | $64093709.61   | 0.05%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180C5Q8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     126291 | PA      | $119609.48     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180DQF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      35539 | PA      | $33626.83      | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180DVC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     114691 | PA      | $108520.73     | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180EKN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      57428 | PA      | $54125.47      | 0.00%             | 2044-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180HG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15787 | PA      | $14936.55      | 0.00%             | 2043-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180HHT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       6274 | PA      | $5937.28       | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180HHZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      20316 | PA      | $19225.48      | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180MXM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     127043 | PA      | $117752.80     | 0.00%             | 2043-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180MXS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     200726 | PA      | $189926.20     | 0.00%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36180MYW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     111086 | PA      | $105208.85     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180XDF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21051 | PA      | $19513.01      | 0.00%             | 2043-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36180XDT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      14284 | PA      | $13530.13      | 0.00%             | 2043-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36181CEE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      16552 | PA      | $16082.15      | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36181GFU8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      53985 | PA      | $50039.39      | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36181LT57<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10739 | PA      | $10456.37      | 0.00%             | 2043-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36181MNY8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      94394 | PA      | $89309.43      | 0.00%             | 2044-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36182Q3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8512 | PA      | $8271.01       | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36182R4W1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19582 | PA      | $18452.06      | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36182SBE1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99239 | PA      | $96421.52      | 0.00%             | 2044-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36182WMT7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8789 | PA      | $8540.51       | 0.00%             | 2044-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36182XKB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      97730 | PA      | $92462.33      | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36183E4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       1842 | PA      | $1748.30       | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36183FLQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1131964 | PA      | $1070950.64    | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36183HRG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      91022 | PA      | $88062.62      | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36183VZ72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      30076 | PA      | $28346.14      | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36183W6J6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     108388 | PA      | $102545.42     | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36183X2S8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8469 | PA      | $7871.32       | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              |  | US        |    3149000 | PA      | $3235241.13    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | 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        |    4590000 | PA      | $4676447.69    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              |  | US        |    4048000 | PA      | $3922927.89    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              |  | US        |    3992000 | PA      | $3826272.28    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    3725000 | PA      | $3369030.02    | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |    1900000 | PA      | $2059190.21    | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | 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        |    3630000 | PA      | $3678176.53    | 0.00%             | 2034-09-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              |  | US        |    2715000 | PA      | $2702265.86    | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |    2275000 | PA      | $2284684.15    | 0.00%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                                                          | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |    1615000 | PA      | $1613275.94    | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36184BZL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      19121 | PA      | $18021.03      | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36184CR56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      59595 | PA      | $55971.04      | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36184Q2L7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      72438 | PA      | $67218.07      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36184Q2N3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2867758 | PA      | $2661095.65    | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36184Q2R4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      53797 | PA      | $50510.56      | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    9194000 | PA      | $10470366.98   | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36186PHS6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113759 | PA      | $106810.17     | 0.00%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36186PML5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      31592 | PA      | $29666.14      | 0.00%             | 2045-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   51981788 | PA      | $50911336.31   | 0.04%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  113202868 | PA      | $113124292.77  | 0.08%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5A41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   62031835 | PA      | $62692216.18   | 0.05%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  183328600 | PA      | $183144858.91  | 0.14%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5C64<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   33266674 | PA      | $33617742.38   | 0.02%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5EV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   48328611 | PA      | $48834149.56   | 0.04%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   45188658 | PA      | $45658884.56   | 0.03%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5JF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.00          | 0.00%             | 2055-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5KX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   60526353 | PA      | $61672081.57   | 0.05%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5PH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2969338 | PA      | $2967131.09    | 0.00%             | 2055-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5553787 | PA      | $5611578.70    | 0.00%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5PL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  103835089 | PA      | $107139615.57  | 0.08%             | 2055-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8736631 | PA      | $8920111.57    | 0.01%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5RH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   36488494 | PA      | $37631679.09   | 0.03%             | 2055-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5TN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1984200 | PA      | $2004847.77    | 0.00%             | 2055-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5TQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   71084440 | PA      | $73388935.40   | 0.05%             | 2055-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   39646297 | PA      | $40545686.92   | 0.03%             | 2055-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3618N5VT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   66848380 | PA      | $69035413.05   | 0.05%             | 2055-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36192SUX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       2917 | PA      | $2912.03       | 0.00%             | 2046-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36194N6A2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     197136 | PA      | $185061.38     | 0.00%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36194XPK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      43308 | PA      | $40654.84      | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36195HHF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      17594 | PA      | $17045.30      | 0.00%             | 2046-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36196GWH1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      34547 | PA      | $32430.14      | 0.00%             | 2047-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36196H4W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     507732 | PA      | $515426.19     | 0.00%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36196H4X5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     158681 | PA      | $161085.40     | 0.00%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36196JGU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     264233 | PA      | $268236.93     | 0.00%             | 2047-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36196JJD9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      99947 | PA      | $101461.99     | 0.00%             | 2047-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36197EFP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4109301 | PA      | $3857889.60    | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36198K5N7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      51942 | PA      | $50467.35      | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36198K6A4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      27899 | PA      | $27107.34      | 0.00%             | 2044-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36198RMH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     135067 | PA      | $127282.39     | 0.00%             | 2044-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36198RPK6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      11654 | PA      | $11025.15      | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36198SXQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     126354 | PA      | $119543.82     | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202E3G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     765483 | PA      | $801475.50     | 0.00%             | 2039-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202ET25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     510970 | PA      | $534706.55     | 0.00%             | 2038-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202EW62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     848206 | PA      | $913095.62     | 0.00%             | 2038-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202EWE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     578684 | PA      | $612139.59     | 0.00%             | 2038-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202F2M7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1092255 | PA      | $1069374.80    | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FCN4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     582129 | PA      | $586082.81     | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FDW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     157130 | PA      | $158196.88     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3231565 | PA      | $3316518.85    | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FJQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     968298 | PA      | $974891.78     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FJR8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1234919 | PA      | $1267383.22    | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FKM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1708449 | PA      | $1672572.63    | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FL95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      47602 | PA      | $45164.38      | 0.00%             | 2040-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2370854 | PA      | $2386999.28    | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FM60<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33894 | PA      | $32158.30      | 0.00%             | 2040-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FPF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     559503 | PA      | $547753.21     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FTT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      66892 | PA      | $63465.98      | 0.00%             | 2041-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FUF1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2099773 | PA      | $2114042.14    | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   10811540 | PA      | $10885008.62   | 0.01%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FXB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     746072 | PA      | $730443.98     | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1439649 | PA      | $1449432.03    | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FZY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2507336 | PA      | $2454813.85    | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36202FZZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     293503 | PA      | $295497.41     | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36204DXR5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      62518 | PA      | $61186.31      | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36209SD65<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     113974 | PA      | $111531.80     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A7ZL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     781179 | PA      | $786576.37     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620A9EJ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13627 | PA      | $13335.45      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620AGH24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     519849 | PA      | $508772.35     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620ARHE4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     942621 | PA      | $949133.81     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620AS2P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     143990 | PA      | $140922.23     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620AU3T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        634 | PA      | $620.97        | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620AWB90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     175507 | PA      | $166280.62     | 0.00%             | 2041-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620C02W7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     245576 | PA      | $247272.45     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620C04Y1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     290451 | PA      | $292458.10     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3620C4HE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      15152 | PA      | $14829.19      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A23R1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5392234 | PA      | $4994858.52    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A24E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8371207 | PA      | $7688750.33    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A25U2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     556052 | PA      | $508670.63     | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26G2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5162723 | PA      | $4846695.08    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26Q0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5191836 | PA      | $4862006.30    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26R8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7058218 | PA      | $6608835.67    | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13477671 | PA      | $12614555.90   | 0.01%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A27M8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2769397 | PA      | $2531677.47    | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A2D74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     247361 | PA      | $234328.68     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2FW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8250267 | PA      | $7812671.69    | 0.01%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2KY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     411865 | PA      | $381766.22     | 0.00%             | 2043-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A2SG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   11901186 | PA      | $10916080.98   | 0.01%             | 2046-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A2TM4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3187421 | PA      | $3097644.99    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2XW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6262279 | PA      | $5656492.20    | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622A2ZJ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      79445 | PA      | $74587.13      | 0.00%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622A2ZU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3365876 | PA      | $3268328.92    | 0.00%             | 2046-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622AABZ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2117197 | PA      | $2085043.91    | 0.00%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6866550 | PA      | $6281450.12    | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AADT8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3831172 | PA      | $3555104.47    | 0.00%             | 2044-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AAEU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1421845 | PA      | $1372812.71    | 0.00%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 3622AAQ23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1568157 | PA      | $1515156.94    | 0.00%             | 2049-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622AAQZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8948310 | PA      | $8182827.30    | 0.01%             | 2049-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622ACNP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18174989 | PA      | $18543579.97   | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622ACP46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   28121755 | PA      | $25188445.64   | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622ACSF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   31792485 | PA      | $28528372.95   | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622ACYX2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2307934 | PA      | $2231924.27    | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622ADLV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1817333 | PA      | $1767969.65    | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 3622ADMM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2734269 | PA      | $2567364.74    | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36230UFZ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1400849 | PA      | $1371106.33    | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241KLU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1394834 | PA      | $1483765.53    | 0.00%             | 2037-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241KYZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     936803 | PA      | $965836.60     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241L3C8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     282669 | PA      | $290196.10     | 0.00%             | 2036-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LAR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1609146 | PA      | $1659535.64    | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LE77<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     245924 | PA      | $263970.81     | 0.00%             | 2039-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LGU4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     182232 | PA      | $191488.65     | 0.00%             | 2039-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LH25<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     616252 | PA      | $634204.33     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LH58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1847281 | PA      | $1942668.82    | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LKA3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1106493 | PA      | $1114138.56    | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LT89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     438648 | PA      | $457253.14     | 0.00%             | 2036-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae II Pool                                                              | CUSIP: 36241LVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      10755 | PA      | $10529.85      | 0.00%             | 2041-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36241LX84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     116238 | PA      | $110126.79     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAE9<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2965137.63    | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2018-GS10                                          | CUSIP: 36250SAJ8<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |    2433000 | PA      | $2348766.52    | 0.00%             | 2051-07-10      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GC38                                          | CUSIP: 36252SAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $983348.70     | 0.00%             | 2052-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2019-GC38                                          | CUSIP: 36252SAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2474790.28    | 0.00%             | 2052-02-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2025-2                       | CUSIP: 362549AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3034000 | PA      | $3057221.51    | 0.00%             | 2030-04-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2017-GS7                                           | CUSIP: 36254CAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000000 | PA      | $12795291.21   | 0.01%             | 2050-08-10      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2018-GS9                                           | CUSIP: 36255NAT2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2976771.96    | 0.00%             | 2051-03-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2745000 | PA      | $2543399.29    | 0.00%             | 2053-05-12      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2020-GC47                                          | CUSIP: 36258RBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1840000 | PA      | $1647250.51    | 0.00%             | 2053-05-12      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                                     | GS Mortgage Securities Trust 2020-GC45                                          | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $946348.94     | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    2852000 | PA      | $2552030.80    | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3635885.36    | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                                | GXO Logistics Inc                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2885131.78    | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    9995000 | PA      | $9908399.22    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    6390000 | PA      | $6235759.59    | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    6940000 | PA      | $6623567.30    | 0.00%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4167946.74    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4773629.10    | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1280971.45    | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1593202.45    | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    9405000 | PA      | $9677813.94    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    5935000 | PA      | $6291495.09    | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $4045157.33    | 0.00%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    5148000 | PA      | $5706343.28    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                            | GM Financial Automobile Leasing Trust 2025-1                                    | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3222902.66    | 0.00%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2025-4                       | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2350000 | PA      | $2349778.49    | 0.00%             | 2031-02-18      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36294UWN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       8093 | PA      | $7510.03       | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36294UWX6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      21010 | PA      | $19495.14      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2025-1                       | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2522237.75    | 0.00%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2025-1                       | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1780000 | PA      | $1811581.35    | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36296Q6T1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1111783 | PA      | $1121366.34    | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36296QRP6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     231441 | PA      | $233561.84     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36296XW75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       4288 | PA      | $4233.00       | 0.00%             | 2039-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                         | Ginnie Mae I Pool                                                               | CUSIP: 36297DWY9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     348499 | PA      | $341073.28     | 0.00%             | 2041-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    6307000 | PA      | $4477604.89    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1283000 | PA      | $1058945.19    | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    2929000 | PA      | $2868116.84    | 0.00%             | 2027-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    5363000 | PA      | $5371805.78    | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    4024000 | PA      | $3739240.07    | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BJ6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    4335000 | PA      | $3751189.99    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    3297000 | PA      | $3288502.94    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    5217000 | PA      | $5141189.84    | 0.00%             | 2030-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2397497.83    | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    3299000 | PA      | $2511007.36    | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1849870.76    | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1464817.63    | 0.00%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1381641.41    | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1891058.05    | 0.00%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4725670.57    | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    2537000 | PA      | $2787600.12    | 0.00%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $3025199.99    | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3553059.21    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2397000 | PA      | $2441416.70    | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1135349.08    | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    4217000 | PA      | $4176367.18    | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    7973000 | PA      | $7996115.00    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1795935.56    | 0.00%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    3804000 | PA      | $3605386.39    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    1934000 | PA      | $1275362.57    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    3112000 | PA      | $2769824.83    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    4646000 | PA      | $4732427.63    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2225000 | PA      | $2310559.91    | 0.00%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3047592.48    | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $4212765.25    | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2620425.70    | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| ALLY FINANCIAL INC                                                               | Ally Financial Inc                                                              | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2321000 | PA      | $2645706.95    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    6785000 | PA      | $6967472.26    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3573000 | PA      | $3536498.66    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    5782000 | PA      | $5258567.86    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    5555000 | PA      | $6074388.83    | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3517000 | PA      | $3814019.72    | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4064000 | PA      | $4067117.62    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4601460.75    | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    3536000 | PA      | $3249915.43    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    5515000 | PA      | $5619098.99    | 0.00%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4219618.12    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    5751000 | PA      | $5985076.17    | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2976904.69    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    5785000 | PA      | $6067811.93    | 0.00%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $2208143.33    | 0.00%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1993225.16    | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1015026.64    | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5659000 | PA      | $5667848.13    | 0.00%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2549000 | PA      | $2529880.66    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2789000 | PA      | $2892978.16    | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3811000 | PA      | $3668473.71    | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3624000 | PA      | $3534452.45    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3206416.42    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4920000 | PA      | $4723116.80    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5360000 | PA      | $4851136.77    | 0.00%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDP8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5372000 | PA      | $5120719.33    | 0.00%             | 2028-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4970000 | PA      | $4859502.69    | 0.00%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4472000 | PA      | $4073905.42    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3804116.90    | 0.00%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5555000 | PA      | $5611613.39    | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4830000 | PA      | $5003015.43    | 0.00%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4148000 | PA      | $4490605.14    | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEG7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $4002786.54    | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3540141.10    | 0.00%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5215464.90    | 0.00%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6872000 | PA      | $7312438.57    | 0.01%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4165000 | PA      | $4233460.23    | 0.00%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3105000 | PA      | $3269124.03    | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4160000 | PA      | $4314943.28    | 0.00%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5893775.83    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1750443.40    | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $2050958.49    | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3694746.57    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2948521.72    | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3195699.20    | 0.00%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $4292751.82    | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3410892.85    | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2529036.23    | 0.00%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $2981489.82    | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    6465000 | PA      | $6728325.72    | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $3082594.79    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                           | General Motors Financial Co Inc                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2636822.97    | 0.00%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GEN LUX SARL/GEN USA INC                                                         | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1790000 | PA      | $1869639.77    | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $2827128.51    | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1400747.70    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1820189.12    | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2894896.33    | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                                 | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    3975000 | PA      | $4036276.53    | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1393294.56    | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1627580.65    | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    3766000 | PA      | $3135137.04    | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GENPACT UK/USA INC                                                               | Genpact UK Finco plc / Genpact USA Inc                                          | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    1150000 | PA      | $1158245.83    | 0.00%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    1286000 | PA      | $1166203.75    | 0.00%             | 2118-10-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    2413000 | PA      | $2047403.16    | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    1814000 | PA      | $1201054.13    | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: —       |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     280000 | PA      | $266700.75     | 0.00%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| GEORGIA-PACIFIC LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    3723000 | PA      | $4223062.23    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                              | Georgia-Pacific LLC                                                             | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2885986.49    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2554000 | PA      | $2454592.32    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    4978000 | PA      | $4424263.91    | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1857000 | PA      | $1633366.60    | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $3113395.82    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3597000 | PA      | $3423020.66    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2443000 | PA      | $1865252.44    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $2395539.31    | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2743723.04    | 0.00%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3481015.88    | 0.00%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4469974.12    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4916382.58    | 0.00%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1747506.04    | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4484202.34    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3225037.52    | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4851423.64    | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3456493.99    | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2225236.03    | 0.00%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3203677.98    | 0.00%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                                                                 | Gerdau Trade Inc                                                                | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |      60000 | PA      | $62074.47      | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J PAUL GETTY TRUST                                                               | J Paul Getty Trust/The                                                          | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2165074.55    | 0.00%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4447000 | PA      | $4666329.60    | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5931000 | PA      | $5558724.24    | 0.00%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6124453.52    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   10583000 | PA      | $9776459.94    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5293000 | PA      | $5282210.38    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4383000 | PA      | $4124773.32    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    8290000 | PA      | $7007644.85    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    7429000 | PA      | $7350669.37    | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4626000 | PA      | $3455794.73    | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $4819180.21    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4717000 | PA      | $4504632.36    | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    5928000 | PA      | $5309749.50    | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $3128087.81    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $4954678.15    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3256533.35    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4604746.57    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $4149732.19    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3304698.54    | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $3348142.01    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   11473000 | PA      | $13064688.30   | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    3194000 | PA      | $2816645.38    | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    9438000 | PA      | $9436567.78    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $2057916.09    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2037116.82    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GlaxoSmithKline Capital PLC                                                     | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    5993000 | PA      | $5878591.95    | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                                          | GLAXOSMITHKLINE CAPITAL                                                         | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    1830000 | PA      | $1843211.43    | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6072000 | PA      | $5777946.76    | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3909000 | PA      | $2930839.40    | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4389000 | PA      | $4067612.62    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4647000 | PA      | $4539277.52    | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4039000 | PA      | $3617805.93    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2681896.69    | 0.00%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2869000 | PA      | $2896400.90    | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3715000.55    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3558415.94    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4415407.22    | 0.00%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3760000 | PA      | $3772055.12    | 0.00%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3186903.93    | 0.00%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4395623.01    | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    3522000 | PA      | $3193155.97    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2196284.86    | 0.00%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2175316.53    | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2023-4                       | CUSIP: 379930AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9710000 | PA      | $9959291.24    | 0.01%             | 2029-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | Gm Financial Consumer Automobile Receivables Trust 2025-3                       | CUSIP: 379957AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5036982.05    | 0.00%             | 2030-08-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | Gm Financial Consumer Automobile Receivables Trust 2025-3                       | CUSIP: 379957AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1516393.41    | 0.00%             | 2031-09-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                            | GM Financial Automobile Leasing Trust 2025-3                                    | CUSIP: 379965AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003914.56    | 0.00%             | 2028-08-21      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                            | GM Financial Automobile Leasing Trust 2025-3                                    | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1003338.67    | 0.00%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2023-1                       | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3518972.24    | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2024-4                       | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2513527.33    | 0.00%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust                               | GM Financial Consumer Automobile Receivables Trust 2024-4                       | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1010883.63    | 0.00%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     830000 | PA      | $741782.99     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     950000 | PA      | $799245.27     | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     540000 | PA      | $488834.18     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     230000 | PA      | $195239.72     | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     830000 | PA      | $649991.41     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1535000 | PA      | $1138196.44    | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: —       |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT                     | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2250000 | PA      | $2016306.20    | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8134000 | PA      | $7647307.56    | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12680000 | PA      | $13478358.29   | 0.01%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $4515557.04    | 0.00%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   14326000 | PA      | $15005652.23   | 0.01%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13590000 | PA      | $14592368.37   | 0.01%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   18950000 | PA      | $19466167.11   | 0.01%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13570000 | PA      | $14086626.32   | 0.01%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7835000 | PA      | $7962532.25    | 0.01%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15855000 | PA      | $16098314.79   | 0.01%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4980000 | PA      | $5077631.51    | 0.00%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7365000 | PA      | $7631586.49    | 0.01%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15670000 | PA      | $16433521.06   | 0.01%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15480000 | PA      | $16096295.64   | 0.01%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $4191465.74    | 0.00%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11060000 | PA      | $11460865.83   | 0.01%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9168000 | PA      | $10103421.86   | 0.01%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10925000 | PA      | $10933478.56   | 0.01%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11055000 | PA      | $11067877.97   | 0.01%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11515000 | PA      | $11564719.12   | 0.01%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4563000 | PA      | $4659553.72    | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   23651000 | PA      | $26625195.56   | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   12221000 | PA      | $13494657.22   | 0.01%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9774000 | PA      | $8983493.25    | 0.01%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10484000 | PA      | $10465429.06   | 0.01%             | 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        |   11622000 | PA      | $11546638.30   | 0.01%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11659000 | PA      | $11578370.44   | 0.01%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15256000 | PA      | $15286302.69   | 0.01%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8153000 | PA      | $7653447.92    | 0.01%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   11791000 | PA      | $11082382.48   | 0.01%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9467000 | PA      | $9339642.91    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16555000 | PA      | $14745817.62   | 0.01%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   15920000 | PA      | $14565832.38   | 0.01%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10303000 | PA      | $8028997.77    | 0.01%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13667000 | PA      | $12286068.28   | 0.01%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    7045000 | PA      | $5249623.17    | 0.00%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13965000 | PA      | $12645095.65   | 0.01%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   14100000 | PA      | $13847195.04   | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   22015000 | PA      | $20370744.56   | 0.02%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10210000 | PA      | $8081836.69    | 0.01%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16638000 | PA      | $16531572.20   | 0.01%             | 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        |   11485000 | PA      | $11559854.75   | 0.01%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                                                          | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    6323000 | PA      | $6747640.92    | 0.00%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4389000 | PA      | $4841007.97    | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     690000 | PA      | $705141.65     | 0.00%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                            | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     875000 | PA      | $883494.55     | 0.00%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9742000 | PA      | $9275678.22    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   13356000 | PA      | $12131885.34   | 0.01%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     955000 | PA      | $970804.55     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     835000 | PA      | $850874.30     | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     650000 | PA      | $649713.06     | 0.00%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                         | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAG6<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     650000 | PA      | $651707.76     | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    2188000 | PA      | $2114886.49    | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1314813.83    | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                                                | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2350536.61    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     410000 | PA      | $414802.72     | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2229740.19    | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                            | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     715000 | PA      | $719112.69     | 0.00%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    4845000 | PA      | $4440760.28    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    2411000 | PA      | $1949519.19    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1081500.22    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $2161795.11    | 0.00%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                          | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $4346234.90    | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPRTN CORP TX SYS TOLL REVENUE                                | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4805000 | PA      | $3401174.32    | 0.00%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    1845000 | PA      | $2039006.95    | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    3056000 | PA      | $2816722.05    | 0.00%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    2445000 | PA      | $1722611.42    | 0.00%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    3674000 | PA      | $2952057.82    | 0.00%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    1195000 | PA      | $842855.27     | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3856000 | PA      | $3828757.55    | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    1947000 | PA      | $1926217.99    | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2798069.11    | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1905090.96    | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1585737.97    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                 | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1190821.93    | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1231927.66    | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1245471.06    | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6088000 | PA      | $6102202.82    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7562000 | PA      | $7273988.90    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5090000 | PA      | $5304820.14    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $8345417.90    | 0.01%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4385000 | PA      | $4289994.85    | 0.00%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8241000 | PA      | $7597556.40    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   11530000 | PA      | $11111936.84   | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7120000 | PA      | $4960310.05    | 0.00%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5042957.01    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4840000 | PA      | $4779002.93    | 0.00%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1807000 | PA      | $1762829.06    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9047000 | PA      | $8580290.24    | 0.01%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8080000 | PA      | $6742523.58    | 0.00%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3545000 | PA      | $3634069.97    | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5211000 | PA      | $5467250.30    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $5123843.34    | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3131000 | PA      | $2716055.36    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $4632015.84    | 0.00%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6255000 | PA      | $6551789.18    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5990000 | PA      | $6078654.28    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $3179840.16    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1192677.57    | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2708533.32    | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $4198183.90    | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6460000 | PA      | $6820120.71    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3167513.80    | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2400195.99    | 0.00%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3833809.27    | 0.00%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3352019.65    | 0.00%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4837977.54    | 0.00%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7027000 | PA      | $7256074.30    | 0.01%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5370000 | PA      | $5578524.89    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3668578.99    | 0.00%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    2000000 | PA      | $2224811.30    | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    2666000 | PA      | $2595274.22    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3865000 | PA      | $4283512.17    | 0.00%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    4667000 | PA      | $5104260.00    | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7009000 | PA      | $6898462.67    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13741000 | PA      | $13719521.31   | 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        |   14217000 | PA      | $14349220.66   | 0.01%             | 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        |   13955000 | PA      | $13811897.20   | 0.01%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11540000 | PA      | $11876335.84   | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7308000 | PA      | $6845545.38    | 0.01%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6838000 | PA      | $6241977.97    | 0.00%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5490000 | PA      | $5284453.41    | 0.00%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13845000 | PA      | $12684073.08   | 0.01%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6670000 | PA      | $6334917.94    | 0.00%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8400000 | PA      | $7646018.02    | 0.01%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7800000 | PA      | $7779565.72    | 0.01%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11735000 | PA      | $11832037.77   | 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        |    4870000 | PA      | $4948843.89    | 0.00%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10935000 | PA      | $11401287.97   | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6257000 | PA      | $6790625.30    | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7557000 | PA      | $8224382.47    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5480000 | PA      | $6157510.26    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10030000 | PA      | $10615228.33   | 0.01%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9380000 | PA      | $11046494.51   | 0.01%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9240000 | PA      | $9627434.22    | 0.01%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10200000 | PA      | $11158821.32   | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   12095000 | PA      | $13348642.27   | 0.01%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5820000 | PA      | $6326320.44    | 0.00%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7520000 | PA      | $8609855.48    | 0.01%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7190000 | PA      | $7463316.49    | 0.01%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6640000 | PA      | $7045371.67    | 0.01%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7330000 | PA      | $7473206.65    | 0.01%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7205000 | PA      | $7615804.68    | 0.01%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7640000 | PA      | $8011585.99    | 0.01%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6180000 | PA      | $6292137.34    | 0.00%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    8450000 | PA      | $8740774.89    | 0.01%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7680000 | PA      | $7794310.89    | 0.01%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6475000 | PA      | $6654040.55    | 0.00%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9700000 | PA      | $10076443.03   | 0.01%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9805000 | PA      | $10131032.33   | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    9040000 | PA      | $9601605.30    | 0.01%             | 2036-05-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3400000 | PA      | $3509799.09    | 0.00%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6200000 | PA      | $6245303.03    | 0.00%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    6200000 | PA      | $6256539.10    | 0.00%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                     | HSBC USA Inc                                                                    | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3114111.29    | 0.00%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                                     | HSBC USA Inc                                                                    | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3866597.78    | 0.00%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HSBC BANK USA NA                                                                 | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2717343.38    | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $2017262.63    | 0.00%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                                                                 | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    4605000 | PA      | $5439347.99    | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    5394000 | PA      | $5302721.22    | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     565000 | PA      | $541592.45     | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    5210000 | PA      | $4714196.24    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $5189128.61    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3089236.96    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5121124.51    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5656126.85    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    1640000 | PA      | $1705793.36    | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2585829.41    | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1167070.09    | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    1936000 | PA      | $1636108.53    | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2028533.05    | 0.00%             | 2041-09-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    1557000 | PA      | $1018677.88    | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    3811000 | PA      | $4278381.57    | 0.00%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    4561000 | PA      | $5463807.94    | 0.00%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2293266.50    | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $3802537.38    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    4970000 | PA      | $4945818.96    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    8831000 | PA      | $8063783.30    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    3613000 | PA      | $3429755.97    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                                                           | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $4409813.28    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $1989508.66    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                                                          | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1097354.63    | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                              | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    1784000 | PA      | $1468516.14    | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust                                                 | Harley-Davidson Motorcycle Trust 2025-A                                         | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2022393.40    | 0.00%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1842241.06    | 0.00%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1883929.72    | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2613000 | PA      | $2524110.03    | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    5689000 | PA      | $5730754.64    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    2094000 | PA      | $2268597.07    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2155466.12    | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1711000 | PA      | $1498253.37    | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    2573000 | PA      | $2226746.06    | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3418176.48    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    4126000 | PA      | $3121936.00    | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $2062457.73    | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                                                         | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1518184.70    | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2744000 | PA      | $2904215.55    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    1536000 | PA      | $1371349.63    | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AV9<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    3094000 | PA      | $3059989.02    | 0.00%             | 2027-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    4264000 | PA      | $4189343.03    | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2678562.19    | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2497000 | PA      | $2802704.34    | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    2943000 | PA      | $2919714.37    | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    2480000 | PA      | $2350347.78    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                                                         | Healthcare Realty Holdings LP                                                   | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    2773000 | PA      | $2434505.99    | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     810000 | PA      | $832361.45     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    1200000 | PA      | $1198208.04    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    4289000 | PA      | $4070829.34    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    2273000 | PA      | $2107552.67    | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    3275000 | PA      | $3170004.91    | 0.00%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAD5<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    3215000 | PA      | $3026825.09    | 0.00%             | 2028-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                                | Healthpeak OP LLC                                                               | CUSIP: 42250PAE3<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    3385000 | PA      | $3494002.18    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                       | HEICO Corp                                                                      | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1752372.97    | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                                                       | HEICO Corp                                                                      | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1966922.74    | 0.00%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1822714.22    | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $2767013.38    | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1217819.32    | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     760000 | PA      | $762855.56     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                                                            | Helmerich & Payne Inc                                                           | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1385715.60    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    1682000 | PA      | $1654627.96    | 0.00%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPITAL INC                                                             | Hercules Capital Inc                                                            | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     900000 | PA      | $911417.67     | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1295605.67    | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2104000 | PA      | $1459973.24    | 0.00%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2568000 | PA      | $2429182.06    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2577000 | PA      | $2323265.67    | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $694549.21     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2318588.65    | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2094065.04    | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1449521.94    | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2814034.09    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2469876.33    | 0.00%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2482720.10    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    4163000 | PA      | $4553471.54    | 0.00%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    5978000 | PA      | $6259592.32    | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    6782000 | PA      | $6806246.33    | 0.01%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2819000 | PA      | $2938994.91    | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    6237000 | PA      | $6397597.82    | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4945000 | PA      | $5352160.03    | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    8532000 | PA      | $8820843.69    | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3416302.67    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    6340000 | PA      | $6371227.54    | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7880000 | PA      | $7939267.84    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4857683.18    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5635016.14    | 0.00%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $5123267.18    | 0.00%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3610721.06    | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4596892.20    | 0.00%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4237312.48    | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                      | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2849356.13    | 0.00%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                                                      | Hexcel Corp                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1112376.38    | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    1470000 | PA      | $1458120.09    | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    1608000 | PA      | $1592207.32    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    1610000 | PA      | $1585883.02    | 0.00%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    1802000 | PA      | $1682232.16    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     841000 | PA      | $751578.86     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     535000 | PA      | $610943.81     | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | Highwoods Realty LP                                                             | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     650000 | PA      | $652713.24     | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 43358BAA1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    1590000 | PA      | $1644243.61    | 0.00%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| CANADA GOVERNMENT                                                                | Canada Government International Bond                                            | CUSIP: 43358BAB9<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   10160000 | PA      | $10317841.59   | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                                                           | Hoag Memorial Hospital Presbyterian                                             | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |    2897000 | PA      | $2255708.78    | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1026452.01    | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1559346.80    | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1169957.38    | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                            | Amrize Finance US LLC                                                           | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1430793.54    | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $15025336.98   | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AU6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2788000 | PA      | $2897403.74    | 0.00%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4595000 | PA      | $4964473.01    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5004000 | PA      | $4396545.73    | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4735499.55    | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4777000 | PA      | $4226907.62    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    7630000 | PA      | $6571101.96    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4395000 | PA      | $3133552.68    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5581000 | PA      | $4504262.19    | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4904000 | PA      | $4822455.85    | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6373000 | PA      | $6391000.41    | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    7243000 | PA      | $6358226.70    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6176000 | PA      | $5981392.45    | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6994000 | PA      | $4860933.09    | 0.00%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3834000 | PA      | $3768251.42    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    7371000 | PA      | $6985918.69    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5307000 | PA      | $4392676.77    | 0.00%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6821000 | PA      | $4923723.09    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2787000 | PA      | $2620793.88    | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6685000 | PA      | $5811137.94    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6135000 | PA      | $3590065.13    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $2981149.34    | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $3600338.84    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $2966897.30    | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $3798977.81    | 0.00%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6265000 | PA      | $5906206.02    | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $5536372.25    | 0.00%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $2777716.31    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3911269.78    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3284103.05    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DB5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $4666977.56    | 0.00%             | 2027-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4642461.08    | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $5262537.46    | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $6392764.03    | 0.00%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2796563.72    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2188000 | PA      | $2139029.10    | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1604198.30    | 0.00%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1674625.78    | 0.00%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2953757.84    | 0.00%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables 2025-2 Owner Trust                                       | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2600000 | PA      | $2612290.12    | 0.00%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    2950000 | PA      | $2896457.80    | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    3780000 | PA      | $3468332.76    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    4240000 | PA      | $4276618.93    | 0.00%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    4645000 | PA      | $4705006.99    | 0.00%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                               | Honda Motor Co Ltd                                                              | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    4040000 | PA      | $4152027.62    | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables 2025-3 Owner Trust                                       | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1750000 | PA      | $1757913.47    | 0.00%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables 2024-3 Owner Trust                                       | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7300000 | PA      | $7347858.51    | 0.01%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables 2025-4 Owner Trust                                       | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2508767.18    | 0.00%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                                               | Honda Auto Receivables 2025-4 Owner Trust                                       | CUSIP: 43814XAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1255505.01    | 0.00%             | 2032-02-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2419000 | PA      | $2597775.32    | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2451139.97    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1846758.60    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |          0 | PA      | $0.00          | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2142767.72    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4040799.97    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4451000 | PA      | $4067103.56    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    5635000 | PA      | $3732270.01    | 0.00%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4744000 | PA      | $4585858.85    | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    6620000 | PA      | $5807941.68    | 0.00%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    3990000 | PA      | $4082565.69    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    5085000 | PA      | $5273350.18    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4210000 | PA      | $4248165.21    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4279355.42    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3352310.46    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2899444.92    | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    6220000 | PA      | $6376832.14    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5152501.90    | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2860005.32    | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3863600.39    | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3905865.63    | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $3050525.19    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                         | Horace Mann Educators Corp                                                      | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |     180000 | PA      | $193204.06     | 0.00%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                                                         | Horace Mann Educators Corp                                                      | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1465520.09    | 0.00%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    3417000 | PA      | $3093777.46    | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5637509.15    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $1877837.26    | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $4235714.74    | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOSPITAL SPECIAL SURGERY                                                         | NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery   | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $789121.08     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    3569000 | PA      | $3418502.84    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    2220000 | PA      | $2112225.79    | 0.00%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    2285000 | PA      | $2055417.39    | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    2575000 | PA      | $2664618.39    | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    2505000 | PA      | $2548383.42    | 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        |    1540000 | PA      | $1606279.27    | 0.00%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                | Howard University                                                               | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     978000 | PA      | $855285.95     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1795321.12    | 0.00%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1442560.87    | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1665600.67    | 0.00%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    2557000 | PA      | $2520153.76    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    3194000 | PA      | $3165793.37    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1062257.46    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                                                      | Hubbell Inc                                                                     | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1226654.35    | 0.00%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2536625.00    | 0.00%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    4034000 | PA      | $3596917.47    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3539000 | PA      | $3529326.53    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2120341.97    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2771000 | PA      | $2661381.10    | 0.00%             | 2029-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2582000 | PA      | $1947445.28    | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2833877.08    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3649747.14    | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3149726.97    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4733894.21    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2456000 | PA      | $2538229.97    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $3657420.63    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1739326.48    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $4069716.48    | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1399579.52    | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    4070000 | PA      | $4210495.79    | 0.00%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2254000 | PA      | $2156616.74    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99315.89      | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     970000 | PA      | $995828.20     | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                          | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    6107000 | PA      | $7207226.68    | 0.01%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| JB HUNT TRANSPRT SVCS                                                            | JB Hunt Transport Services Inc                                                  | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61361.48      | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4022000 | PA      | $3745829.29    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2856985.96    | 0.00%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    2284000 | PA      | $2309216.32    | 0.00%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3486492.49    | 0.00%             | 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        |    4390000 | PA      | $4611287.13    | 0.00%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $6131554.77    | 0.00%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2829219.33    | 0.00%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                            | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $3080394.74    | 0.00%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    3671000 | PA      | $3623341.57    | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2588561.59    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    3054000 | PA      | $2887044.78    | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2168950.63    | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                         | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2475739.53    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    3930000 | PA      | $3952226.70    | 0.00%             | 2028-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    5130000 | PA      | $5385159.74    | 0.00%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                         | Huntington National Bank/The                                                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3835655.21    | 0.00%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $3136817.22    | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    2302000 | PA      | $2409061.07    | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2960654.93    | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1893635.76    | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1457065.73    | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2358205.96    | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1525855.07    | 0.00%             | 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        |    1460000 | PA      | $1532065.38    | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                                | Hyatt Hotels Corp                                                               | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1792885.65    | 0.00%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | Hydro-Quebec                                                                    | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    1300000 | PA      | $1517752.39    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | Hydro-Quebec                                                                    | CUSIP: 448814DF7<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    1595000 | PA      | $1934398.14    | 0.00%             | 2030-04-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HYDRO-QUEBEC                                                                     | Hydro-Quebec                                                                    | CUSIP: 448814DL4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     240000 | PA      | $297813.92     | 0.00%             | 2030-11-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    3165000 | PA      | $3187635.07    | 0.00%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    5100000 | PA      | $5188676.56    | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    3585000 | PA      | $3667078.68    | 0.00%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    4590000 | PA      | $4675938.02    | 0.00%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    3320000 | PA      | $3265226.77    | 0.00%             | 2044-02-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    6710000 | PA      | $6401189.29    | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust 2024-B                                           | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4625000 | PA      | $4668434.95    | 0.00%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust 2025-A                                           | CUSIP: 44935CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5300000 | PA      | $5334182.99    | 0.00%             | 2029-10-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust 2025-A                                           | CUSIP: 44935CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1100000 | PA      | $1114156.48    | 0.00%             | 2031-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust 2025-B                                           | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3300000 | PA      | $3330634.56    | 0.00%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | Hyundai Auto Receivables Trust 2025-B                                           | CUSIP: 44935XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1320112.77    | 0.00%             | 2030-06-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    2870000 | PA      | $2926660.17    | 0.00%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    2790000 | PA      | $2914612.28    | 0.00%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                         | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    1970000 | PA      | $2080754.46    | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | IDAHO ENERGY RESOURCES AUTH TRANSMISSION FACS REVENUE                           | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     580000 | PA      | $416036.10     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: —       |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    2311000 | PA      | $1937106.04    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1924896.37    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1092889.22    | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1234054.82    | 0.00%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2115792.20    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    2969000 | PA      | $2815020.98    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2326096.62    | 0.00%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                        | IDEX Corp                                                                       | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1454543.56    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   28726931 | PA      | $29443561.41   | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST                                                                     | CUSIP: 452152GS4<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    2785714 | PA      | $3072880.98    | 0.00%             | 2035-07-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | ILLINOIS ST TOLL HIGHWAY AUTH                                                   | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    1820000 | PA      | $1966794.16    | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3315845.09    | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    4437000 | PA      | $3797198.27    | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $955121.12     | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3891758.09    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | Illumina Inc                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1659016.89    | 0.00%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     655000 | PA      | $719342.38     | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1666845.46    | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1648000 | PA      | $1264525.84    | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    2109000 | PA      | $2105571.67    | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1534634.31    | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $1555123.07    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2089988.46    | 0.00%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA ST FIN AUTH REVENUE                                                     | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     645000 | PA      | $479623.04     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2012996.08    | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1245000 | PA      | $808610.57     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CD6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    5367000 | PA      | $5300542.96    | 0.00%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    7715000 | PA      | $6715031.69    | 0.00%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    6330000 | PA      | $6337288.36    | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CH7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    6013000 | PA      | $6109464.45    | 0.00%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CJ3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4450000 | PA      | $4486318.05    | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CK0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4280000 | PA      | $4165495.45    | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4721000 | PA      | $3626078.68    | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    7211000 | PA      | $6817917.00    | 0.01%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    3676000 | PA      | $2714071.38    | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    9341000 | PA      | $9173393.60    | 0.01%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    7610000 | PA      | $6315656.27    | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CU8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4545000 | PA      | $3726130.30    | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CV6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    1515000 | PA      | $1331849.42    | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    6585000 | PA      | $4443792.49    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CX2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    3640000 | PA      | $2393884.80    | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CY0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    7255000 | PA      | $6421918.29    | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DG8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    2875000 | PA      | $1877515.65    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DJ2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4635000 | PA      | $4385627.17    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DK9<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    3520000 | PA      | $2949112.39    | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DM5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    5340000 | PA      | $5347362.69    | 0.00%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DN3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    7865000 | PA      | $7924974.87    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DP8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    2415000 | PA      | $2412347.12    | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DQ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4745000 | PA      | $4781612.18    | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DR4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    7045000 | PA      | $7119940.27    | 0.01%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    3500000 | PA      | $3582175.10    | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DT0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    2900000 | PA      | $2918338.76    | 0.00%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DU7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    4270000 | PA      | $4274472.57    | 0.00%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    3100000 | PA      | $3004692.67    | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DW3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    2790000 | PA      | $2729330.42    | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780DX1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    5860000 | PA      | $5862986.20    | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     890000 | PA      | $923602.13     | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780EA0<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    5500000 | PA      | $5844171.74    | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780EC6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     870000 | PA      | $868821.41     | 0.00%             | 2031-04-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |     680000 | PA      | $681217.72     | 0.00%             | 2036-04-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IND & COMM BK CHINA/NY                                                           | Industrial & Commercial Bank of China Ltd/New York NY                           | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    2430000 | PA      | $2412168.47    | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7645000 | PA      | $7634821.29    | 0.01%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    5616000 | PA      | $5692132.35    | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6630000 | PA      | $6616739.47    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4593000 | PA      | $4241861.20    | 0.00%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6503000 | PA      | $6493870.89    | 0.00%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4055000 | PA      | $3995385.05    | 0.00%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    6050000 | PA      | $6578750.34    | 0.00%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    5925000 | PA      | $6137379.08    | 0.00%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7165000 | PA      | $7499401.94    | 0.01%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3510000 | PA      | $3563521.60    | 0.00%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4410000 | PA      | $4532566.69    | 0.00%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING Groep NV                                                                    | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    2865000 | PA      | $2998655.46    | 0.00%             | 2036-03-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    2573000 | PA      | $2599313.25    | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    1493000 | PA      | $1372449.30    | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    4760000 | PA      | $4727963.25    | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    1925000 | PA      | $1683443.20    | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    2372000 | PA      | $2509301.37    | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    1838000 | PA      | $1573256.34    | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                                                         | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    3983000 | PA      | $3965796.31    | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1143575.10    | 0.00%             | 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        |    4220000 | PA      | $4502604.62    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3383963.55    | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2353460.23    | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1312461.70    | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $3341747.98    | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $2420503.22    | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    3724000 | PA      | $3505395.06    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $1890094.31    | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INOVA HEALTH SYSTEMS FOU                                                         | Inova Health System Foundation                                                  | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |    2599000 | PA      | $2111480.54    | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3650251.39    | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4491000 | PA      | $4308903.87    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2917000 | PA      | $2411472.79    | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4506000 | PA      | $3966375.36    | 0.00%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6082000 | PA      | $4761610.27    | 0.00%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5248000 | PA      | $5176008.93    | 0.00%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7108000 | PA      | $5496775.48    | 0.00%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8985000 | PA      | $6570450.44    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8407000 | PA      | $7855589.58    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8933000 | PA      | $5875707.73    | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $3099314.09    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4224000 | PA      | $3830596.41    | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8899000 | PA      | $7503817.18    | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5014000 | PA      | $4206269.22    | 0.00%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5155000 | PA      | $5130194.14    | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7299000 | PA      | $7174102.36    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5243000 | PA      | $4910823.18    | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $5203895.72    | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3373488.10    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $2971223.10    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $2548545.24    | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $5792702.34    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3864154.36    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4595000 | PA      | $4459567.89    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $4919800.45    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4866000 | PA      | $4095028.53    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7601000 | PA      | $7716918.97    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $6539616.88    | 0.00%             | 2030-02-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10375000 | PA      | $10645207.75   | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4589651.38    | 0.00%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8040000 | PA      | $7713748.38    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $5434200.95    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3365000 | PA      | $3424594.79    | 0.00%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $2915161.17    | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CN8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2629330.41    | 0.00%             | 2031-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    6891000 | PA      | $6269696.90    | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3925000 | PA      | $3257323.86    | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3334000 | PA      | $3190200.78    | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    8629000 | PA      | $8468429.50    | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    9920000 | PA      | $9811950.37    | 0.01%             | 2028-09-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    9457000 | PA      | $9041064.78    | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    2825000 | PA      | $2681880.02    | 0.00%             | 2027-09-16      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   12546000 | PA      | $11058094.46   | 0.01%             | 2031-01-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   10480000 | PA      | $9848973.10    | 0.01%             | 2028-07-20      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    1180000 | PA      | $1152290.58    | 0.00%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EF1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3035000 | PA      | $3025002.77    | 0.00%             | 2029-09-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    6571000 | PA      | $6632273.00    | 0.00%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   13392000 | PA      | $13060049.28   | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    6505000 | PA      | $6756858.31    | 0.00%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    6417000 | PA      | $6468234.55    | 0.00%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   14150000 | PA      | $14389474.18   | 0.01%             | 2029-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |   14600000 | PA      | $15003258.86   | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    8893000 | PA      | $8830321.16    | 0.01%             | 2031-09-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    7587000 | PA      | $7846822.66    | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    3781000 | PA      | $3799718.48    | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0EW4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    9410000 | PA      | $9637138.49    | 0.01%             | 2035-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    1265000 | PA      | $1277885.01    | 0.00%             | 2028-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    2043000 | PA      | $2103150.07    | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    3240000 | PA      | $3296445.60    | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    2755000 | PA      | $2750678.40    | 0.00%             | 2027-02-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN INVEST CO                                                         | Inter-American Investment Corp                                                  | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | NUSS              | XX        |    6175000 | PA      | $6303645.94    | 0.00%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    2304000 | PA      | $1708802.43    | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     900000 | PA      | $901160.72     | 0.00%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     980000 | PA      | $981692.97     | 0.00%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4603163.05    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $5246411.75    | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3997000 | PA      | $3977325.97    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6407000 | PA      | $5875432.16    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6652000 | PA      | $4452794.99    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6608000 | PA      | $5653890.11    | 0.00%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4988000 | PA      | $3745526.51    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4830000 | PA      | $2961267.98    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6755000 | PA      | $6765862.58    | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7334067.17    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $6529415.41    | 0.00%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    5712000 | PA      | $5306462.79    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4247284.34    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $3228966.36    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1734149.41    | 0.00%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459056RA7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   22915000 | PA      | $23469490.75   | 0.02%             | 2035-08-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   22426000 | PA      | $21978851.80   | 0.02%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   13236000 | PA      | $12354439.65   | 0.01%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   17385000 | PA      | $15432901.63   | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   12624000 | PA      | $11045857.60   | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   12885000 | PA      | $12197432.05   | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   17780000 | PA      | $15741457.93   | 0.01%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JT1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     308000 | PA      | $297216.47     | 0.00%             | 2027-02-10      | Fixed         | 0.85%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   20785000 | PA      | $19769758.75   | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   25416000 | PA      | $23805688.50   | 0.02%             | 2028-09-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   23935000 | PA      | $21235014.96   | 0.02%             | 2031-11-03      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   14265000 | PA      | $14168301.70   | 0.01%             | 2027-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    9235000 | PA      | $9244839.52    | 0.01%             | 2029-09-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   18278000 | PA      | $18457802.51   | 0.01%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   20226000 | PA      | $20207997.85   | 0.01%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    9040000 | PA      | $9174587.79    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   11135000 | PA      | $11441569.27   | 0.01%             | 2028-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   16178000 | PA      | $17080277.47   | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   25312000 | PA      | $25680091.91   | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   15274000 | PA      | $15859603.48   | 0.01%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   25825000 | PA      | $25625507.04   | 0.02%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   20765000 | PA      | $20973135.07   | 0.02%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   23855000 | PA      | $24932608.12   | 0.02%             | 2032-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   13835000 | PA      | $14112239.57   | 0.01%             | 2030-03-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    1519000 | PA      | $1522608.79    | 0.00%             | 2028-05-05      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |   24799000 | PA      | $25050033.09   | 0.02%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    2127000 | PA      | $2240588.82    | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |    3517000 | PA      | $3261364.08    | 0.00%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INTL BK RECON & DEVELOP                                                          | International Bank for Reconstruction & Development                             | CUSIP: 45906M4T5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | XX        |     210000 | PA      | $210494.49     | 0.00%             | 2034-02-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2049000 | PA      | $2465747.44    | 0.00%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2772000 | PA      | $2875216.22    | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $2080699.47    | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3674000 | PA      | $3999629.67    | 0.00%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4333463.60    | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4001000 | PA      | $3418772.24    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3684000 | PA      | $3309744.95    | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3198000 | PA      | $3176418.52    | 0.00%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   13065000 | PA      | $12843605.61   | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    9274000 | PA      | $8385706.70    | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   12705000 | PA      | $10501948.55   | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    6184000 | PA      | $5997706.88    | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    6860000 | PA      | $6257869.81    | 0.00%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2818000 | PA      | $2148089.23    | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3589000 | PA      | $2345785.83    | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3650713.37    | 0.00%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $2083324.39    | 0.00%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $3128822.09    | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4158000 | PA      | $4182663.01    | 0.00%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3745000 | PA      | $3758894.59    | 0.00%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3656491.83    | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4820000 | PA      | $4876993.80    | 0.00%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3667000 | PA      | $3753688.47    | 0.00%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $3060596.03    | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3340483.41    | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3081663.03    | 0.00%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $3496284.61    | 0.00%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3509954.57    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3932697.11    | 0.00%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    2719000 | PA      | $2218022.54    | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1893999.42    | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    3027000 | PA      | $2703291.38    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     985000 | PA      | $861569.33     | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    1490000 | PA      | $1525587.37    | 0.00%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    2235000 | PA      | $2251688.99    | 0.00%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     765000 | PA      | $782170.35     | 0.00%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |    1400000 | PA      | $1427577.03    | 0.00%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| INTL FINANCE CORP                                                                | International Finance Corp                                                      | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | NUSS              | XX        |     600000 | PA      | $606132.52     | 0.00%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1636740.37    | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    2791000 | PA      | $2899613.72    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $2824249.01    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2224634.70    | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2030564.79    | 0.00%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    2903000 | PA      | $2427024.41    | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    3576000 | PA      | $2935338.64    | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    3111000 | PA      | $3112782.35    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1935815.74    | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    3898000 | PA      | $3937677.31    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    2222000 | PA      | $1692172.01    | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    2978000 | PA      | $2685160.37    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BU3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    2738000 | PA      | $2777246.49    | 0.00%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1132653.88    | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2208000 | PA      | $1685814.82    | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3546000 | PA      | $3544974.43    | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $2471986.12    | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1699000 | PA      | $1243238.78    | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1502000 | PA      | $1379885.96    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1149341.21    | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1662470.68    | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1090673.36    | 0.00%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1567505.52    | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2699639.12    | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2580044.63    | 0.00%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    3659000 | PA      | $3519913.84    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    4302000 | PA      | $3866251.07    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $4888121.33    | 0.00%             | 2028-09-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    4585000 | PA      | $4813788.24    | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3109260.52    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVESCO FINANCE PLC                                                              | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    1899000 | PA      | $1873512.51    | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    2753000 | PA      | $2400060.36    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    3160000 | PA      | $3004307.87    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    2300000 | PA      | $1969749.46    | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    2660000 | PA      | $2582223.60    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    2335000 | PA      | $2432457.51    | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1650000 | PA      | $1718060.19    | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     915000 | PA      | $908847.80     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                                              | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    1855000 | PA      | $1878069.43    | 0.00%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2726365.99    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                           | IPALCO Enterprises Inc                                                          | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1825614.11    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4926022.08    | 0.00%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                        | IQVIA Inc                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2235528.70    | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    5983000 | PA      | $5327338.05    | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   11070000 | PA      | $10286278.54   | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    9090000 | PA      | $6716635.72    | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB59<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    4433000 | PA      | $3316818.43    | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2930000 | PA      | $2715945.22    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    7243000 | PA      | $4941440.35    | 0.00%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    4035000 | PA      | $3947929.50    | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513YJJ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2870000 | PA      | $2268003.64    | 0.00%             | 2048-01-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRA7<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    8620000 | PA      | $8455938.47    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRL3<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   14450000 | PA      | $15036198.50   | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    7155000 | PA      | $6972816.46    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     330000 | PA      | $339830.02     | 0.00%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     100000 | PA      | $103471.81     | 0.00%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   10000000 | PA      | $10487996.40   | 0.01%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BG2<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    7962000 | PA      | $8497973.34    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BY3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    8130000 | PA      | $7819169.78    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   10700000 | PA      | $8299571.74    | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410CC0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    9544000 | PA      | $7157905.42    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    1906000 | PA      | $1849169.22    | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                                | ITC Holdings Corp                                                               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $1976437.33    | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1915000 | PA      | $1820670.66    | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    1400000 | PA      | $1348706.77    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    4736000 | PA      | $4278374.24    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    4130000 | PA      | $3256680.61    | 0.00%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    2055000 | PA      | $1928002.85    | 0.00%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    7244000 | PA      | $7578284.67    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    7174000 | PA      | $7513050.56    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JPMCC Commercial Mortgage Securities Trust 2019-COR5                            | CUSIP: 46591EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1941640.56    | 0.00%             | 2052-06-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12551000 | PA      | $14382450.45   | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7319000 | PA      | $7733968.93    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7295000 | PA      | $7699098.87    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6658000 | PA      | $6933773.16    | 0.01%             | 2043-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6601000 | PA      | $6347471.50    | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7041000 | PA      | $7049493.70    | 0.01%             | 2026-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8491000 | PA      | $8147382.39    | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7273000 | PA      | $7324238.21    | 0.01%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7541000 | PA      | $7494305.75    | 0.01%             | 2027-12-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9271000 | PA      | $9242246.64    | 0.01%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    3940000 | PA      | $3927644.28    | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    3021000 | PA      | $2916799.79    | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    3331000 | PA      | $3095689.13    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2347260.86    | 0.00%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12169000 | PA      | $10532553.65   | 0.01%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11070000 | PA      | $10993778.95   | 0.01%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12391000 | PA      | $11275584.24   | 0.01%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8661000 | PA      | $7229427.55    | 0.01%             | 2048-07-24      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18925000 | PA      | $15566134.04   | 0.01%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8593000 | PA      | $8501586.72    | 0.01%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9878000 | PA      | $8031119.13    | 0.01%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9804000 | PA      | $9793600.11    | 0.01%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12147000 | PA      | $12184512.73   | 0.01%             | 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        |   11016000 | PA      | $11137090.41   | 0.01%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15876000 | PA      | $15659233.86   | 0.01%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   20501000 | PA      | $19482506.01   | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $13777772.40   | 0.01%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13916000 | PA      | $12994756.07   | 0.01%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8968000 | PA      | $7146064.08    | 0.01%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12370000 | PA      | $8596510.10    | 0.01%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9811000 | PA      | $9260901.64    | 0.01%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9075000 | PA      | $8835155.19    | 0.01%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $6834340.13    | 0.01%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11275000 | PA      | $8234568.50    | 0.01%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13955000 | PA      | $12444050.56   | 0.01%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13054000 | PA      | $11991503.74   | 0.01%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9039000 | PA      | $7106351.07    | 0.01%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14950000 | PA      | $10823578.89   | 0.01%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10496000 | PA      | $10008460.28   | 0.01%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15280000 | PA      | $13823134.36   | 0.01%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15770000 | PA      | $14543642.64   | 0.01%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7579000 | PA      | $7477029.78    | 0.01%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15413000 | PA      | $15477001.25   | 0.01%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5840000 | PA      | $5891868.31    | 0.00%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7426000 | PA      | $7526777.73    | 0.01%             | 2030-06-14      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12040000 | PA      | $12197211.10   | 0.01%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15020000 | PA      | $15426846.89   | 0.01%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16755000 | PA      | $17888379.07   | 0.01%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   17570000 | PA      | $18442197.99   | 0.01%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $15151461.99   | 0.01%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8140000 | PA      | $8590093.16    | 0.01%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13395000 | PA      | $14843413.54   | 0.01%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9895000 | PA      | $9999489.81    | 0.01%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11315000 | PA      | $11620068.24   | 0.01%             | 2030-01-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8835000 | PA      | $9246037.68    | 0.01%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10940000 | PA      | $11159395.90   | 0.01%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11710000 | PA      | $12246581.24   | 0.01%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15305000 | PA      | $16472110.94   | 0.01%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10325000 | PA      | $10621466.89   | 0.01%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $11054351.83   | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9845000 | PA      | $9991794.56    | 0.01%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6545000 | PA      | $6604952.20    | 0.00%             | 2028-10-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11485000 | PA      | $11672975.91   | 0.01%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9850000 | PA      | $10037007.47   | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $8362237.50    | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10475000 | PA      | $10671093.36   | 0.01%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14945000 | PA      | $15505476.51   | 0.01%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9270000 | PA      | $9790251.77    | 0.01%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13609000 | PA      | $14466132.93   | 0.01%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10255000 | PA      | $10631134.02   | 0.01%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4531768.82    | 0.00%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8010559.12    | 0.01%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10985000 | PA      | $11049498.65   | 0.01%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                        | Jabil Inc                                                                       | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1475209.00    | 0.00%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3255415.70    | 0.00%             | 2031-11-23      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2109123.16    | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    3340000 | PA      | $3377985.79    | 0.00%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1410285.59    | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $4233752.82    | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                                                         | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    4342000 | PA      | $4582280.90    | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                                                          | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1382038.04    | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    6505000 | PA      | $6423259.34    | 0.00%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    4887000 | PA      | $4818389.06    | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    6275000 | PA      | $6159945.30    | 0.00%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    4921000 | PA      | $4866813.64    | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    4005000 | PA      | $3983410.01    | 0.00%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    4727000 | PA      | $4426283.06    | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    7245000 | PA      | $6371596.27    | 0.00%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   14414000 | PA      | $13036225.99   | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     860000 | PA      | $839116.72     | 0.00%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    4605000 | PA      | $4381305.86    | 0.00%             | 2029-02-16      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CU0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1200000 | PA      | $1214056.34    | 0.00%             | 2027-10-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1830000 | PA      | $1873095.20    | 0.00%             | 2028-07-19      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1210000 | PA      | $1248839.39    | 0.00%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    1990000 | PA      | $2037186.74    | 0.00%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    4020000 | PA      | $4159537.90    | 0.00%             | 2034-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JPN BANK FOR INT'L COOP                                                          | Japan Bank for International Cooperation                                        | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |      60000 | PA      | $60840.59      | 0.00%             | 2027-07-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    1510000 | PA      | $1487783.49    | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     745000 | PA      | $738293.80     | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    2714000 | PA      | $2387577.97    | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    2020000 | PA      | $2003967.24    | 0.00%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     370000 | PA      | $372144.33     | 0.00%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     950000 | PA      | $979801.77     | 0.00%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN INT'L COOP AGENCY                                                          | Japan International Cooperation Agency                                          | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    1170000 | PA      | $1190516.66    | 0.00%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3954710.18    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                                            | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2786215.46    | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5072600.07    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5910000 | PA      | $5991718.46    | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                         | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5202802.28    | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    7440000 | PA      | $8264204.32    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                         | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    4440000 | PA      | $5043538.12    | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JD.COM INC                                                                       | JD.com Inc                                                                      | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    2265000 | PA      | $2210647.88    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| JD.COM INC                                                                       | JD.com Inc                                                                      | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    1900000 | PA      | $1605808.47    | 0.00%             | 2050-01-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3003000 | PA      | $3189107.14    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    2726000 | PA      | $2808081.25    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    2139000 | PA      | $2252035.75    | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    4838000 | PA      | $4866464.03    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    4970000 | PA      | $4888293.05    | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $3700616.65    | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4242577.34    | 0.00%             | 2031-10-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    5105000 | PA      | $5293696.12    | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    5920000 | PA      | $6270301.67    | 0.00%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1270873.99    | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2444382.64    | 0.00%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1781995.74    | 0.00%             | 2036-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                                          | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2391370.38    | 0.00%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                          | JetBlue 2019-1 Class AA Pass Through Trust                                      | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2420614 | PA      | $2157336.44    | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                                                             | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2492780 | PA      | $2359837.32    | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1950000 | PA      | $1654281.00    | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS STWD LIQUOR PROFITS REVENUE                               | CUSIP: 47770VCV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2190000 | PA      | $2235611.70    | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust 2024-C                                                   | CUSIP: 477911AD3<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    2140000 | PA      | $2144722.10    | 0.00%             | 2029-06-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3235000 | PA      | $3374340.57    | 0.00%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust 2025                                                     | CUSIP: 47800DAD6<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    3900000 | PA      | $3926843.51    | 0.00%             | 2029-09-17      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust 2024                                                     | CUSIP: 47800RAD5<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    3290000 | PA      | $3316078.42    | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | John Deere Owner Trust 2024                                                     | CUSIP: 47800RAE3<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    1850000 | PA      | $1883446.98    | 0.00%             | 2031-02-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JOHN SEVIER COMB CYCLE                                                           | John Sevier Combined Cycle Generation LLC                                       | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     571864 | PA      | $559644.19     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                                                         | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    3091000 | PA      | $2527584.17    | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                        | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    2283000 | PA      | $1886391.24    | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                        | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1061832.78    | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                                                         | Johns Hopkins University                                                        | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1488896.34    | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2873000 | PA      | $3201909.89    | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2384000 | PA      | $2530131.24    | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4304000 | PA      | $4847550.91    | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3403000 | PA      | $3783891.83    | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2747000 | PA      | $2692940.14    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1788519.77    | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4008000 | PA      | $4102409.84    | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1938000 | PA      | $1825863.93    | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4796000 | PA      | $4446797.20    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    9009000 | PA      | $7440477.87    | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3870772.28    | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6841000 | PA      | $6267480.66    | 0.00%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4996000 | PA      | $4110234.58    | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    9001000 | PA      | $8874340.45    | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4785000 | PA      | $4256836.63    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $2583517.98    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4936000 | PA      | $4714984.78    | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    7323000 | PA      | $6535922.93    | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4896000 | PA      | $3497828.23    | 0.00%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $907812.46     | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5493000 | PA      | $3127171.00    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5470000 | PA      | $5657155.56    | 0.00%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $6348085.61    | 0.00%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $4140910.10    | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3640000 | PA      | $3723682.22    | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4646125.67    | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2700209.10    | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $4077320.23    | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3723927.15    | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4928900.95    | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    1249000 | PA      | $1369928.87    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    2685000 | PA      | $2412045.48    | 0.00%             | 2044-07-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    2307000 | PA      | $2026836.65    | 0.00%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    2687000 | PA      | $2351627.93    | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3445000 | PA      | $3082590.86    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2655000 | PA      | $2341876.57    | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS/TYCO FI                                                         | Johnson Controls International plc / Tyco Fire & Security Finance SCA           | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2990000 | PA      | $3062487.14    | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                                                         | Johnsonville Aeroderivative Combustion Turbine Generation LLC                   | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     967869 | PA      | $947341.86     | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                                                           | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1210054.19    | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                          | JPMorgan Chase Bank NA                                                          | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |   10165000 | PA      | $10276163.32   | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7849000 | PA      | $8074645.01    | 0.01%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                    | JPMCC Commercial Mortgage Securities Trust 2019-COR4                            | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3374334.43    | 0.00%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    2569000 | PA      | $2579822.40    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    3131000 | PA      | $3061381.43    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    3131000 | PA      | $2768007.67    | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    4033000 | PA      | $4048537.29    | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    2279000 | PA      | $2138049.75    | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    3993000 | PA      | $2844009.42    | 0.00%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3894996.51    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $5975956.59    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $3950630.40    | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1820065.54    | 0.00%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                                                     | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2879398.95    | 0.00%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    2782000 | PA      | $2671115.38    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    4428000 | PA      | $4387355.57    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    7262000 | PA      | $6164953.70    | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    4178000 | PA      | $2993358.56    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    5692000 | PA      | $4281812.24    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    5827000 | PA      | $3911645.40    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $2005116.70    | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $1648642.98    | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1504000 | PA      | $1251364.71    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                                                                     | Evergy Metro Inc                                                                | CUSIP: 485134BS8<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1843000 | PA      | $1490842.86    | 0.00%             | 2049-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUTH REVENUE                                                  | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     605000 | PA      | $437269.95     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: —       |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    3552000 | PA      | $4090567.45    | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    2859000 | PA      | $2536256.58    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    3337000 | PA      | $3304460.25    | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    3549000 | PA      | $3575164.19    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2157215.30    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1460563.31    | 0.00%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1698248.38    | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $2756487.17    | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                                                      | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1810187.93    | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                  | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1286496.14    | 0.00%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                                                                   | Kennametal Inc                                                                  | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1516587.94    | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    3714000 | PA      | $3712457.02    | 0.00%             | 2040-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    2596000 | PA      | $2241102.42    | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $1937963.28    | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1884672.17    | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1844117.70    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4629531.93    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    5460000 | PA      | $5626814.52    | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    5990000 | PA      | $6141869.56    | 0.00%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3391725.96    | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $6804553.70    | 0.01%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3488987.22    | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2979270.22    | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $1828101.58    | 0.00%             | 2048-05-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3537041.71    | 0.00%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3304000 | PA      | $3136056.13    | 0.00%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $2621962.53    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $1675233.63    | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2738000 | PA      | $2440145.44    | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    5935000 | PA      | $5863941.55    | 0.00%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3865000 | PA      | $3721162.09    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4630000 | PA      | $3802483.99    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3138806.71    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2888689.72    | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2234276.06    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2207162.54    | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4528686.41    | 0.00%             | 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        |    2145000 | PA      | $2154735.38    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2560145.42    | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     810000 | PA      | $853191.61     | 0.00%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1719620.32    | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    3251000 | PA      | $3251337.26    | 0.00%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    3831000 | PA      | $3614150.69    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    3989000 | PA      | $3889011.81    | 0.00%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    3148000 | PA      | $3149912.79    | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4707438.81    | 0.00%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                          | KeyCorp                                                                         | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     370000 | PA      | $380446.59     | 0.00%             | 2031-04-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    4418000 | PA      | $4554171.60    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    4943000 | PA      | $5003873.05    | 0.00%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1958000 | PA      | $1927262.57    | 0.00%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                      | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3308378.84    | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID USA                                                                | National Grid USA                                                               | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    1272000 | PA      | $1337513.99    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    5298000 | PA      | $5319880.53    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    4679000 | PA      | $4473455.55    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1170467.40    | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                                                            | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     925000 | PA      | $964424.22     | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    2493000 | PA      | $2449264.78    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    2804000 | PA      | $2815252.96    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    2414000 | PA      | $2238759.85    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    3488000 | PA      | $2924337.84    | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    3235000 | PA      | $2665221.04    | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    1060000 | PA      | $1102173.24    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     180000 | PA      | $182660.55     | 0.00%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    3593000 | PA      | $4197488.87    | 0.00%             | 2037-08-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2536891.63    | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1410715.91    | 0.00%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1172000 | PA      | $941560.23     | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    3407000 | PA      | $3424350.39    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4197942.32    | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1579000 | PA      | $1052424.90    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    4058000 | PA      | $3910976.87    | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    3481000 | PA      | $3321880.04    | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    2883000 | PA      | $2599718.03    | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1974225.52    | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1997000 | PA      | $1703949.32    | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1671000 | PA      | $1392525.89    | 0.00%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    3159000 | PA      | $3153336.07    | 0.00%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2186653.11    | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1227000 | PA      | $927044.23     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1875000 | PA      | $1749955.07    | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1683000 | PA      | $1606298.66    | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1316000 | PA      | $1169670.67    | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     586000 | PA      | $546801.35     | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    3065000 | PA      | $3070947.72    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    2712000 | PA      | $3009712.16    | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1540000 | PA      | $1541744.74    | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    1725000 | PA      | $1777178.51    | 0.00%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1261000 | PA      | $1435475.36    | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AL0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1666000 | PA      | $1941402.91    | 0.00%             | 2032-03-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3366731.98    | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2466000 | PA      | $2606105.94    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2001000 | PA      | $2196339.44    | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $6632234.47    | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    3002000 | PA      | $3286960.05    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2338000 | PA      | $2560864.52    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2836000 | PA      | $3041927.97    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2032000 | PA      | $2028649.29    | 0.00%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2733618.88    | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2441951.07    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3013539.54    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2483017.82    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4921356.58    | 0.00%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4730000 | PA      | $4900557.27    | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3923000 | PA      | $4023443.00    | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    7210000 | PA      | $7039382.70    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3133000 | PA      | $2859280.69    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    7001000 | PA      | $7039759.92    | 0.01%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3893000 | PA      | $3605232.98    | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2517333.77    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2737000 | PA      | $1825322.87    | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $2919519.55    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3936000 | PA      | $3967149.43    | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3571918.94    | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    4635000 | PA      | $4789385.69    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3058820.82    | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2843611.98    | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     965000 | PA      | $1000142.46    | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1220000 | PA      | $1294303.95    | 0.00%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                | Kinross Gold Corp                                                               | CUSIP: 496902AQ0<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    3515000 | PA      | $3536288.63    | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KINROSS GOLD CORP                                                                | Kinross Gold Corp                                                               | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |     860000 | PA      | $943003.73     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIRBY CORPORATION                                                                | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    3127000 | PA      | $3130608.65    | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     350000 | PA      | $362995.67     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    1240000 | PA      | $1260897.04    | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                             | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |     650000 | PA      | $665518.57     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    3255000 | PA      | $3686831.09    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    2757000 | PA      | $2607059.09    | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    3620000 | PA      | $3243834.40    | 0.00%             | 2031-01-19      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    4105000 | PA      | $3969888.48    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    4344000 | PA      | $3915274.00    | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DR6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1555000 | PA      | $1525879.70    | 0.00%             | 2027-02-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DU9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    5700000 | PA      | $5765102.95    | 0.00%             | 2032-09-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    5736000 | PA      | $5805108.36    | 0.00%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    7703000 | PA      | $7787033.72    | 0.01%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    2060000 | PA      | $2149306.85    | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    2065000 | PA      | $2258311.09    | 0.00%             | 2033-10-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1115000 | PA      | $1125533.14    | 0.00%             | 2027-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    3555000 | PA      | $3627712.73    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     990000 | PA      | $996219.49     | 0.00%             | 2027-10-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1675000 | PA      | $1702932.70    | 0.00%             | 2028-02-03      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     625000 | PA      | $649719.14     | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                           | Korea Development Bank/The                                                      | CUSIP: 500630EK0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    4330000 | PA      | $4313909.16    | 0.00%             | 2030-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAL8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |     981000 | PA      | $891970.85     | 0.00%             | 2044-06-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAM6<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    7247000 | PA      | $7174181.49    | 0.01%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    1313000 | PA      | $1128661.42    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAP9<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    1935000 | PA      | $1922991.70    | 0.00%             | 2028-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAQ7<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    5765000 | PA      | $5541974.40    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    4085000 | PA      | $3609630.59    | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAU8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    3485000 | PA      | $3126366.49    | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    3320000 | PA      | $3411380.21    | 0.00%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   10782000 | PA      | $7042925.10    | 0.01%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   14383000 | PA      | $8889827.24    | 0.01%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   12102000 | PA      | $11929516.97   | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   10451000 | PA      | $9778172.56    | 0.01%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    5599000 | PA      | $4888985.88    | 0.00%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    4666000 | PA      | $4627338.88    | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    6320000 | PA      | $6351014.07    | 0.00%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   17592000 | PA      | $17860850.27   | 0.01%             | 2033-07-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    5994000 | PA      | $6288551.69    | 0.00%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    8816000 | PA      | $8937431.50    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    8441000 | PA      | $8697178.95    | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    7582000 | PA      | $7651434.14    | 0.01%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    3140000 | PA      | $3136999.79    | 0.00%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    9863000 | PA      | $10258625.15   | 0.01%             | 2030-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     655000 | PA      | $660616.32     | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   24955000 | PA      | $25092132.22   | 0.02%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     889000 | PA      | $894945.58     | 0.00%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769KM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     230000 | PA      | $229979.25     | 0.00%             | 2028-08-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    6576000 | PA      | $6093732.73    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $3268781.02    | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $4305318.80    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   11790000 | PA      | $9909648.03    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3032337.11    | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    7070000 | PA      | $6580756.71    | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAT3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2041061.84    | 0.00%             | 2029-01-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $3822531.55    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $1974850.94    | 0.00%             | 2039-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    5955000 | PA      | $5225304.49    | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    7715000 | PA      | $7689088.71    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2537000 | PA      | $2515700.54    | 0.00%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3147734.03    | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2317576.67    | 0.00%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2338533.84    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2610040.39    | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $3192184.72    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1655358.81    | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2221000 | PA      | $2102926.55    | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2380045.95    | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2536000 | PA      | $1992015.35    | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4836000 | PA      | $4140887.09    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4782582.77    | 0.00%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2534000 | PA      | $2216252.69    | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4646000 | PA      | $4713053.16    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3057000 | PA      | $2959390.27    | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3566000 | PA      | $2785645.23    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2533000 | PA      | $2335193.67    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2330927.33    | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    9010000 | PA      | $9143724.53    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    6555000 | PA      | $6390193.34    | 0.00%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $6104038.19    | 0.00%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    2962000 | PA      | $2833763.76    | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3406093.51    | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $2642752.33    | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1253320.90    | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| LKQ CORP                                                                         | LKQ Corp                                                                        | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     250000 | PA      | $258632.52     | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ CORP                                                                         | LKQ Corp                                                                        | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     315000 | PA      | $336874.27     | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2556648.61    | 0.00%             | 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        |    2700000 | PA      | $2751069.77    | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2288360.50    | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3720547.66    | 0.00%             | 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        |    2340000 | PA      | $2399071.62    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     745000 | PA      | $755630.18     | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    2085000 | PA      | $2131349.11    | 0.00%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                 | LPL Holdings Inc                                                                | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1462795.54    | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2916000 | PA      | $2776946.87    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    3947000 | PA      | $3939723.82    | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3752800.08    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3809371.42    | 0.00%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    6445000 | PA      | $6541433.76    | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $7028678.35    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2407525.80    | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2542318.24    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2389733.05    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    3065000 | PA      | $3188501.78    | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2762266.91    | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    3244000 | PA      | $2853374.97    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    4520000 | PA      | $3800609.41    | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANC                                                         | LYB International Finance II BV                                                 | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |    2460000 | PA      | $2445909.42    | 0.00%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    4418000 | PA      | $3241724.16    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    4742000 | PA      | $3453720.23    | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    3092000 | PA      | $2757286.39    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    4458000 | PA      | $3289777.27    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAJ2<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    4836000 | PA      | $3177989.05    | 0.00%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2098426.44    | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3254482.46    | 0.00%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3557635.35    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     955000 | PA      | $988514.97     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     435000 | PA      | $436650.54     | 0.00%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     650000 | PA      | $653125.82     | 0.00%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    4303000 | PA      | $3889056.18    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    4370000 | PA      | $4343369.05    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2812000 | PA      | $2679405.68    | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2619560.17    | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    3530000 | PA      | $3540155.25    | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2708731.31    | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $4172077.02    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                                         | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp              | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              |  | US        |     280000 | PA      | $286378.89     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $3340925.67    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    3636000 | PA      | $3641641.73    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    7505000 | PA      | $6829324.47    | 0.01%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    3894000 | PA      | $2586931.04    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    3386000 | PA      | $2169285.53    | 0.00%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    1128000 | PA      | $1104571.24    | 0.00%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    7918000 | PA      | $6967686.63    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: —       |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CC6<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    2540000 | PA      | $2551945.44    | 0.00%             | 2027-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     953000 | PA      | $960613.15     | 0.00%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    2324000 | PA      | $2490119.43    | 0.00%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    2710000 | PA      | $2798913.07    | 0.00%             | 2029-04-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CG7<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    4055000 | PA      | $4137683.52    | 0.00%             | 2030-05-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCH. RENTENBANK                                                          | Landwirtschaftliche Rentenbank                                                  | CUSIP: 515110CH5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |     250000 | PA      | $249821.96     | 0.00%             | 2030-10-08      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4930000 | PA      | $4800634.19    | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $3442438.03    | 0.00%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2887116.14    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2549586.86    | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3344097.35    | 0.00%             | 2028-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                             | Las Vegas Sands Corp                                                            | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2943925.51    | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENI USA INC                                                                      | Eni USA Inc                                                                     | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1406501.24    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    3268000 | PA      | $3290422.30    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    3747000 | PA      | $3757801.18    | 0.00%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2201869.69    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | Lazard Group LLC                                                                | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1411341.58    | 0.00%             | 2035-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    2679000 | PA      | $2661407.01    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    3470000 | PA      | $3168294.99    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2613165.84    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1901649.12    | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1784601.20    | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $1487626.77    | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    3032000 | PA      | $2973364.09    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    3212000 | PA      | $3158067.40    | 0.00%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $2000721.95    | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                   | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    2828000 | PA      | $2839117.41    | 0.00%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    1553000 | PA      | $1553651.10    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    4138000 | PA      | $3725361.29    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | Leidos Inc                                                                      | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     180000 | PA      | $190913.07     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                     | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    3998000 | PA      | $4030019.50    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                     | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    2413000 | PA      | $2431534.57    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                                                      | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2344286.00    | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    1993000 | PA      | $1917544.82    | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                         | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2764510.31    | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                            | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     968000 | PA      | $890063.87     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                            | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     357000 | PA      | $379569.62     | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                             | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     675000 | PA      | $591136.65     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457AZ1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     960000 | PA      | $981757.99     | 0.00%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3282729.27    | 0.00%             | 2037-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BJ6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $3462154.55    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BP2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4044000 | PA      | $4008099.43    | 0.00%             | 2027-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2718000 | PA      | $2255538.06    | 0.00%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2036416.51    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3271000 | PA      | $2637779.34    | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5773295.03    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    7042000 | PA      | $4164921.18    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4655000 | PA      | $2620331.43    | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4243612.21    | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4289000 | PA      | $4020054.91    | 0.00%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3795000 | PA      | $3528820.75    | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5185000 | PA      | $5228339.19    | 0.00%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4900049.87    | 0.00%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    7015000 | PA      | $7151498.22    | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5445000 | PA      | $5186382.76    | 0.00%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5930000 | PA      | $5615929.17    | 0.00%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4557719.87    | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5775000 | PA      | $5843773.78    | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5745000 | PA      | $5815534.98    | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $4810959.00    | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $2471653.44    | 0.00%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3628700.49    | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4490185.43    | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3165000 | PA      | $3295229.05    | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5105000 | PA      | $5329056.97    | 0.00%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3448494.10    | 0.00%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $4165837.14    | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $5520642.63    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $5528415.75    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4915000 | PA      | $5011327.17    | 0.00%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    6045000 | PA      | $6209057.67    | 0.00%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1853594.60    | 0.00%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2974676.74    | 0.00%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1734930.04    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2223000 | PA      | $2519857.55    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1763000 | PA      | $1754923.27    | 0.00%             | 2026-12-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1119000 | PA      | $904377.98     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2459000 | PA      | $2443054.02    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    3276000 | PA      | $3125731.68    | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    3014000 | PA      | $2857541.96    | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     584000 | PA      | $542794.97     | 0.00%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1341093.88    | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1329917.21    | 0.00%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                                                                    | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |     555000 | PA      | $563578.26     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4089000 | PA      | $3911588.55    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7467000 | PA      | $7390958.01    | 0.01%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4973000 | PA      | $5007014.72    | 0.00%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7673000 | PA      | $7762033.89    | 0.01%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4675000 | PA      | $5467569.72    | 0.00%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    2715000 | PA      | $2817431.44    | 0.00%             | 2029-03-06      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5580000 | PA      | $5852489.76    | 0.00%             | 2035-11-26      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $4063946.20    | 0.00%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $528742.19     | 0.00%             | 2036-06-13      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6089000 | PA      | $6072630.03    | 0.00%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7189000 | PA      | $5991004.70    | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6500000 | PA      | $4886219.65    | 0.00%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5020000 | PA      | $4995131.07    | 0.00%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3035000 | PA      | $3098751.02    | 0.00%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10380000 | PA      | $10985842.30   | 0.01%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7200000 | PA      | $7300365.05    | 0.01%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4710000 | PA      | $4938449.79    | 0.00%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5630000 | PA      | $5730887.18    | 0.00%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5220000 | PA      | $5235537.07    | 0.00%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4400000 | PA      | $4389270.47    | 0.00%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2931573.26    | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2192000 | PA      | $2368914.90    | 0.00%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4563000 | PA      | $3960521.42    | 0.00%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2308000 | PA      | $2146013.87    | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5470000 | PA      | $4464173.45    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2212068.68    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    5734000 | PA      | $5267027.11    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    8201000 | PA      | $6647502.94    | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BP3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3425659.85    | 0.00%             | 2030-06-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4908000 | PA      | $3184062.99    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3509456.49    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2770358.90    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $3424546.65    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4895000 | PA      | $5008313.62    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4335000 | PA      | $4577607.10    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3884454.04    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3084974.45    | 0.00%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1909387.43    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $4127183.87    | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4070155.44    | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2708596.87    | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2788458.08    | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2648954.45    | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $2035369.04    | 0.00%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2164668.44    | 0.00%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2837964.05    | 0.00%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3535000 | PA      | $3628273.03    | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     966000 | PA      | $1048539.77    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    4257000 | PA      | $3671385.58    | 0.00%             | 2043-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3163116.63    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CA CMNTY CLG DIST                                                   | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1100000 | PA      | $1241760.11    | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES CA DEPT OF ARPTS CUSTOMER FAC CHARGE REVENUE                        | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     455000 | PA      | $399850.06     | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                           | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    5325000 | PA      | $5787940.06    | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LOS ANGELES CA DEPT WTR & PWR REVENUE                                           | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     385000 | PA      | $418448.49     | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Los Angeles County Public Works Financing Authority                              | LOS ANGELES CNTY CA PUBLIC WKS FING AUTH LEASE REVENUE                          | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1150000 | PA      | $1380118.09    | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    2280000 | PA      | $2283354.68    | 0.00%             | 2033-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    1560000 | PA      | $1550944.71    | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    4415000 | PA      | $4325155.19    | 0.00%             | 2039-08-01      | Fixed         | 4.48%                 | No            |                  2 | On Loan: —       |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAR1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    1148019 | PA      | $1171580.42    | 0.00%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    1705000 | PA      | $1769810.84    | 0.00%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LOUISIANA ST LOCAL GOVT ENVRNMNTL FACS & CMNTY DEV AUTH                         | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    3975000 | PA      | $4114540.75    | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1416160.74    | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1999185.87    | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2435030.83    | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3904355.32    | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1878000 | PA      | $1969410.26    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2277501.26    | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $1809889.97    | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6126000 | PA      | $4691980.28    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6491000 | PA      | $6409517.31    | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6849000 | PA      | $5498455.00    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6443000 | PA      | $6350997.18    | 0.00%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2923000 | PA      | $2496046.16    | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5494000 | PA      | $5565682.42    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1916000 | PA      | $1874533.24    | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $1987552.54    | 0.00%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4702000 | PA      | $4419063.07    | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5333000 | PA      | $4734125.91    | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    7843000 | PA      | $5067988.64    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    7687000 | PA      | $7059381.13    | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2347000 | PA      | $1665353.63    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4673000 | PA      | $4389353.76    | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4721000 | PA      | $3427123.13    | 0.00%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $3625741.44    | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3188000 | PA      | $3161628.32    | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6480000 | PA      | $6225606.60    | 0.00%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6310000 | PA      | $5054588.08    | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4444810.34    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $6544807.75    | 0.00%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4355279.69    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $4429283.21    | 0.00%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2419750.62    | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    3040000 | PA      | $3052136.29    | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4788760.35    | 0.00%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4299739.94    | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4628478.03    | 0.00%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4282899.07    | 0.00%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $4431486.39    | 0.00%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| LUBRIZOL CORP                                                                    | Lubrizol Corp/The                                                               | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    1952000 | PA      | $2220534.90    | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                                            | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    4057000 | PA      | $3123422.43    | 0.00%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2897380.14    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    4845000 | PA      | $4889003.11    | 0.00%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    3615000 | PA      | $3919421.46    | 0.00%             | 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        |    4880000 | PA      | $5192347.72    | 0.00%             | 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        |    1870000 | PA      | $1895879.15    | 0.00%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $3349148.92    | 0.00%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2973475.04    | 0.00%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                             | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1093784.20    | 0.00%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    3372000 | PA      | $3162515.24    | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    1976000 | PA      | $1911023.84    | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $1790585.35    | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1038520.05    | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: —       |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $3270166.05    | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    6040000 | PA      | $6124901.50    | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                             | MGIC Investment Corp                                                            | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1039979.64    | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6642000 | PA      | $6636032.89    | 0.00%             | 2027-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5048000 | PA      | $4540587.61    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8815000 | PA      | $8086946.41    | 0.01%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    7144000 | PA      | $5997073.45    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1944000 | PA      | $1618011.07    | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $6105853.80    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $4351471.08    | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    7881000 | PA      | $7312724.10    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4247000 | PA      | $4256885.57    | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2926000 | PA      | $2637564.81    | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6688000 | PA      | $6193010.42    | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6181557.86    | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4500073.91    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $3487186.61    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2018553.71    | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5877145.94    | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2902885.01    | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2767076.23    | 0.00%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3532095.16    | 0.00%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3024443.16    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $4795787.36    | 0.00%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3699235.38    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1558771.32    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1521653.05    | 0.00%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                                                              | MSD Investment Corp                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     830000 | PA      | $834363.05     | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                   | MSWF Commercial Mortgage Trust 2023-2                                           | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1485588 | PA      | $1615619.32    | 0.00%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    2383000 | PA      | $2205031.98    | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    2390000 | PA      | $2497146.19    | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    2700000 | PA      | $2774845.73    | 0.00%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| MAGNA INTERNATIONAL INC                                                          | Magna International Inc                                                         | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     585000 | PA      | $621255.14     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     930000 | PA      | $967535.93     | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1614161.80    | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                         | Main Street Capital Corp                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70164.19      | 0.00%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     390000 | PA      | $366817.71     | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |      75000 | PA      | $75516.16      | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MANITOBA (PROVINCE OF)                                                           | Province of Manitoba Canada                                                     | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    7440000 | PA      | $7764223.07    | 0.01%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                                                         | Manufacturers & Traders Trust Co                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3157259.61    | 0.00%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    3288000 | PA      | $3294672.60    | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    4013000 | PA      | $3993992.10    | 0.00%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    3460000 | PA      | $3387012.34    | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    3910000 | PA      | $3764167.83    | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4556000 | PA      | $4893255.85    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4501000 | PA      | $3909905.27    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2478000 | PA      | $2111344.49    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    5899000 | PA      | $5946720.49    | 0.00%             | 2026-12-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3413000 | PA      | $3389898.90    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3202000 | PA      | $2603575.21    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2945000 | PA      | $3036931.92    | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2986001.59    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    2460000 | PA      | $2541619.36    | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                                  | Marex Group PLC                                                                 | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     329000 | PA      | $334224.46     | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2460360.88    | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2867000 | PA      | $2832750.93    | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2121000 | PA      | $1742147.11    | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2100670.07    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $2061240.04    | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2651000 | PA      | $2082282.38    | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $2181516.18    | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2549013.79    | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $2111884.56    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3052000 | PA      | $2628198.79    | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4335000 | PA      | $3634449.17    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    8257000 | PA      | $8352575.52    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3378000 | PA      | $3287951.81    | 0.00%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5451000 | PA      | $4999310.95    | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $4220004.05    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     755000 | PA      | $677465.49     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $1675312.67    | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1877850.04    | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $2161114.47    | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1766932.50    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $3166091.44    | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4485000 | PA      | $4585152.65    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1941000 | PA      | $2011270.57    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1695729.60    | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $6151232.67    | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    6185000 | PA      | $6311290.59    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5810836.91    | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    9310000 | PA      | $9474668.11    | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    6755000 | PA      | $6607397.98    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2391245.63    | 0.00%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2084000 | PA      | $2083981.93    | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2679000 | PA      | $2723264.23    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5182000 | PA      | $5259990.29    | 0.00%             | 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        |    4119000 | PA      | $3854587.22    | 0.00%             | 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        |    2361000 | PA      | $2191006.87    | 0.00%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $3745513.25    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3918785.52    | 0.00%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4393776.97    | 0.00%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $3094019.10    | 0.00%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1609900.44    | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3354841.74    | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3036012.47    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2895530.23    | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2510157.95    | 0.00%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    6615000 | PA      | $6835885.63    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     955000 | PA      | $958103.03     | 0.00%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4317520.01    | 0.00%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1469487.66    | 0.00%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    2383000 | PA      | $2366643.68    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3614000 | PA      | $3578848.18    | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    4115000 | PA      | $3461264.35    | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3516000 | PA      | $3279788.62    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2060149.68    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $3543629.10    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1930775.66    | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2224621.88    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4342000 | PA      | $4179206.83    | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3860000 | PA      | $3582080.35    | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1851226.78    | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1416144.16    | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1902798.46    | 0.00%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1841124.26    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | Marvell Technology Inc                                                          | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2305000 | PA      | $2382581.55    | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP                                                       | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    1370000 | PA      | $1391821.83    | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: —       |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV CORP                                                       | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |    2785000 | PA      | $2738077.93    | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: —       |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2500000 | PA      | $1956771.65    | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $1952772.83    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    2338000 | PA      | $2314728.16    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    2324000 | PA      | $2084774.02    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2342747.59    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    2021000 | PA      | $1351590.86    | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    3477000 | PA      | $3279901.56    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $3225623.04    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2478000 | PA      | $2124041.04    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     819000 | PA      | $765561.68     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     708000 | PA      | $507778.76     | 0.00%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2636000 | PA      | $1830674.90    | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2284000 | PA      | $1333954.21    | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2608000 | PA      | $1807847.74    | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2565931.19    | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    3700000 | PA      | $3836287.06    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582PUT5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    1950000 | PA      | $1984465.68    | 0.00%             | 2029-05-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: —       |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    2675000 | PA      | $1846844.10    | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH BLDG AUTH SALES TAX REVENUE                                | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1060000 | PA      | $1116267.78    | 0.00%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST SPL OBLG REVENUE                                               | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    2900000 | PA      | $2895825.86    | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: —       |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASSACHUSETTS ST TRANSPRTN FUND REVENUE                                         | CUSIP: 57604TAD8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    2435000 | PA      | $2553586.23    | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                                                       | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     970000 | PA      | $1014656.37    | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2742000 | PA      | $2241583.44    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3579850.42    | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2556000 | PA      | $2110160.45    | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4796000 | PA      | $3726459.24    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    5259000 | PA      | $5100107.62    | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7475000 | PA      | $7312639.56    | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    6639000 | PA      | $5321445.57    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    6310000 | PA      | $6274289.75    | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $3938364.42    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $2308559.30    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $3854251.69    | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5172862.08    | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4261000 | PA      | $4399648.13    | 0.00%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4675234.07    | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2094510.31    | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $3346044.54    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3482844.44    | 0.00%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1795839.24    | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $3088055.21    | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | Mattel Inc                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1506601.56    | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | Mattel Inc                                                                      | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1337839.37    | 0.00%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1231576.51    | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     290000 | PA      | $236867.07     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    2611000 | PA      | $2156245.79    | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    2261000 | PA      | $1495426.37    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $5285464.50    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1652578.20    | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $2897918.74    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    3193000 | PA      | $2823097.53    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2642338.15    | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2091754.85    | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3898000 | PA      | $4362223.11    | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3363000 | PA      | $3757384.93    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1800498.80    | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEK6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1447000 | PA      | $1412947.91    | 0.00%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2436000 | PA      | $2011943.56    | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2441000 | PA      | $1966649.21    | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2819000 | PA      | $2527445.77    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3921000 | PA      | $3927629.16    | 0.00%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $7385894.24    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4799000 | PA      | $4772522.05    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4824000 | PA      | $4180219.69    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5256000 | PA      | $5243465.23    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3076962.22    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5208000 | PA      | $4963952.86    | 0.00%             | 2029-09-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    8037000 | PA      | $6022540.26    | 0.00%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3695000 | PA      | $3417275.41    | 0.00%             | 2030-03-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5008000 | PA      | $4975898.47    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4695000 | PA      | $4613440.53    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3556000 | PA      | $2925267.94    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1734653.51    | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $2983645.42    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $3053513.67    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $3172065.92    | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $3766537.96    | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2805112.47    | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $2026386.10    | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1896723.75    | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2450481.46    | 0.00%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2295943.90    | 0.00%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2782540.04    | 0.00%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2802000 | PA      | $2802622.35    | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2971000 | PA      | $3042102.42    | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2380335.90    | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2629805.54    | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3294596.38    | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $3859457.54    | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                    | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3624930.03    | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCLAREN HEALTH CARE CORP                                                         | McLaren Health Care Corp                                                        | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    2702000 | PA      | $2327488.86    | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1774179.67    | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                                                         | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    3143000 | PA      | $2836251.65    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                   | CUSIP: 585055AY2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     100000 | PA      | $86233.15      | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    9010000 | PA      | $8926913.47    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    8587000 | PA      | $7942335.78    | 0.01%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDSTAR HEALTH INC                                                               | MedStar Health Inc                                                              | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    1777000 | PA      | $1338983.40    | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    6070000 | PA      | $6113127.23    | 0.00%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                                                         | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    4405000 | PA      | $4434120.00    | 0.00%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                                         | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    1628000 | PA      | $1187544.00    | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     690000 | PA      | $674579.37     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1421987.22    | 0.00%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    2009000 | PA      | $1684461.60    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                                                         | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     781000 | PA      | $528147.95     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                                                 | MercadoLibre Inc                                                                | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |     150000 | PA      | $138752.53     | 0.00%             | 2031-01-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | Mercedes-Benz Auto Lease Trust 2025-A                                           | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3100000 | PA      | $3151328.65    | 0.00%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST                                             | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8095907.52    | 0.01%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                                                         | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    1488000 | PA      | $1576035.23    | 0.00%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                                                         | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2290473.68    | 0.00%             | 2036-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2011403.62    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5422000 | PA      | $4750804.11    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8649000 | PA      | $7014324.90    | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4405000 | PA      | $3983086.90    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    6693000 | PA      | $5492608.64    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8511000 | PA      | $8377235.68    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5549000 | PA      | $4968906.76    | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5296000 | PA      | $3871307.15    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $3361763.19    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8745000 | PA      | $8488263.85    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBD6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5499000 | PA      | $5196654.64    | 0.00%             | 2028-12-10      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    9465000 | PA      | $8453865.50    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8945000 | PA      | $5688432.31    | 0.00%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    7036000 | PA      | $4225133.41    | 0.00%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3342925.63    | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4429000 | PA      | $4484599.94    | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4194444.77    | 0.00%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3354200.79    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    6670000 | PA      | $6306801.89    | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2935000 | PA      | $2774557.11    | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4675000 | PA      | $4690192.25    | 0.00%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3497671.87    | 0.00%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3531168.68    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4932874.84    | 0.00%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5690000 | PA      | $5898592.04    | 0.00%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORP                                                             | Mercury General Corp                                                            | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2557315.97    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                                                | Bon Secours Mercy Health Inc                                                    | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    1851000 | PA      | $1861158.42    | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                              | Meritage Homes Corp                                                             | CUSIP: 59001ABA9<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     710000 | PA      | $714298.84     | 0.00%             | 2027-06-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                                                              | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1194786.41    | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6152000 | PA      | $6693690.98    | 0.00%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7924000 | PA      | $9731773.12    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    3016000 | PA      | $1907907.85    | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $3161885.73    | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3768880.65    | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    6738000 | PA      | $7225699.74    | 0.01%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5297000 | PA      | $5563196.39    | 0.00%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3657000 | PA      | $4869197.60    | 0.00%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3917000 | PA      | $4142983.40    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3923000 | PA      | $3372989.79    | 0.00%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $4742861.16    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2526072.57    | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4586000 | PA      | $3823257.31    | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3529000 | PA      | $3194889.77    | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    5802000 | PA      | $5929550.99    | 0.00%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4215000 | PA      | $3910395.78    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $4272571.74    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3752755.98    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $4414014.98    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211201.90     | 0.00%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MET TRANSPRTN AUTH NY DEDICATED TAX FUND                                        | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    3870000 | PA      | $4629713.97    | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      50000 | PA      | $55144.46      | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59259YBZ1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     220000 | PA      | $242344.56     | 0.00%             | 2039-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     910000 | PA      | $1027955.71    | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WASHINGTON DC ARPTS AUTH DULLES TOLL ROAD REVENUE                           | CUSIP: 592643AA8<br>LEI: 7HERAVJJLN8J1DZ6AZ19 | Long             | DBT              | MUN               | US        |    1300000 | PA      | $1570481.56    | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: —       |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                             | CUSIP: 59333P3W6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     985000 | PA      | $921223.30     | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI-DADE CNTY FL TRANSIT SALES SURTAX REVENUE                                 | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1300000 | PA      | $985991.86     | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI-DADE CNTY FL SEAPORT REVENUE                                              | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     245000 | PA      | $254376.48     | 0.00%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: —       |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    2110000 | PA      | $1960925.55    | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH REVENUE                                                    | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     845000 | PA      | $721879.18     | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC FUND LTD OBLG REVENUE                                     | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     460000 | PA      | $357003.72     | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV REVENUES                                                       | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4035000 | PA      | $3017014.61    | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $3055149.38    | 0.00%             | 2039-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AJ3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3757676.89    | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    4795000 | PA      | $5116115.30    | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3186697.78    | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    8206000 | PA      | $7821586.65    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2995000 | PA      | $2550097.24    | 0.00%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2337005.90    | 0.00%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $3497281.81    | 0.00%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2406000 | PA      | $2278175.09    | 0.00%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    8556000 | PA      | $7913477.60    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    5960000 | PA      | $4899821.55    | 0.00%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1686291.90    | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   15810000 | PA      | $15754214.57   | 0.01%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1491000 | PA      | $1464944.70    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2577000 | PA      | $2346479.62    | 0.00%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2450149.85    | 0.00%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   28400000 | PA      | $17994694.40   | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   16382000 | PA      | $9749988.44    | 0.01%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   26101000 | PA      | $17695653.73   | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    8339000 | PA      | $5397185.01    | 0.00%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $4055134.16    | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $3622118.02    | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    2528000 | PA      | $2321588.55    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    7343000 | PA      | $4611848.99    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4313984.50    | 0.00%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    3205000 | PA      | $3252172.28    | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                         | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3474343.90    | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3119000 | PA      | $3216667.99    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4587000 | PA      | $4644736.94    | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4587000 | PA      | $4111627.22    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2080571.07    | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $1793429.06    | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3866668.67    | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4995000 | PA      | $5330460.25    | 0.00%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4005000 | PA      | $4154184.01    | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2167327.18    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     380000 | PA      | $399962.06     | 0.00%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4090000 | PA      | $4389627.18    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    3730000 | PA      | $3712731.78    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    2153000 | PA      | $2161941.80    | 0.00%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    3140000 | PA      | $3127379.62    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1705000 | PA      | $1616071.56    | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    2896000 | PA      | $2546722.07    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1620000 | PA      | $1033966.30    | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1070000 | PA      | $1087460.11    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1535000 | PA      | $1605141.04    | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     660000 | PA      | $669266.31     | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    1325000 | PA      | $1330094.52    | 0.00%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1940323.03    | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1132132.96    | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2092000 | PA      | $1941596.75    | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2372000 | PA      | $2083767.63    | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1463904.57    | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3770383.01    | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2578000 | PA      | $2071551.69    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3783000 | PA      | $2867809.34    | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    5330000 | PA      | $5278001.21    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    4549000 | PA      | $3793291.23    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3382000 | PA      | $2338739.11    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $1895979.60    | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2127633.16    | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3295666.07    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1670679.58    | 0.00%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1320925.41    | 0.00%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    1544000 | PA      | $1677302.83    | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    7268000 | PA      | $7947516.50    | 0.01%             | 2036-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    2618000 | PA      | $2843509.99    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3358000 | PA      | $3269568.41    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MYMICHIGAN HEALTH                                                                | MyMichigan Health                                                               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2518000 | PA      | $1793697.38    | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    2011000 | PA      | $1755131.12    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2260935.07    | 0.00%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    1428000 | PA      | $957852.65     | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | MISSISSIPPI ST                                                                  | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1035361.18    | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    4730000 | PA      | $3533895.91    | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4359000 | PA      | $4347756.44    | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4347000 | PA      | $4306808.55    | 0.00%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5568000 | PA      | $5574625.86    | 0.00%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2897000 | PA      | $2782947.75    | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4486000 | PA      | $4501354.86    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3101000 | PA      | $2927621.32    | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6529000 | PA      | $6472641.80    | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7550000 | PA      | $6669482.38    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7659000 | PA      | $7416412.13    | 0.01%             | 2029-07-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5260000 | PA      | $4924948.31    | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5685000 | PA      | $5170875.83    | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8434000 | PA      | $7547711.68    | 0.01%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3814000 | PA      | $3431108.38    | 0.00%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6395000 | PA      | $6269285.81    | 0.00%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4660000 | PA      | $4241328.36    | 0.00%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4155000 | PA      | $4154113.61    | 0.00%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3505000 | PA      | $3462187.55    | 0.00%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6535000 | PA      | $6755598.40    | 0.00%             | 2033-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5990000 | PA      | $6077935.78    | 0.00%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5050000 | PA      | $5162644.74    | 0.00%             | 2028-09-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3270000 | PA      | $3442611.04    | 0.00%             | 2033-09-13      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4890000 | PA      | $5032703.11    | 0.00%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CT9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2635000 | PA      | $2755170.81    | 0.00%             | 2031-02-22      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3920000 | PA      | $4122519.59    | 0.00%             | 2034-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2985000 | PA      | $3064645.74    | 0.00%             | 2029-04-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3395000 | PA      | $3571960.81    | 0.00%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4240000 | PA      | $4383776.58    | 0.00%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    7300000 | PA      | $7642666.75    | 0.01%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4760000 | PA      | $4924492.13    | 0.00%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5550000 | PA      | $5865683.94    | 0.00%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2500000 | PA      | $2588175.20    | 0.00%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    6390000 | PA      | $6763708.61    | 0.00%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5340000 | PA      | $5384718.28    | 0.00%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4600000 | PA      | $4726308.87    | 0.00%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2407000 | PA      | $2398153.55    | 0.00%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4893000 | PA      | $4830183.57    | 0.00%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6155000 | PA      | $6171349.71    | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4720000 | PA      | $4735823.14    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3642000 | PA      | $3509072.61    | 0.00%             | 2030-07-16      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2660000 | PA      | $2530914.72    | 0.00%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2468000 | PA      | $2293312.62    | 0.00%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBH1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4705000 | PA      | $4286109.57    | 0.00%             | 2031-07-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4210000 | PA      | $3783117.11    | 0.00%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2718000 | PA      | $2417968.43    | 0.00%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3030000 | PA      | $2699966.67    | 0.00%             | 2032-07-09      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4275000 | PA      | $3832619.37    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2550000 | PA      | $2473580.58    | 0.00%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4610000 | PA      | $4718913.09    | 0.00%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3115000 | PA      | $3313523.62    | 0.00%             | 2033-09-13      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3420000 | PA      | $3545433.97    | 0.00%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCR8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3520000 | PA      | $3717251.16    | 0.00%             | 2031-05-27      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4035000 | PA      | $4298035.36    | 0.00%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6685000 | PA      | $6959681.44    | 0.01%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4630000 | PA      | $4936682.50    | 0.00%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3630000 | PA      | $3762394.34    | 0.00%             | 2030-05-26      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3280000 | PA      | $3453481.89    | 0.00%             | 2035-05-26      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2610000 | PA      | $2708553.13    | 0.00%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3140000 | PA      | $3308183.17    | 0.00%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2010000 | PA      | $2072760.70    | 0.00%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2800000 | PA      | $2916992.88    | 0.00%             | 2036-05-13      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    5375000 | PA      | $5455604.79    | 0.00%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                                                           | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    6730000 | PA      | $6978730.44    | 0.01%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1648689.56    | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                            | Mohawk Industries Inc                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1902214.42    | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    5322000 | PA      | $4961772.87    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    8382000 | PA      | $6863344.80    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1678342.91    | 0.00%             | 2028-05-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    4143000 | PA      | $3909584.04    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $3214449.72    | 0.00%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    3186000 | PA      | $2774742.55    | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    3129000 | PA      | $2689180.13    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3251512.93    | 0.00%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1292672.62    | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2935936.04    | 0.00%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2404062.82    | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1840389.99    | 0.00%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1970976.44    | 0.00%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1654533.49    | 0.00%             | 2035-05-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                      | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1802000 | PA      | $1521642.28    | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1216000 | PA      | $865065.22     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2961000 | PA      | $2863033.42    | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    3634000 | PA      | $3580726.29    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    3056000 | PA      | $3074083.67    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $1862199.26    | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    1593000 | PA      | $1101544.11    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $2252230.97    | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    3652000 | PA      | $3244633.57    | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $1486900.86    | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1590923.29    | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2855032.67    | 0.00%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2623319.19    | 0.00%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   11960000 | PA      | $12190005.15   | 0.01%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    7220000 | PA      | $7284060.17    | 0.01%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   10170000 | PA      | $10376974.04   | 0.01%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                           | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $4294497.39    | 0.00%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                     | CUSIP: 61691GAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9521875 | PA      | $9456826.78    | 0.01%             | 2049-12-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2017-H1                                          | CUSIP: 61691JAV6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |   12000000 | PA      | $11868109.80   | 0.01%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I 2017-HR2                                               | CUSIP: 61691NAK1<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     796000 | PA      | $760138.83     | 0.00%             | 2050-12-15      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2018-L1                                          | CUSIP: 61691QAD0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   21700000 | PA      | $21607126.17   | 0.02%             | 2051-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UBJ7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $455409.52     | 0.00%             | 2052-11-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2019-L3                                          | CUSIP: 61691UBK4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $884308.32     | 0.00%             | 2052-11-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2021-L5                                          | CUSIP: 61691YAJ0<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1275000 | PA      | $1165187.27    | 0.00%             | 2054-05-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2020-HR8                                         | CUSIP: 61692BCB4<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |     200000 | PA      | $170329.45     | 0.00%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2021-L6                                          | CUSIP: 61692CBM9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1766562.42    | 0.00%             | 2054-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2021-L6                                          | CUSIP: 61692CBX5<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $833639.95     | 0.00%             | 2054-06-15      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9663000 | PA      | $9738294.87    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20302000 | PA      | $19082611.73   | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9890000 | PA      | $10089825.37   | 0.01%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8454000 | PA      | $8234690.98    | 0.01%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10190000 | PA      | $8975549.28    | 0.01%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $12810048.44   | 0.01%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10249000 | PA      | $6635616.66    | 0.00%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6524000 | PA      | $7568420.83    | 0.01%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18292000 | PA      | $18124574.60   | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11370000 | PA      | $10344653.85   | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10864000 | PA      | $10791257.15   | 0.01%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5997000 | PA      | $5678487.34    | 0.00%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14065000 | PA      | $14019684.68   | 0.01%             | 2027-01-20      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11170000 | PA      | $9830392.29    | 0.01%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11884000 | PA      | $10464401.30   | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25332000 | PA      | $22599026.27   | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14993000 | PA      | $13208581.72   | 0.01%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12378000 | PA      | $11151399.00   | 0.01%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10685000 | PA      | $10492534.62   | 0.01%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14158000 | PA      | $12993646.65   | 0.01%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10325000 | PA      | $10340799.01   | 0.01%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8710000 | PA      | $8924256.16    | 0.01%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7595000 | PA      | $7777067.72    | 0.01%             | 2033-07-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6893000 | PA      | $7163295.62    | 0.01%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7450000 | PA      | $8230950.65    | 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        |   13045000 | PA      | $13325094.15   | 0.01%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    6140000 | PA      | $6493489.87    | 0.00%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8880000 | PA      | $9090637.15    | 0.01%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   16945000 | PA      | $17592446.93   | 0.01%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $9406824.88    | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9765000 | PA      | $10244048.83   | 0.01%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5465000 | PA      | $5805783.90    | 0.00%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $9614397.96    | 0.01%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8015000 | PA      | $8246899.84    | 0.01%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   18195000 | PA      | $19060659.51   | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9760000 | PA      | $10294395.82   | 0.01%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9170000 | PA      | $9360436.78    | 0.01%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13480000 | PA      | $14092432.39   | 0.01%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14865000 | PA      | $15947699.56   | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    7745000 | PA      | $7955952.11    | 0.01%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15645000 | PA      | $16256082.75   | 0.01%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   16155000 | PA      | $16398437.92   | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12020000 | PA      | $12158075.54   | 0.01%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5105000 | PA      | $5207460.62    | 0.00%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10415000 | PA      | $10787172.11   | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12255000 | PA      | $13011932.40   | 0.01%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9503000 | PA      | $10740240.71   | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12615000 | PA      | $13048072.57   | 0.01%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12525000 | PA      | $13225694.72   | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4549491.67    | 0.00%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11025000 | PA      | $11033869.72   | 0.01%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9005000 | PA      | $9036775.31    | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10370000 | PA      | $10368764.41   | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     489891 | PA      | $485646.82     | 0.00%             | 2051-07-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YAZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | ABS-MBS          | CORP              | US        |    2538000 | PA      | $2535161.75    | 0.00%             | 2051-07-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2018-H3                                          | CUSIP: 61767YBE9<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $939513.75     | 0.00%             | 2051-07-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2019-H6                                          | CUSIP: 61769JBA8<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    6570000 | PA      | $6382983.77    | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KAX3<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   20000000 | PA      | $18699117.80   | 0.01%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2020-L4                                          | CUSIP: 61770KBA2<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1263894 | PA      | $1154467.95    | 0.00%             | 2053-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8661000 | PA      | $6835125.92    | 0.01%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2021-L7                                          | CUSIP: 61772TBC7<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1560720.21    | 0.00%             | 2054-10-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | Morgan Stanley Capital I Trust 2021-L7                                          | CUSIP: 61772TBH6<br>LEI: 3IFG42XD94UUZ7FL2766 | Long             | ABS-MBS          | CORP              | US        |   10430000 | PA      | $9399905.25    | 0.01%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAD5<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1267231.40    | 0.00%             | 2027-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1634798.97    | 0.00%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY DIRECT                                                            | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1125533.57    | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    9265000 | PA      | $9321440.16    | 0.01%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   12245000 | PA      | $12457200.95   | 0.01%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    9470000 | PA      | $9488430.32    | 0.01%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                          | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   12250000 | PA      | $12318874.65   | 0.01%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | MSBAM                                                                           | CUSIP: 61778GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $419260.48     | 0.00%             | 2058-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                     | CUSIP: 61779CAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     255000 | PA      | $271756.29     | 0.00%             | 2058-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                                                        | Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2                     | CUSIP: 61779RBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $386500.11     | 0.00%             | 2058-11-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1820269.44    | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    1817000 | PA      | $1882604.08    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    1203000 | PA      | $1170364.51    | 0.00%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1489448.83    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1570673.64    | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     450000 | PA      | $451480.71     | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     480000 | PA      | $481844.56     | 0.00%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2188000 | PA      | $2152995.94    | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    4330000 | PA      | $4374973.11    | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    4681000 | PA      | $4739826.74    | 0.00%             | 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        |    3491000 | PA      | $3167469.83    | 0.00%             | 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        |    4970000 | PA      | $4549813.04    | 0.00%             | 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        |    3240000 | PA      | $3414749.30    | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2508086.31    | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    4020000 | PA      | $4160254.38    | 0.00%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2071774.01    | 0.00%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1723939.13    | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2636058.97    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MOUNT NITTANY MED CTR                                                            | Mount Nittany Medical Center Obligated Group                                    | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     850000 | PA      | $647598.71     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    3691000 | PA      | $4070344.08    | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    3230000 | PA      | $3571911.49    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC AUTH OF GEORGIA                                                       | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    3317000 | PA      | $3777864.64    | 0.00%             | 2057-04-01      | Fixed         | 7.06%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    2239000 | PA      | $1929804.69    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2664659.41    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3472089.55    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    4417000 | PA      | $3657583.86    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS                                                                     | NMI Holdings Inc                                                                | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1245495.70    | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                                          | NVR Inc                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    2518000 | PA      | $2396497.94    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                           | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    3112000 | PA      | $3222733.33    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    4581000 | PA      | $4101023.76    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    2675000 | PA      | $1981082.53    | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAN8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    2610000 | PA      | $1750842.89    | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAU2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    4780000 | PA      | $3648205.13    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    5464000 | PA      | $5471473.00    | 0.00%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAX6<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    3215000 | PA      | $3169665.61    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    4943000 | PA      | $4766648.59    | 0.00%             | 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        |    5214000 | PA      | $4724002.31    | 0.00%             | 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        |    5000000 | PA      | $5084532.40    | 0.00%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBE7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    1480000 | PA      | $1485577.17    | 0.00%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    2350000 | PA      | $2356391.18    | 0.00%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    1300000 | PA      | $1310420.79    | 0.00%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                                                           | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    2645000 | PA      | $2689597.95    | 0.00%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1707000 | PA      | $1315709.10    | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    4168000 | PA      | $2912423.80    | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    4206000 | PA      | $3715868.47    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $2771084.16    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    6146000 | PA      | $6339787.31    | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    5133000 | PA      | $5411030.74    | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    1989000 | PA      | $2077155.42    | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    2069000 | PA      | $2171257.37    | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    3715000 | PA      | $3760615.41    | 0.00%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    4015000 | PA      | $4061867.01    | 0.00%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    3905000 | PA      | $3989837.49    | 0.00%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    5330000 | PA      | $5451073.14    | 0.00%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    3620000 | PA      | $3711617.46    | 0.00%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    4800000 | PA      | $4923606.19    | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    4050000 | PA      | $4126674.72    | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    3020000 | PA      | $3126811.72    | 0.00%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                                                         | National Australia Bank Ltd/New York                                            | CUSIP: 63254ABE7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    1395000 | PA      | $1397091.93    | 0.00%             | 2027-06-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4701567.65    | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    4325000 | PA      | $4376358.25    | 0.00%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                          | National Bank of Canada                                                         | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    3735000 | PA      | $3773166.99    | 0.00%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1089000 | PA      | $1082949.46    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    2253000 | PA      | $2274930.39    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1805466.41    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1355000 | PA      | $1402054.23    | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                             | National Fuel Gas Co                                                            | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1089775.04    | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    1230000 | PA      | $1271495.77    | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                                | National Grid PLC                                                               | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    2387000 | PA      | $2554126.86    | 0.00%             | 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        |    3020000 | PA      | $3148552.88    | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    2328000 | PA      | $2114609.54    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                                                         | National Health Investors Inc                                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |     980000 | PA      | $976140.90     | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    6176000 | PA      | $4899900.37    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    3302000 | PA      | $3223465.03    | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    2437000 | PA      | $2423735.46    | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    2390000 | PA      | $2367088.86    | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1950554.80    | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    1475000 | PA      | $1314479.11    | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    2577000 | PA      | $2398598.21    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    1972000 | PA      | $1298256.02    | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    2427000 | PA      | $1724574.38    | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    2148000 | PA      | $1366336.57    | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    2105000 | PA      | $2211928.36    | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    2030000 | PA      | $2116960.55    | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    1880000 | PA      | $1895736.75    | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2028000 | PA      | $2407862.29    | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2019000 | PA      | $1970688.68    | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2761000 | PA      | $2727629.37    | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3460000 | PA      | $3424691.81    | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2143000 | PA      | $2140079.46    | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2926817.48    | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1683249.17    | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2649000 | PA      | $2273922.79    | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2426354.89    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1999000 | PA      | $1726006.58    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1618669.09    | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2056677.98    | 0.00%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1760368.25    | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $3112219.87    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2272536.32    | 0.00%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1628231.22    | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3730000 | PA      | $3795851.36    | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2184000 | PA      | $2241810.57    | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFM9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2451830.10    | 0.00%             | 2027-02-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2191994.27    | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $2124698.67    | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2328894.72    | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2581448.09    | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2090000 | PA      | $2097412.25    | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     885000 | PA      | $898778.42     | 0.00%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     865000 | PA      | $894256.66     | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2486290.84    | 0.00%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                         | Nationwide Financial Services Inc                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     824000 | PA      | $825109.38     | 0.00%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                         | Nationwide Children's Hospital Inc                                              | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |    1806000 | PA      | $1597733.31    | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                         | Nature Conservancy/The                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    2193000 | PA      | $1763693.63    | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    4523000 | PA      | $4172391.78    | 0.00%             | 2035-11-28      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    4730000 | PA      | $4846909.80    | 0.00%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    4510000 | PA      | $4867812.26    | 0.00%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3860000 | PA      | $4024414.11    | 0.00%             | 2029-09-13      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3350000 | PA      | $3409035.61    | 0.00%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6720000 | PA      | $7149338.45    | 0.01%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3740000 | PA      | $3930949.93    | 0.00%             | 2034-06-01      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6380000 | PA      | $6524135.94    | 0.00%             | 2030-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    8900000 | PA      | $9158822.86    | 0.01%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    2032000 | PA      | $2238204.19    | 0.00%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $3274226.62    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    3983000 | PA      | $3428820.99    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2421000 | PA      | $2360305.82    | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    3049000 | PA      | $2843337.21    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2384893.86    | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                       | NetApp Inc                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2240232.89    | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    4815000 | PA      | $4920810.97    | 0.00%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3902746.75    | 0.00%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5378728.95    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2963267.59    | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3408439.16    | 0.00%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1997015.82    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1655000 | PA      | $1890651.00    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    3069000 | PA      | $3029910.58    | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1785828.71    | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1217537.23    | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1402456.06    | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2475416.50    | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     290000 | PA      | $291967.32     | 0.00%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROV OF NEW BRUNSWICK                                                            | Province of New Brunswick Canada                                                | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    2001000 | PA      | $1995917.52    | 0.00%             | 2028-02-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NEW JERSEY ST ECON DEV AUTH LEASE REVENUE                                       | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    5874000 | PA      | $6145836.97    | 0.00%             | 2029-02-15      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPRTN TRUST FUND AUTH                                         | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    2650000 | PA      | $2969682.54    | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    6979000 | PA      | $8445158.65    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    6292000 | PA      | $7355318.81    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                         | New Mountain Finance Corp                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     330000 | PA      | $336508.75     | 0.00%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                                                         | New Mountain Finance Corp                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |     650000 | PA      | $661116.58     | 0.00%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    3024000 | PA      | $2557353.22    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     553000 | PA      | $442974.37     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1295626.74    | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    1079000 | PA      | $769751.82     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    1308000 | PA      | $740418.81     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $3088646.85    | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    2755000 | PA      | $3001688.24    | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    5500000 | PA      | $5769523.98    | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     500000 | PA      | $486626.13     | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1001933.14    | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    3775000 | PA      | $3601664.57    | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    4200000 | PA      | $4193580.72    | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SNH5<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     300000 | PA      | $323132.90     | 0.00%             | 2045-02-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SNJ1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    1015000 | PA      | $1083402.15    | 0.00%             | 2055-02-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SNK8<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     130000 | PA      | $137444.37     | 0.00%             | 2055-02-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SSE7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    1035000 | PA      | $1034845.39    | 0.00%             | 2045-10-01      | Fixed         | 5.56%                 | No            |                  2 | On Loan: —       |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966SSF4<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    1750000 | PA      | $1725299.43    | 0.00%             | 2051-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $3162756.96    | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    1860000 | PA      | $1974319.08    | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: —       |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    3145000 | PA      | $3232939.89    | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    1385000 | PA      | $1386711.71    | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE                        | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    3200000 | PA      | $3317536.61    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                            | CUSIP: 64985SFE8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    4250000 | PA      | $4473785.83    | 0.00%             | 2035-07-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH REVENUES NON ST SUPPORTED DEBT                            | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2500000 | PA      | $2654306.98    | 0.00%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2325000 | PA      | $2406661.65    | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2725000 | PA      | $2840551.58    | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Empire State Development Corp                                                    | NEW YORK ST URBAN DEV CORP REVENUE                                              | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    4715000 | PA      | $4890007.74    | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NEWMARKET CORP                                                                   | NewMarket Corp                                                                  | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    2181000 | PA      | $1996205.27    | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    2301000 | PA      | $2221438.71    | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    2707000 | PA      | $2722934.89    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $3065675.19    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $3685865.52    | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1639394.17    | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     860000 | PA      | $714598.46     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4199000 | PA      | $4401266.08    | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3600025.83    | 0.00%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $2247223.56    | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3577320.75    | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8022000 | PA      | $7964295.99    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2633000 | PA      | $2571608.84    | 0.00%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3182000 | PA      | $3119108.47    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1116000 | PA      | $1129311.68    | 0.00%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5155000 | PA      | $4906806.70    | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    8073000 | PA      | $7429055.78    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $5371841.69    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5915000 | PA      | $5774601.56    | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4868000 | PA      | $4337516.56    | 0.00%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $1546944.20    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2422696.25    | 0.00%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    7130000 | PA      | $7201233.69    | 0.01%             | 2027-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4867000 | PA      | $5005209.76    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2451019.43    | 0.00%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    6315000 | PA      | $6432791.04    | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4865000 | PA      | $5026492.22    | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4885000.13    | 0.00%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $4754736.10    | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $4660935.81    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5360000 | PA      | $5528778.15    | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3475086.13    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1372331.20    | 0.00%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2442166.53    | 0.00%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     220000 | PA      | $228485.77     | 0.00%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     450000 | PA      | $476337.64     | 0.00%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $3004291.92    | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    5385000 | PA      | $5565385.33    | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3060247.73    | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $4387756.18    | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $3064993.24    | 0.00%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    2999000 | PA      | $2424611.82    | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    4983000 | PA      | $4078878.50    | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2290362.03    | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    5748000 | PA      | $5673286.35    | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    7410000 | PA      | $7079897.76    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $4208232.94    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    6367000 | PA      | $4639683.33    | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    4234000 | PA      | $4058235.36    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5283000 | PA      | $5137471.58    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4599212.52    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2060059.78    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3841000 | PA      | $3940390.98    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1623000 | PA      | $1686880.83    | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3242149.68    | 0.00%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1207810.57    | 0.00%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $2704877.89    | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $6366891.98    | 0.00%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $4477685.08    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1669336.14    | 0.00%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1990341.81    | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2399000 | PA      | $2321985.38    | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3474000 | PA      | $3155943.73    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2542000 | PA      | $2533861.46    | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5264000 | PA      | $5223349.65    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    4671000 | PA      | $3942212.74    | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    3546000 | PA      | $2821845.14    | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                              | Nissan Auto Receivables 2024-B Owner Trust                                      | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1008517.55    | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                          | Nissan Auto Lease Trust 2025-A                                                  | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5056831.45    | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                          | Nissan Auto Lease Trust 2024-B                                                  | CUSIP: 65481DAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2025893.42    | 0.00%             | 2028-12-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                              | Nissan Auto Receivables 2025-A Owner Trust                                      | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4000000 | PA      | $4047212.64    | 0.00%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                                              | Nissan Auto Receivables 2025-A Owner Trust                                      | CUSIP: 65481GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $509210.54     | 0.00%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    2751000 | PA      | $2957235.92    | 0.00%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    3858000 | PA      | $3859866.15    | 0.00%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    5775000 | PA      | $5499352.03    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    4810000 | PA      | $4451329.12    | 0.00%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    4505000 | PA      | $4080669.91    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    5532000 | PA      | $5256645.86    | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    6478000 | PA      | $6345555.48    | 0.00%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    4485000 | PA      | $4086078.04    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBB4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3360000 | PA      | $3211223.87    | 0.00%             | 2029-01-22      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2680000 | PA      | $2796069.33    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2575000 | PA      | $2621580.51    | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3765000 | PA      | $3889412.84    | 0.00%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2220000 | PA      | $2416668.25    | 0.00%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3210000 | PA      | $3356583.01    | 0.00%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2727000 | PA      | $2964896.36    | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3155000 | PA      | $3222597.39    | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    4135000 | PA      | $4406907.14    | 0.00%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    3510000 | PA      | $3573596.57    | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2820000 | PA      | $2932362.76    | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | Nomura Holdings Inc                                                             | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      20000 | PA      | $19843.77      | 0.00%             | 2036-06-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBV6<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |     960000 | PA      | $956348.57     | 0.00%             | 2027-09-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    1005000 | PA      | $1023047.80    | 0.00%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    1150000 | PA      | $1173148.64    | 0.00%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NORDIC INVESTMENT BANK                                                           | Nordic Investment Bank                                                          | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | NUSS              | XX        |    2605000 | PA      | $2618550.72    | 0.00%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $2214579.94    | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                    | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1631920.83    | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                                     | Nordson Corp                                                                    | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2132747.14    | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3232000 | PA      | $3406857.73    | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2667000 | PA      | $2545750.82    | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2952000 | PA      | $2495886.18    | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2542000 | PA      | $2243422.09    | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2529000 | PA      | $2277732.27    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2209000 | PA      | $2184463.62    | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3104000 | PA      | $2468223.39    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3439000 | PA      | $2773287.22    | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2843274.06    | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3779000 | PA      | $3765432.71    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1406295.42    | 0.00%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1616855.61    | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1894000 | PA      | $1362260.24    | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2556000 | PA      | $2415285.76    | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3677000 | PA      | $2473969.03    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3836000 | PA      | $2536024.33    | 0.00%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $1932938.87    | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2950572.50    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2968000 | PA      | $1913862.18    | 0.00%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3047616.82    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2126000 | PA      | $1574003.83    | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2569974.19    | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2644000 | PA      | $2650449.77    | 0.00%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3433569.59    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $4028417.89    | 0.00%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2227608.33    | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2647000 | PA      | $2778510.40    | 0.00%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2280472.32    | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     540000 | PA      | $572193.76     | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                          | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |      90000 | PA      | $90072.49      | 0.00%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                                                          | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1020383.62    | 0.00%             | 2028-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    4120000 | PA      | $4655892.97    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: —       |
| NORTHEASTERN UNIVERSITY                                                          | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    1541000 | PA      | $1060998.79    | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1542837.41    | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1453000 | PA      | $1610033.29    | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1985134.24    | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CJ6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1638000 | PA      | $1296437.84    | 0.00%             | 2042-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CL1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1573922.53    | 0.00%             | 2044-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1389703.38    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1341000 | PA      | $1048865.47    | 0.00%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2433000 | PA      | $1866993.84    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3214000 | PA      | $2160171.57    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3469000 | PA      | $2168739.71    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2530000 | PA      | $2307101.16    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $1598290.09    | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1647550.25    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3029298.08    | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2853502.58    | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3326701.56    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1832409.00    | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-WISC                                                         | Northern States Power Co/WI                                                     | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1403103.35    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    3756000 | PA      | $3695549.10    | 0.00%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2511493.34    | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    4067000 | PA      | $3966714.86    | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AV6<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    6261000 | PA      | $5737971.09    | 0.00%             | 2030-05-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   12730000 | PA      | $12755521.74   | 0.01%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    3831000 | PA      | $4195163.52    | 0.00%             | 2032-11-02      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1145077.25    | 0.00%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                              | Northern Trust Corp                                                             | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1383014.05    | 0.00%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    1773000 | PA      | $1763667.21    | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    4374000 | PA      | $4079213.18    | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3249000 | PA      | $2650422.34    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    4021000 | PA      | $3987190.51    | 0.00%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   10058000 | PA      | $9912689.76    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    9546000 | PA      | $7816201.32    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2787000 | PA      | $2817643.23    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2769198.39    | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    4958000 | PA      | $4781051.71    | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3825387.75    | 0.00%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $3856906.95    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2403237.77    | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3353603.69    | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    5035000 | PA      | $4808921.95    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3505000 | PA      | $3575044.41    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2915415.59    | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2001683.25    | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3333363.24    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $1854665.09    | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NORTHWEST PIPELINE LLC                                                           | Northwest Pipeline LLC                                                          | CUSIP: 66775VAB1<br>LEI: 549300FFKMN9OW536A14 | Long             | DBT              | CORP              | US        |    2924000 | PA      | $2917958.93    | 0.00%             | 2027-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                                                                | NorthWestern Corp                                                               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     505000 | PA      | $424875.73     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MEMORIAL                                                            | Northwestern Memorial Healthcare Obligated Group                                | CUSIP: 668103AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2330000 | PA      | $1475488.20    | 0.00%             | 2051-07-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $1972177.92    | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    1729000 | PA      | $1284052.22    | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: —       |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    2694000 | PA      | $1728459.25    | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2247198.52    | 0.00%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    2726000 | PA      | $2214585.53    | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    2909000 | PA      | $1994943.71    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    1751000 | PA      | $1155425.51    | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2223828.05    | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    8438000 | PA      | $7656050.20    | 0.01%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    5571000 | PA      | $4736160.08    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4449000 | PA      | $4412249.88    | 0.00%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    7131000 | PA      | $6989422.12    | 0.01%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    5808000 | PA      | $5379286.60    | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    5938000 | PA      | $3896741.13    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $4184216.84    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    3715000 | PA      | $3710822.37    | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    3355000 | PA      | $3299998.73    | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2088741.17    | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2612028.98    | 0.00%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2610697.02    | 0.00%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2605822.39    | 0.00%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2600797.78    | 0.00%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1295515.21    | 0.00%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1288643.56    | 0.00%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     985000 | PA      | $1016090.36    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1469681.46    | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    2911000 | PA      | $2878845.36    | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    2407000 | PA      | $2338141.39    | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAP2<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    2457000 | PA      | $2434847.59    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1356622.64    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAR8<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     976000 | PA      | $864130.52     | 0.00%             | 2031-08-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    2165000 | PA      | $1869405.08    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1278073.46    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2656795.89    | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3080003.13    | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2433009.58    | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1631000 | PA      | $1835959.81    | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1419747.45    | 0.00%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2593000 | PA      | $2593851.07    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2054000 | PA      | $1782341.78    | 0.00%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    3294000 | PA      | $3099443.74    | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1025572.38    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $1922067.33    | 0.00%             | 2032-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $2467132.35    | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4749021.76    | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2691856.74    | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2276716.72    | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    7112000 | PA      | $6819025.00    | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    5198000 | PA      | $4480123.50    | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   10142000 | PA      | $7735026.02    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $1720674.35    | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    7830000 | PA      | $7433719.47    | 0.01%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    7228000 | PA      | $6535196.13    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    3114000 | PA      | $3110777.76    | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2909000 | PA      | $3087290.95    | 0.00%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1921000 | PA      | $1954268.53    | 0.00%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2280000 | PA      | $2127888.00    | 0.00%             | 2035-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     685000 | PA      | $724756.29     | 0.00%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2989000 | PA      | $2742847.57    | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2667000 | PA      | $2541287.73    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    4685000 | PA      | $4683070.15    | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    3044000 | PA      | $2784706.72    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2439000 | PA      | $2311054.30    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2755000 | PA      | $2138320.28    | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    3347000 | PA      | $3407685.66    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2380000 | PA      | $2425427.70    | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2520000 | PA      | $2562043.10    | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2150000 | PA      | $2230032.16    | 0.00%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    1725000 | PA      | $1734951.56    | 0.00%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2575000 | PA      | $2660202.48    | 0.00%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    3474000 | PA      | $3495222.80    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    1768000 | PA      | $1599858.50    | 0.00%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                               | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    1885000 | PA      | $1974873.82    | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OGE ENERGY CORP                                                                  | OGE Energy Corp                                                                 | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2327062.55    | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT                                                          | Nuveen Churchill Direct Lending Corp                                            | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102974.40     | 0.00%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    4121000 | PA      | $4090460.18    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1956147.82    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    2747000 | PA      | $2722699.13    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    2846000 | PA      | $2842046.76    | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1381074.85    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3739131.39    | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                          | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2051973.41    | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                                                          | NYSEG Storm Funding LLC                                                         | CUSIP: 67122QAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2052567.78    | 0.00%             | 2032-05-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    2463000 | PA      | $2393708.45    | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1368133.10    | 0.00%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                                                           | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     930000 | PA      | $932326.40     | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| OAKTREE STRATEGIC CREDIT                                                         | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     400000 | PA      | $431298.78     | 0.00%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                         | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     460000 | PA      | $473762.74     | 0.00%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OAKTREE STRATEGIC CREDIT                                                         | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |     875000 | PA      | $881600.89     | 0.00%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2372000 | PA      | $1886465.29    | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $1500541.06    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $4628092.35    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2222000 | PA      | $2555304.89    | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    8135000 | PA      | $8686525.99    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $2176868.65    | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3778943.28    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    5450000 | PA      | $5676549.74    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3557531.75    | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    5520000 | PA      | $6395855.53    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2200369.68    | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    7510000 | PA      | $8086334.75    | 0.01%             | 2030-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $6410654.57    | 0.00%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4877490.93    | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $7017964.33    | 0.01%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    5170000 | PA      | $5294659.35    | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    6350000 | PA      | $6476534.67    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    4817000 | PA      | $4685805.73    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    1981000 | PA      | $1981172.92    | 0.00%             | 2027-09-09      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    2511000 | PA      | $2548007.14    | 0.00%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    4725000 | PA      | $4798963.59    | 0.00%             | 2029-01-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    5345000 | PA      | $5428018.75    | 0.00%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    2980000 | PA      | $2991625.31    | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    5455000 | PA      | $5631973.89    | 0.00%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    1406000 | PA      | $1420364.05    | 0.00%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OEKB OEST. KONTROLLBANK                                                          | Oesterreichische Kontrollbank AG                                                | CUSIP: 676167CR8<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     980000 | PA      | $983455.98     | 0.00%             | 2030-09-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1606422.90    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1627000 | PA      | $1496425.81    | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2436718.44    | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $1639994.67    | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $2655243.69    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2334887.69    | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1430571.89    | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1493246.71    | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2190000 | PA      | $2185928.88    | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                                                   | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1540000 | PA      | $1777847.12    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    2292000 | PA      | $1823684.60    | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    2207000 | PA      | $1722090.72    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CS8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $1856700.75    | 0.00%             | 2030-04-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    2791000 | PA      | $2444874.27    | 0.00%             | 2031-01-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $1572775.86    | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1362962.50    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $2083816.54    | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OHIO ST TURNPIKE COMMISSION                                                     | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1775000 | PA      | $1337760.66    | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    2005000 | PA      | $1990309.59    | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                    | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     350000 | PA      | $302209.45     | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1304393.62    | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    2594000 | PA      | $2343054.99    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $1592113.55    | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2688463.28    | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    1929000 | PA      | $1533604.21    | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    2987000 | PA      | $2974279.77    | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2036250.90    | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    2091000 | PA      | $2017271.19    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2131505.58    | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3664783.86    | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1451199.10    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084B7<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    3680000 | PA      | $3557016.02    | 0.00%             | 2052-02-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: —       |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    3690000 | PA      | $3561558.63    | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    3280000 | PA      | $3073986.12    | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: —       |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    1655000 | PA      | $1624065.14    | 0.00%             | 2044-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    2874000 | PA      | $2129594.02    | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                                                           | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2281607.97    | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    4157000 | PA      | $3849210.15    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    4482000 | PA      | $4452371.78    | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    5384000 | PA      | $4895706.68    | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                                | Omnicom Group Inc                                                               | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3806117.93    | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3581956.75    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    3192000 | PA      | $3218975.27    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    3327000 | PA      | $3211328.33    | 0.00%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    3409000 | PA      | $3185772.85    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    2978000 | PA      | $2654224.45    | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| OMEGA HLTHCARE INVESTORS                                                         | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    1470000 | PA      | $1498818.19    | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2467000 | PA      | $2851735.06    | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1669000 | PA      | $1900270.53    | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $1533348.15    | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2177000 | PA      | $2202301.53    | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1638000 | PA      | $1623382.44    | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2061000 | PA      | $1880976.84    | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2806000 | PA      | $2241270.14    | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1837000 | PA      | $1444597.05    | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $1830873.74    | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    4088000 | PA      | $4066099.77    | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1679000 | PA      | $1760664.70    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2598000 | PA      | $2004426.13    | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $2279609.34    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3687000 | PA      | $3482784.08    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2106000 | PA      | $1573038.35    | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1373922.11    | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $1657986.27    | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1976419.33    | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1570000 | PA      | $1337362.25    | 0.00%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3010000 | PA      | $3024587.63    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4098485.21    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     950000 | PA      | $956933.44     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3490473.46    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3352901.40    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2637067.02    | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2227274.33    | 0.00%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1770406.57    | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2322187.04    | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    1908000 | PA      | $1730188.39    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1796385.64    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    1167000 | PA      | $1072268.58    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1046574.07    | 0.00%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                                      | ONE Gas Inc                                                                     | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $3070174.06    | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1399000 | PA      | $1475061.97    | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3806000 | PA      | $3798750.26    | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3029349.51    | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4456000 | PA      | $4494464.64    | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4534000 | PA      | $4130227.71    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3593000 | PA      | $3601486.02    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3568000 | PA      | $3449357.04    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3088000 | PA      | $2513681.84    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2933000 | PA      | $2789835.11    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2506000 | PA      | $2059204.63    | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $3126644.52    | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2219505.88    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2740673.89    | 0.00%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3836186.10    | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2533793.54    | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6925000 | PA      | $7397633.67    | 0.01%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5645000 | PA      | $5972281.80    | 0.00%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2397000 | PA      | $2280742.24    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3141000 | PA      | $2890728.48    | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2218000 | PA      | $1768555.75    | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2928000 | PA      | $2302739.30    | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2738000 | PA      | $2352525.88    | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4569000 | PA      | $3353358.29    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1894829.95    | 0.00%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     750000 | PA      | $752564.42     | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6085000 | PA      | $6114767.03    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6890000 | PA      | $6859701.09    | 0.01%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3980846.65    | 0.00%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1811461.45    | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     990000 | PA      | $1020065.92    | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1410000 | PA      | $1458916.10    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2007571.99    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1432562.30    | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1451959.94    | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2146767.04    | 0.00%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2718591.57    | 0.00%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5870000 | PA      | $5962585.51    | 0.00%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    3293000 | PA      | $3612227.34    | 0.00%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $3380716.73    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    3146000 | PA      | $3254378.35    | 0.00%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    2292000 | PA      | $2355118.06    | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1585000 | PA      | $1525596.64    | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    6742000 | PA      | $5955676.16    | 0.00%             | 2030-10-07      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    6195000 | PA      | $5574113.50    | 0.00%             | 2032-01-21      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    8315000 | PA      | $8791382.90    | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $10000581.10   | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    9230000 | PA      | $9594399.75    | 0.01%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    6635000 | PA      | $6580056.83    | 0.00%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   10330000 | PA      | $10494891.18   | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    1315000 | PA      | $1363927.65    | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 683234EV6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |      60000 | PA      | $60343.74      | 0.00%             | 2030-09-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    5205000 | PA      | $4890337.35    | 0.00%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    6735000 | PA      | $6028859.09    | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ONTARIO (PROVINCE OF)                                                            | Province of Ontario Canada                                                      | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    3965000 | PA      | $3525464.41    | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5740000 | PA      | $6020588.08    | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5988000 | PA      | $6049095.32    | 0.00%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10039000 | PA      | $9373965.44    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8067000 | PA      | $7479973.04    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    4578000 | PA      | $3676438.44    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $3216875.46    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5815000 | PA      | $5148486.62    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9444000 | PA      | $7132523.30    | 0.01%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5769000 | PA      | $4219753.28    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5182000 | PA      | $4466260.55    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12729000 | PA      | $9301840.60    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12062000 | PA      | $11815430.77   | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7548000 | PA      | $6288425.31    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9743000 | PA      | $7107502.23    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11852000 | PA      | $11618456.58   | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13795000 | PA      | $12838113.27   | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $10033340.20   | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   19513000 | PA      | $12913452.27   | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15606000 | PA      | $10196150.14   | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9803000 | PA      | $7452997.00    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14492000 | PA      | $10089615.60   | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6931000 | PA      | $4679603.41    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9030000 | PA      | $8611621.41    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14476000 | PA      | $13132805.40   | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6190000 | PA      | $6503711.86    | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8667000 | PA      | $9200813.96    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10920000 | PA      | $11338608.37   | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3360000 | PA      | $3367548.91    | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3168785.10    | 0.00%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6640000 | PA      | $6522516.29    | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9965000 | PA      | $8736305.24    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7720000 | PA      | $7608019.62    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10315000 | PA      | $9788750.26    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $6800667.47    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6280000 | PA      | $5311262.40    | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7160000 | PA      | $7232884.22    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5610000 | PA      | $5665256.31    | 0.00%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9070000 | PA      | $9092302.31    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7895415.83    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $4856625.31    | 0.00%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    9030000 | PA      | $8898508.21    | 0.01%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11240000 | PA      | $11050378.95   | 0.01%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10050000 | PA      | $9850460.06    | 0.01%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   14860000 | PA      | $13972949.39   | 0.01%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    7910000 | PA      | $7385135.67    | 0.01%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10470000 | PA      | $9747281.45    | 0.01%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    3934000 | PA      | $3917906.64    | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OREGON ST SCH BRDS ASSN SHORT-TERM BORROWING PROGRAM CTFS                       | CUSIP: 686053CT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     747542 | PA      | $764603.12     | 0.00%             | 2028-06-30      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OREGON ST                                                                       | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    4426198 | PA      | $4505803.85    | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN REVENUE                                                      | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    1100000 | PA      | $794664.07     | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    2125000 | PA      | $2207474.20    | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    3253000 | PA      | $3233237.11    | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    3225000 | PA      | $2903754.07    | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    2613000 | PA      | $2546001.56    | 0.00%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    1913000 | PA      | $1944790.64    | 0.00%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    2320000 | PA      | $2410698.17    | 0.00%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    1450000 | PA      | $1475563.65    | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                                                        | ORIX Corp                                                                       | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    1625000 | PA      | $1634703.64    | 0.00%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2117000 | PA      | $1755039.51    | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1087000 | PA      | $791573.27     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2326534.89    | 0.00%             | 2035-10-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                     | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    1941000 | PA      | $1856166.75    | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                                                                     | Oshkosh Corp                                                                    | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    2358000 | PA      | $2377478.71    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    2258000 | PA      | $2208537.90    | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    7776000 | PA      | $7282743.13    | 0.01%             | 2030-02-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    4328000 | PA      | $3412952.95    | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    4286000 | PA      | $3075818.11    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: —       |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    3615000 | PA      | $3729917.85    | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     610000 | PA      | $634590.97     | 0.00%             | 2031-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1092787.32    | 0.00%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2724261.34    | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2957088.19    | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2922360.93    | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1843419.25    | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    4926000 | PA      | $4057220.89    | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    3134000 | PA      | $2602459.12    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    3413000 | PA      | $3388452.44    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $2077280.50    | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AM3<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1008281.78    | 0.00%             | 2030-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $1959164.39    | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3779361.29    | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1267123.34    | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp                                                | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    2012000 | PA      | $1950193.35    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2089346.87    | 0.00%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1285344.01    | 0.00%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2445557.82    | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3343473.08    | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                           | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1233000 | PA      | $1306282.13    | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                                                         | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    1710000 | PA      | $1741617.95    | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    3152000 | PA      | $3071364.05    | 0.00%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    3930000 | PA      | $3707138.23    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     600000 | PA      | $608010.88     | 0.00%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1255359.30    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                                                            | Blue Owl Capital Corp                                                           | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2149985.60    | 0.00%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1196008.60    | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1182260.04    | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1751000 | PA      | $1361962.43    | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2957000 | PA      | $2368030.83    | 0.00%             | 2048-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1239713.17    | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     800000 | PA      | $513435.18     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $842079.20     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1081741.60    | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1573968.94    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1559148.70    | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2557000 | PA      | $2632183.98    | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2075935.92    | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2808660.25    | 0.00%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $4335984.69    | 0.00%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8350000 | PA      | $8142726.61    | 0.01%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1908220.84    | 0.00%             | 2039-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17951075.60   | 0.01%             | 2047-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3090000 | PA      | $2794388.17    | 0.00%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1949816 | PA      | $1948943.01    | 0.00%             | 2031-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2568489.22    | 0.00%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2302179.32    | 0.00%             | 2041-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2503400.76    | 0.00%             | 2047-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                                           | PG&E Wildfire Recovery Funding LLC                                              | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2030000 | PA      | $1933781.63    | 0.00%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4422000 | PA      | $4373841.41    | 0.00%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    8710000 | PA      | $8581223.96    | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10525000 | PA      | $9921287.58    | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    5638000 | PA      | $5087677.36    | 0.00%             | 2032-04-23      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4932000 | PA      | $4903718.43    | 0.00%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6220000 | PA      | $6733802.10    | 0.00%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5174628.60    | 0.00%             | 2028-12-02      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7597031.29    | 0.01%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6160000 | PA      | $6385483.90    | 0.00%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4700024.40    | 0.00%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10045000 | PA      | $11413694.03   | 0.01%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4810000 | PA      | $4875226.73    | 0.00%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4170000 | PA      | $4412853.21    | 0.00%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    7925000 | PA      | $8260583.57    | 0.01%             | 2030-05-14      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4498825.15    | 0.00%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6470000 | PA      | $6605123.75    | 0.00%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4535000 | PA      | $4699815.91    | 0.00%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    5645000 | PA      | $5930716.31    | 0.00%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6558148.10    | 0.00%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                           | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4949006.49    | 0.00%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    7073000 | PA      | $7074173.84    | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    4567000 | PA      | $4324010.76    | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    4811000 | PA      | $4797407.43    | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BR7<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1980341.36    | 0.00%             | 2029-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    2277000 | PA      | $2121306.09    | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                                                               | PPG Industries Inc                                                              | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2154903.72    | 0.00%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1192088.80    | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1740596.85    | 0.00%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1563000 | PA      | $1329754.32    | 0.00%             | 2044-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1665530.63    | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    2173000 | PA      | $1774514.85    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $1946746.48    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    2192000 | PA      | $1485964.56    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3405667.98    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    3510000 | PA      | $3433959.36    | 0.00%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2629393.30    | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4350620.50    | 0.00%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                          | PPL Capital Funding Inc                                                         | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2121106.76    | 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        |    1605000 | PA      | $1653398.89    | 0.00%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    5458000 | PA      | $5379614.44    | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    4269000 | PA      | $4222643.36    | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC Bank NA                                                                     | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4879426.07    | 0.00%             | 2028-07-21      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    1409000 | PA      | $1539924.05    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                                                         | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1139369.83    | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2100083.57    | 0.00%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS31<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1856191.22    | 0.00%             | 2028-01-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1079788.86    | 0.00%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1865201.70    | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1596750.44    | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3378917.58    | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2944203.76    | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1778059.25    | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2384298.24    | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1812361.41    | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1959936.53    | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1342852.08    | 0.00%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                            | PACCAR Financial Corp                                                           | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1331382.60    | 0.00%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2016000 | PA      | $1690551.94    | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HA8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1863000 | PA      | $1426147.27    | 0.00%             | 2042-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1517000 | PA      | $1288324.86    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2742558.43    | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2909000 | PA      | $2343147.08    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2317000 | PA      | $1836645.77    | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3049000 | PA      | $2323937.10    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2668000 | PA      | $2634778.25    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5307000 | PA      | $5214336.28    | 0.00%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4303000 | PA      | $3245861.16    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2043000 | PA      | $2055962.32    | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4895000 | PA      | $4723061.26    | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    9168000 | PA      | $8253203.67    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4257000 | PA      | $3255092.36    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    8820000 | PA      | $6069974.10    | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4434000 | PA      | $4369382.96    | 0.00%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13354000 | PA      | $13319120.29   | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13682000 | PA      | $11797402.33   | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    8268000 | PA      | $7270554.02    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3995000 | PA      | $3708737.64    | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2217000 | PA      | $1841818.93    | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3975000 | PA      | $3846350.60    | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3617316.49    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2269883.64    | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2480643.69    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2374000 | PA      | $2409521.00    | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $3168520.24    | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6820000 | PA      | $7392847.47    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3862005.84    | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3235000 | PA      | $3472668.66    | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3648805.05    | 0.00%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4645000 | PA      | $5039603.34    | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $4162968.49    | 0.00%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $4222219.89    | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $4813983.16    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3155000 | PA      | $3082411.75    | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2951743.25    | 0.00%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2886236.01    | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3255000 | PA      | $3304910.09    | 0.00%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3245000 | PA      | $3426207.45    | 0.00%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $2035623.33    | 0.00%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3458528.94    | 0.00%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1155000 | PA      | $1324845.93    | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1184000 | PA      | $1189445.24    | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1565000 | PA      | $1643774.10    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1752000 | PA      | $1800803.06    | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2691000 | PA      | $2838440.40    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1500033.33    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2988000 | PA      | $3062701.40    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1903000 | PA      | $1527329.51    | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2965000 | PA      | $2261029.42    | 0.00%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2185000 | PA      | $2121836.59    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2677000 | PA      | $2036416.90    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2400093.54    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2904000 | PA      | $1879923.68    | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5040000 | PA      | $3012782.07    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5040000 | PA      | $4504538.15    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3865674.20    | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $3175539.03    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3341392.33    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4390000 | PA      | $4488287.36    | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $6122260.24    | 0.00%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    3144000 | PA      | $3115057.66    | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    2744000 | PA      | $2629953.60    | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    2822000 | PA      | $2268929.34    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $1789789.22    | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    2251000 | PA      | $2395696.46    | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     930000 | PA      | $952148.72     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299AD6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    5956000 | PA      | $6378857.36    | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                                               | Panama Government International Bond                                            | CUSIP: 698299AK0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    6542000 | PA      | $7421094.99    | 0.01%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   10546000 | PA      | $11208156.45   | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BB9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    7434000 | PA      | $5491083.29    | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BF0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    6272000 | PA      | $6149319.24    | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4951000 | PA      | $3882529.59    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   10804000 | PA      | $8231123.88    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    7893000 | PA      | $7349985.52    | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   13748000 | PA      | $9033701.37    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BM5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   10720000 | PA      | $7959925.24    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   13560000 | PA      | $11065019.94   | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BR4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    6600000 | PA      | $5745343.49    | 0.00%             | 2033-01-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    6885000 | PA      | $5075508.60    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |   10950000 | PA      | $11421922.01   | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    5965000 | PA      | $6163693.26    | 0.00%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BW3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    3777000 | PA      | $4046457.26    | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BX1<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    4980000 | PA      | $5484941.32    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    5435000 | PA      | $6256195.62    | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    1977000 | PA      | $2286855.78    | 0.00%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2164770.70    | 0.00%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    5281000 | PA      | $5240449.05    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    3056000 | PA      | $2571052.16    | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4348000 | PA      | $4242839.45    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2661000 | PA      | $2173014.03    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5235627.12    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4378000 | PA      | $4448214.15    | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    1546000 | PA      | $1743217.64    | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2262341.81    | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    2742000 | PA      | $2448523.16    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    4386000 | PA      | $4300712.96    | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                                                          | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     507000 | PA      | $478669.23     | 0.00%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     199000 | PA      | $165361.44     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    1264000 | PA      | $997732.83     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1297270.52    | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    2326000 | PA      | $1568917.68    | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     920000 | PA      | $905695.44     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1775510.38    | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PATTERSON-UTI ENERGY INC                                                         | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    1795000 | PA      | $1916198.71    | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3187090.01    | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $4056469.25    | 0.00%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                      | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3387809.22    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    6469000 | PA      | $6197707.41    | 0.00%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5804000 | PA      | $5377428.29    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5257000 | PA      | $3658020.79    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAK9<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2601826.81    | 0.00%             | 2027-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    4985000 | PA      | $4996316.65    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $4915330.46    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2947901.51    | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    4410000 | PA      | $4549509.16    | 0.00%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1314252.32    | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1032834.21    | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    1895000 | PA      | $1938158.93    | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2007000 | PA      | $1764545.31    | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2417000 | PA      | $1605297.46    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     865000 | PA      | $870935.79     | 0.00%             | 2028-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     580000 | PA      | $588311.31     | 0.00%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PENNSYLVANIA ST ECON DEV FING AUTH REVENUE                                      | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2665000 | PA      | $2715655.57    | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PENNSYLVANIA ST TURNPIKE COMMISSION TURNPIKE REVENUE                            | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $991477.05     | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: —       |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    1750000 | PA      | $1367590.84    | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     975000 | PA      | $664864.42     | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    2833000 | PA      | $2853245.75    | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                                                             | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    1410000 | PA      | $1500365.21    | 0.00%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $2108025.87    | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1834387.91    | 0.00%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2002815.22    | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1350419.34    | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1303848.59    | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4385000 | PA      | $3942342.23    | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3949000 | PA      | $3040969.55    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2115808.70    | 0.00%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    7236000 | PA      | $7147127.74    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3987471.08    | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5398000 | PA      | $5163727.83    | 0.00%             | 2029-07-29      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1661184.99    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4277000 | PA      | $2883681.41    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3498000 | PA      | $3448217.93    | 0.00%             | 2027-03-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    7228000 | PA      | $6877483.85    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1677168.39    | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3969000 | PA      | $3060705.42    | 0.00%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $849337.78     | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    7648000 | PA      | $6939410.05    | 0.01%             | 2030-05-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3703169.47    | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5685000 | PA      | $5055244.13    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $2533185.03    | 0.00%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $2854135.19    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5041085.76    | 0.00%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    6120000 | PA      | $6044799.03    | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $1966929.44    | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3903728.33    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4020000 | PA      | $4103536.08    | 0.00%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $1885615.46    | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4495000 | PA      | $4593337.34    | 0.00%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3789534.47    | 0.00%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3383358.52    | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2131765.71    | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GB8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2080763.56    | 0.00%             | 2030-02-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2066833.18    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GD4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    1740000 | PA      | $1752645.73    | 0.00%             | 2027-02-07      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2020000 | PA      | $2047593.14    | 0.00%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2767542.53    | 0.00%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4281840.23    | 0.00%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3341232.36    | 0.00%             | 2029-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    2310000 | PA      | $2332297.51    | 0.00%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    2010000 | PA      | $2050248.92    | 0.00%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                                            | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    2530000 | PA      | $2560533.89    | 0.00%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    4176000 | PA      | $4029986.37    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1873218.68    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1395931.37    | 0.00%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    3318000 | PA      | $3119807.00    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2378643.36    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638AP7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   10945000 | PA      | $13850817.49   | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    5550000 | PA      | $6198854.16    | 0.00%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638BM3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   10800000 | PA      | $10708381.55   | 0.01%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638BU5<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2554000 | PA      | $2563408.27    | 0.00%             | 2027-08-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2943000 | PA      | $2771764.13    | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DF6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   15254000 | PA      | $14147300.18   | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    6640000 | PA      | $5525080.65    | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    8818000 | PA      | $4959251.14    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DR0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    4593000 | PA      | $2590294.09    | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DS8<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    5056000 | PA      | $3947308.79    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    6698000 | PA      | $4804332.67    | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DU3<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   11600000 | PA      | $10140805.26   | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    4525000 | PA      | $2919486.56    | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638EB4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    6345000 | PA      | $6520925.28    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    7440000 | PA      | $7494209.63    | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    7655000 | PA      | $7868116.42    | 0.01%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    5115000 | PA      | $5363877.18    | 0.00%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    2746000 | PA      | $3042905.62    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   18015000 | PA      | $18233702.46   | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    8355000 | PA      | $8556919.38    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   22236000 | PA      | $22678149.07   | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    9240000 | PA      | $9005959.58    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   26365000 | PA      | $25540654.51   | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   13000000 | PA      | $12352368.21   | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   11113000 | PA      | $13466123.52   | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3318000 | PA      | $2944373.52    | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5174000 | PA      | $4686782.84    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3109000 | PA      | $3257540.84    | 0.00%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    8990000 | PA      | $8925026.48    | 0.01%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4594795.18    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5822000 | PA      | $4889791.84    | 0.00%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3567000 | PA      | $3294538.20    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5760000 | PA      | $4856786.04    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4603000 | PA      | $4595848.13    | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    8523000 | PA      | $8429884.86    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3698000 | PA      | $3318969.57    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    7347000 | PA      | $5994825.13    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    6313000 | PA      | $5971943.14    | 0.00%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5936000 | PA      | $5381040.45    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $3730989.99    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $3590326.72    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    5160000 | PA      | $4570937.86    | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    2715000 | PA      | $2728635.33    | 0.00%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4180629.66    | 0.00%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4202213.35    | 0.00%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1746335.75    | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1710393.53    | 0.00%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1738528.49    | 0.00%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                            | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76770 | PA      | $78933.05      | 0.00%             | 2032-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                            | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $854183.86     | 0.00%             | 2038-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                            | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3399072 | PA      | $3468603.49    | 0.00%             | 2033-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                            | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4127380.76    | 0.00%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PG&E RECOVERY FND LLC                                                            | PG&E Recovery Funding LLC                                                       | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3980000 | PA      | $4039251.85    | 0.00%             | 2049-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| PHARMACIA LLC                                                                    | Pharmacia LLC                                                                   | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6449000 | PA      | $6931378.30    | 0.01%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7113000 | PA      | $8004102.63    | 0.01%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3732000 | PA      | $3344813.62    | 0.00%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3447847.65    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3691000 | PA      | $3079827.94    | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4349000 | PA      | $3731419.04    | 0.00%             | 2043-03-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3296678.14    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4018000 | PA      | $3468430.21    | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2884327.35    | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2836000 | PA      | $2785337.38    | 0.00%             | 2028-03-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7261000 | PA      | $7083324.49    | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3288000 | PA      | $3013099.33    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4858000 | PA      | $4332937.64    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7212000 | PA      | $7363629.70    | 0.01%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8410000 | PA      | $8857568.51    | 0.01%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5471000 | PA      | $5869592.71    | 0.00%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $7569965.60    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    6360000 | PA      | $6592955.35    | 0.00%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $9386962.72    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2389474.45    | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2829473.43    | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $3677141.26    | 0.00%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4645000 | PA      | $4690053.57    | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3371832.74    | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5595000 | PA      | $5814926.86    | 0.00%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7605000 | PA      | $7893466.02    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $3893384.18    | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3186229.35    | 0.00%             | 2029-11-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3390000 | PA      | $3463423.47    | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2910000 | PA      | $2947078.23    | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $3027259.20    | 0.00%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2870597.81    | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2274474.27    | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2199856.57    | 0.00%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2947354.43    | 0.00%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2935054.65    | 0.00%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3273960.52    | 0.00%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    6454000 | PA      | $7760984.76    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    7863000 | PA      | $9141683.10    | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BD8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5882000 | PA      | $6516596.75    | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BG1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    8586000 | PA      | $9661487.43    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BW6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5880000 | PA      | $5967637.87    | 0.00%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    8750000 | PA      | $7793543.98    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CA3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    8639000 | PA      | $7292397.26    | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CB1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    9659000 | PA      | $8067464.84    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   10271000 | PA      | $10042088.37   | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CG0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    8661000 | PA      | $8559306.00    | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5912000 | PA      | $4202593.97    | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CJ4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    8004000 | PA      | $7451122.50    | 0.01%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CK1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    7561000 | PA      | $6577007.68    | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    6920000 | PA      | $4637880.46    | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CN5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    2700000 | PA      | $2348168.18    | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    9993000 | PA      | $7250146.54    | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CQ8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3995000 | PA      | $3950785.82    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CR6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    4838000 | PA      | $4583929.43    | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CT2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    4405000 | PA      | $4689890.42    | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CU9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3650000 | PA      | $3891109.29    | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CV7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3414000 | PA      | $3484068.70    | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    6605000 | PA      | $6781532.89    | 0.01%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5545000 | PA      | $5616931.35    | 0.00%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286CY1<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    2525000 | PA      | $2558610.88    | 0.00%             | 2028-07-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DA2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    5575000 | PA      | $5803013.43    | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DB0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3295000 | PA      | $3360132.10    | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    6100000 | PA      | $6126208.83    | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286DD6<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3050000 | PA      | $2944440.87    | 0.00%             | 2049-09-05      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PHILIPPINES                                                          | Philippine Government International Bond                                        | CUSIP: 718286DE4<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    2528000 | PA      | $2560373.59    | 0.00%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    6590000 | PA      | $6991952.31    | 0.01%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286DH7<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    3740000 | PA      | $3964592.57    | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    2480000 | PA      | $2229695.61    | 0.00%             | 2031-11-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    1430000 | PA      | $1502975.07    | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    1030000 | PA      | $1022612.73    | 0.00%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                                                          | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    1110000 | PA      | $1138100.16    | 0.00%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    6644000 | PA      | $6744898.51    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4727235.22    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    7528000 | PA      | $6690229.06    | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4066000 | PA      | $4047504.78    | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $3616090.19    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4970000 | PA      | $3303597.22    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    3281000 | PA      | $3259184.37    | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    3291000 | PA      | $3160974.47    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2092985.04    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    3197000 | PA      | $2797165.34    | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    4205000 | PA      | $4352767.99    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    4515000 | PA      | $4592550.54    | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    4695000 | PA      | $4899866.65    | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2521315.53    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1929133.04    | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2955000 | PA      | $2953906.12    | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1808339.16    | 0.00%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2275568.55    | 0.00%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                      | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    1606000 | PA      | $1607618.30    | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                      | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    2433000 | PA      | $2419700.66    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    3153000 | PA      | $2836958.48    | 0.00%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    2247000 | PA      | $1955665.46    | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    2461000 | PA      | $1771581.91    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1193446.35    | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: —       |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    1615000 | PA      | $1476050.47    | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2032000 | PA      | $1539667.09    | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    3374000 | PA      | $3310852.01    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $1598829.35    | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2101898.71    | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    2038000 | PA      | $1851481.32    | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    1739000 | PA      | $1819621.83    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1499171.34    | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    2088000 | PA      | $1913366.70    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     755000 | PA      | $646881.81     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |     200000 | PA      | $212740.26     | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                                                         | Piedmont Operating Partnership LP                                               | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    1150000 | PA      | $1158822.40    | 0.00%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $5064142.70    | 0.00%             | 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        |    6300000 | PA      | $6122972.90    | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4614612.25    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                                                             | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3828830.98    | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2856735.02    | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                                                            | Pinnacle West Capital Corp                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1425573.77    | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    5755000 | PA      | $5210432.89    | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                         | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $1009332.67    | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| BARRICK MINING CORP                                                              | Barrick Mining Corp                                                             | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    1593000 | PA      | $1776437.09    | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RAR3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    3977000 | PA      | $4355335.07    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2539035.57    | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    1922000 | PA      | $1579530.68    | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2800756.79    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    3166000 | PA      | $2781564.27    | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    5719000 | PA      | $5734770.89    | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4223000 | PA      | $4101214.00    | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3804000 | PA      | $3688440.57    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3232287.77    | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                                                         | Plains All American Pipeline LP                                                 | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3950410.89    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | 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        |    2740000 | PA      | $2759425.39    | 0.00%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                         | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2725384.92    | 0.00%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AV4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   13655000 | PA      | $13892789.67   | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   13065000 | PA      | $12725499.83   | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AX0<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    5370000 | PA      | $5483778.22    | 0.00%             | 2029-03-18      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AY8<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   13854000 | PA      | $14239940.85   | 0.01%             | 2034-09-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   10800000 | PA      | $10519817.00   | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                                      | Polaris Inc                                                                     | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1435240.27    | 0.00%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                                                      | Polaris Inc                                                                     | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1342527.14    | 0.00%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                               | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    4939000 | PA      | $4697891.50    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1300000 | PA      | $856752.20     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: —       |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    6255000 | PA      | $6742706.48    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1795000 | PA      | $1937766.81    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    4165000 | PA      | $3924184.86    | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     865000 | PA      | $723263.20     | 0.00%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    6585000 | PA      | $5649065.06    | 0.00%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1941288.46    | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $999942.78     | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1440000 | PA      | $1213985.30    | 0.00%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    4235000 | PA      | $3869058.56    | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: —       |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     675000 | PA      | $448595.06     | 0.00%             | 2060-07-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1145000 | PA      | $849527.94     | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK & NEW JERSEY NY                                           | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2820000 | PA      | $2715774.32    | 0.00%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1632804.19    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    3009000 | PA      | $2581929.50    | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1863573.48    | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    1490000 | PA      | $1473988.71    | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    2742000 | PA      | $2225399.55    | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    3135000 | PA      | $1715063.38    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                     | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    5812000 | PA      | $5097685.15    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    3045000 | PA      | $2584929.85    | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    2163000 | PA      | $1929156.49    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                                                         | Presbyterian Healthcare Services                                                | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2085396.56    | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     895000 | PA      | $900467.13     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1606662.62    | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    2006000 | PA      | $1419029.13    | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    3294000 | PA      | $2042268.14    | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1120210.42    | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203948.38     | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: —       |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     525000 | PA      | $543848.05     | 0.00%             | 2030-03-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC                                                             | Booking Holdings Inc                                                            | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    3269000 | PA      | $3242689.39    | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PRIMERICA INC                                                                    | Primerica Inc                                                                   | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    2333000 | PA      | $2117028.54    | 0.00%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    2640000 | PA      | $2887370.38    | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    1866000 | PA      | $1708602.55    | 0.00%             | 2042-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    1913000 | PA      | $1673720.74    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    1914000 | PA      | $1638355.52    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $2981726.01    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    3569000 | PA      | $3246147.01    | 0.00%             | 2030-06-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2303587.42    | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    1585000 | PA      | $1578780.27    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2205406.44    | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3347549.33    | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    5521000 | PA      | $5451393.11    | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2216007.85    | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    4427000 | PA      | $4377965.53    | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    8025000 | PA      | $7745432.59    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1713233.53    | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    1972000 | PA      | $1535653.19    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    7185000 | PA      | $6338237.26    | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3292000 | PA      | $2980401.37    | 0.00%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2988419.92    | 0.00%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $1937064.70    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FZ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $3981406.43    | 0.00%             | 2028-01-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4632720.11    | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3977665.69    | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3380000 | PA      | $3451726.44    | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GK9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2889736.09    | 0.00%             | 2029-10-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GL7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2580000 | PA      | $2631617.47    | 0.00%             | 2034-10-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3292772.25    | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2868280.97    | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2198375.17    | 0.00%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2193933.70    | 0.00%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                             | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    2914000 | PA      | $3354990.86    | 0.00%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                             | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    2005000 | PA      | $2262472.54    | 0.00%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                             | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    2852000 | PA      | $3049837.34    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2426000 | PA      | $2625749.71    | 0.00%             | 2029-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2086000 | PA      | $2325703.64    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2298000 | PA      | $2039823.84    | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AQ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1577000 | PA      | $1264398.81    | 0.00%             | 2045-01-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AR4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    3571000 | PA      | $3515821.19    | 0.00%             | 2027-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    4503000 | PA      | $3801013.51    | 0.00%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2319443.88    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    3462000 | PA      | $3470975.37    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    3431000 | PA      | $3314233.67    | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2684000 | PA      | $2156255.63    | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3454917.19    | 0.00%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1599000 | PA      | $1482521.64    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $1839043.22    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1998559.46    | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2192000 | PA      | $2189678.43    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    1200000 | PA      | $1025800.27    | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    1781000 | PA      | $1798421.97    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    4032000 | PA      | $3743246.67    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2936000 | PA      | $2867456.97    | 0.00%             | 2027-04-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    3563000 | PA      | $2387823.33    | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2877000 | PA      | $1583453.62    | 0.00%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    3418000 | PA      | $2996159.67    | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2174000 | PA      | $1906345.08    | 0.00%             | 2031-03-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2980000 | PA      | $3018805.32    | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2320000 | PA      | $2298155.62    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2331000 | PA      | $2335615.64    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2050000 | PA      | $1961606.56    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    1837000 | PA      | $1654372.17    | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2535000 | PA      | $2244403.11    | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2807000 | PA      | $2486893.85    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    1603000 | PA      | $1087284.06    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2708000 | PA      | $2749507.11    | 0.00%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    4130000 | PA      | $3985440.13    | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    3475000 | PA      | $3557351.66    | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    3180000 | PA      | $3281345.90    | 0.00%             | 2034-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2899000 | PA      | $2967706.47    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    4075000 | PA      | $3930781.80    | 0.00%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2920000 | PA      | $2973430.80    | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    2755000 | PA      | $2821134.55    | 0.00%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    3330000 | PA      | $3454730.15    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2268000 | PA      | $1747778.09    | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1067361.67    | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2877000 | PA      | $2715538.24    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4060000 | PA      | $2454618.84    | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3075000 | PA      | $3195057.26    | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                                                          | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2361933.25    | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3730419.33    | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4346000 | PA      | $3479941.72    | 0.00%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5166000 | PA      | $4081062.56    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4188000 | PA      | $4230929.05    | 0.00%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1399570.93    | 0.00%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2755052.92    | 0.00%             | 2052-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1356000 | PA      | $1404178.41    | 0.00%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1834181.43    | 0.00%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4926435.32    | 0.00%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3187000 | PA      | $3450632.05    | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3949000 | PA      | $4223794.60    | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2266000 | PA      | $2596338.39    | 0.00%             | 2037-12-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2387544.62    | 0.00%             | 2040-06-21      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3646000 | PA      | $3274347.14    | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3142000 | PA      | $3140916.48    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2198000 | PA      | $1889488.87    | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4417000 | PA      | $3728827.25    | 0.00%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    6819000 | PA      | $5162432.71    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3506220.87    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2817000 | PA      | $2212929.93    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2265457.13    | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                     | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    3706000 | PA      | $3556512.26    | 0.00%             | 2030-04-14      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA                                                          | Prudential Funding Asia PLC                                                     | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    2350000 | PA      | $2237899.52    | 0.00%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1684000 | PA      | $1857820.78    | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     610000 | PA      | $687875.84     | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1933000 | PA      | $1544239.23    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1576000 | PA      | $1359138.26    | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2189000 | PA      | $1705537.26    | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2518400.99    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1414624.12    | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2481000 | PA      | $1961699.41    | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2629000 | PA      | $1819641.63    | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2229000 | PA      | $1989433.39    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1386690.66    | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1143718.54    | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1619939.86    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $1750218.43    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    4035000 | PA      | $3808704.73    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $4042570.55    | 0.00%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2257370.50    | 0.00%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4824584.47    | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2441312.79    | 0.00%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1384968.12    | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1635896.99    | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1612874.63    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     670000 | PA      | $448398.00     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2400416.51    | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2422984.34    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $4054464.63    | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     590000 | PA      | $531280.32     | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2806962.57    | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2273899.30    | 0.00%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     743000 | PA      | $803897.07     | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1227000 | PA      | $1272195.26    | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1188361.87    | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1377962.65    | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1154000 | PA      | $953241.48     | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2653000 | PA      | $2130982.00    | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2874000 | PA      | $2838963.84    | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2664000 | PA      | $2042071.32    | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBU9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2274000 | PA      | $2264421.37    | 0.00%             | 2028-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBV7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2711000 | PA      | $2232620.27    | 0.00%             | 2048-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBX3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2583000 | PA      | $2562744.06    | 0.00%             | 2028-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1919000 | PA      | $1872618.38    | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2622000 | PA      | $2069228.73    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $1790934.59    | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2084000 | PA      | $1964001.90    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1945000 | PA      | $1353176.14    | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1276686.03    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $1683732.98    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $862438.44     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2455000 | PA      | $2174035.95    | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1204000 | PA      | $1122870.96    | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2278000 | PA      | $2344867.50    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1743540.78    | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     985000 | PA      | $941634.02     | 0.00%             | 2053-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1335174.09    | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1037992.94    | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $2067191.50    | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2302623.62    | 0.00%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2358705.76    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2263658.86    | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1209666.44    | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     370000 | PA      | $370900.02     | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1360000 | PA      | $1378673.37    | 0.00%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2783000 | PA      | $2465913.05    | 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        |    3140000 | PA      | $2811316.58    | 0.00%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2148243.59    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $3438161.78    | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2736339.62    | 0.00%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3674550.67    | 0.00%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2610544.99    | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2090231.92    | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                         | Public Service Enterprise Group Inc                                             | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1656003.49    | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2380000 | PA      | $2348550.85    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2726000 | PA      | $2674465.43    | 0.00%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2970000 | PA      | $2813167.84    | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2800000 | PA      | $2501042.99    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    3190000 | PA      | $3041319.04    | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2980000 | PA      | $2699770.40    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2631000 | PA      | $2721409.92    | 0.00%             | 2029-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    1070000 | PA      | $1115961.02    | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    3899000 | PA      | $3828476.95    | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    2150000 | PA      | $2173701.28    | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    1700000 | PA      | $1735265.84    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    2744000 | PA      | $2686108.90    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $3540226.57    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    2304000 | PA      | $2210441.17    | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                                 | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     955000 | PA      | $984551.34     | 0.00%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1243594.60    | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1647114.57    | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1441970.86    | 0.00%             | 2040-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     840000 | PA      | $853178.11     | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    2352000 | PA      | $1978719.72    | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3225155.52    | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    3353000 | PA      | $2330018.81    | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CK0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $1330979.15    | 0.00%             | 2051-09-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     670000 | PA      | $656136.33     | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1912714.29    | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1785000 | PA      | $1810337.99    | 0.00%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3225104.71    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1592578.46    | 0.00%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: —       |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1821000 | PA      | $2002182.74    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1368000 | PA      | $1479892.21    | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                                   | PulteGroup Inc                                                                  | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2916958.43    | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    5065000 | PA      | $4987604.62    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    5412000 | PA      | $5467453.52    | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    6541000 | PA      | $6093549.75    | 0.00%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   10082000 | PA      | $10010651.10   | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    7070000 | PA      | $6046480.62    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    4289000 | PA      | $3020136.66    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $6421117.96    | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    5685000 | PA      | $5350910.63    | 0.00%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    5883000 | PA      | $5045984.64    | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3136000 | PA      | $3149641.32    | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    4885000 | PA      | $4212455.77    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3917010.47    | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    5695000 | PA      | $6119745.40    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2846119.49    | 0.00%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2864231.24    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2841551.54    | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $3697618.84    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    2286000 | PA      | $2023349.34    | 0.00%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2285729.96    | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2071719.77    | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2121866.58    | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1634068.95    | 0.00%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1630779.67    | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1647035.78    | 0.00%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   16400000 | PA      | $16823673.34   | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    7182000 | PA      | $8130665.07    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    6678000 | PA      | $6020982.63    | 0.00%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    8335000 | PA      | $8333238.90    | 0.01%             | 2028-04-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     685000 | PA      | $700825.82     | 0.00%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   10120000 | PA      | $10114938.68   | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   12000000 | PA      | $12258742.32   | 0.01%             | 2035-08-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    6392000 | PA      | $6310581.96    | 0.00%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                                                               | Province of Quebec Canada                                                       | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    2135000 | PA      | $1930219.08    | 0.00%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| QUEENS HEALTH SYSTEMS                                                            | Queen's Health Systems/The                                                      | CUSIP: 74825QAB6<br>LEI: 5493002Y81US5EEDOV69 | Long             | DBT              | CORP              | US        |    2181000 | PA      | $1984221.63    | 0.00%             | 2052-07-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    2276000 | PA      | $2087820.41    | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    3183000 | PA      | $3196256.75    | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    6837000 | PA      | $6483401.37    | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    3501000 | PA      | $3237702.11    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1670000 | PA      | $1859935.85    | 0.00%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $3249834.17    | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3457674.01    | 0.00%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2907014.91    | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    5912000 | PA      | $5901563.49    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    4709000 | PA      | $4480072.53    | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2288554.93    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2176459.54    | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                 | RELX Capital Inc                                                                | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     770000 | PA      | $800389.65     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2236417.15    | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3243674.12    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    1426000 | PA      | $1192613.31    | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    2829000 | PA      | $2868465.14    | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1822557.02    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                | CUSIP: 750236AW1<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3119395.25    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                                                                 | Radian Group Inc                                                                | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3206336.57    | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RADY CHILDREN HOSP/SD CA                                                         | Rady Children's Hospital-San Diego                                              | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1008824.49    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                                                | Ralph Lauren Corp                                                               | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10280.62      | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    3929000 | PA      | $3628468.71    | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    3942000 | PA      | $4029140.28    | 0.00%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $2823171.85    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1616967.33    | 0.00%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1700389.42    | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                                      | Rayonier LP                                                                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |    2642000 | PA      | $2391504.00    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5410000 | PA      | $3700223.11    | 0.00%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4297895.26    | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2778000 | PA      | $2923178.31    | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2449000 | PA      | $2397871.71    | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2370445.84    | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5970000 | PA      | $5934145.14    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2359000 | PA      | $2207438.21    | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4931000 | PA      | $4243105.63    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4304000 | PA      | $2740014.24    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4511000 | PA      | $3970093.97    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4367000 | PA      | $3902657.68    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5517000 | PA      | $3660676.36    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $5418468.07    | 0.00%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4555000 | PA      | $4456696.91    | 0.00%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $3296710.05    | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $4784465.98    | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    6695000 | PA      | $7390751.36    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5395000 | PA      | $6048155.66    | 0.00%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                              | Citizens Bank NA/Providence RI                                                  | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    3518000 | PA      | $3541234.91    | 0.00%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3419000 | PA      | $3382406.72    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    3454000 | PA      | $3100180.77    | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2839000 | PA      | $2822809.52    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1922000 | PA      | $1870280.94    | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    5259000 | PA      | $5011781.19    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2098000 | PA      | $1749787.28    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    3461000 | PA      | $3460376.09    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    3015000 | PA      | $2982194.03    | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2030000 | PA      | $1945455.92    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2959000 | PA      | $2848603.29    | 0.00%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2136000 | PA      | $1920890.57    | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    3250000 | PA      | $3461091.89    | 0.00%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1920000 | PA      | $1976425.00    | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BS2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2810000 | PA      | $2863657.34    | 0.00%             | 2028-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    3505000 | PA      | $3566429.16    | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2476000 | PA      | $2374486.20    | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2382000 | PA      | $2375601.59    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2405000 | PA      | $2340983.88    | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1630000 | PA      | $1546705.00    | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1735000 | PA      | $1570455.36    | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    2515000 | PA      | $2567236.20    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    3055000 | PA      | $3153150.15    | 0.00%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1045000 | PA      | $1023098.93    | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1625000 | PA      | $1662951.42    | 0.00%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1500000 | PA      | $1495402.67    | 0.00%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    1710000 | PA      | $1699889.56    | 0.00%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    6615000 | PA      | $6845662.40    | 0.01%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    5895000 | PA      | $6263998.47    | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                               | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    5670000 | PA      | $6115883.75    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1556000 | PA      | $1547198.24    | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1923000 | PA      | $1662609.80    | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1911000 | PA      | $1914001.49    | 0.00%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1886000 | PA      | $1667565.48    | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    2300000 | PA      | $2205376.76    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1733000 | PA      | $1700078.65    | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1030000 | PA      | $1067278.97    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     765000 | PA      | $779253.39     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    1450000 | PA      | $1491325.93    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    7002000 | PA      | $6250393.98    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    3373000 | PA      | $2117235.98    | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRANSPRTN DIST CO SALES TAX REVENUE                                        | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     700000 | PA      | $721502.23     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: —       |
| REGIONS BANK                                                                     | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $3128605.13    | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    2623000 | PA      | $3036909.48    | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2599292.07    | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3400670.06    | 0.00%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1600866.64    | 0.00%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    5223000 | PA      | $5169590.02    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    4246000 | PA      | $4026627.90    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    1806000 | PA      | $1932913.15    | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2171778.69    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                                                          | Reinsurance Group of America Inc                                                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20581.09      | 0.00%             | 2055-09-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                                     | Reliance Inc                                                                    | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     935000 | PA      | $847851.67     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    3375000 | PA      | $3307550.42    | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    4080000 | PA      | $4286757.51    | 0.00%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                                                         | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    1345000 | PA      | $1412752.02    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                                            | RenaissanceRe Finance Inc                                                       | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    2468000 | PA      | $2438245.67    | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1198740.23    | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    2006000 | PA      | $2106214.89    | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3243334.79    | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    4441000 | PA      | $4449641.52    | 0.00%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3048975.68    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2143070.33    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3833000 | PA      | $3352407.19    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $2766172.31    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3130468.07    | 0.00%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3383764.27    | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3530698.63    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2852010.37    | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2296163.77    | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    2235000 | PA      | $2331681.50    | 0.00%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1725638.04    | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1891620.12    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    4816120 | PA      | $5856279.49    | 0.00%             | 2036-03-21      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENT URUGUAY                                                         | Uruguay Government International Bond                                           | CUSIP: 760942AY8<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2647500 | PA      | $2343078.38    | 0.00%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   16907000 | PA      | $16185115.40   | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BB7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    9420000 | PA      | $9441323.02    | 0.01%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   11056000 | PA      | $10212349.70   | 0.01%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BE1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   13095000 | PA      | $13990229.33   | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    2990000 | PA      | $2843527.17    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BH4<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    7150000 | PA      | $7483655.39    | 0.01%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP TRUST                                                          | Kite Realty Group Trust                                                         | CUSIP: 76131VAB9<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    2425000 | PA      | $2449019.55    | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    2288000 | PA      | $2051355.36    | 0.00%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    2255000 | PA      | $1983029.05    | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                                                         | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    1640000 | PA      | $1668320.52    | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2910612.96    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2581000 | PA      | $2672794.71    | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    3504000 | PA      | $3685371.95    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   10093000 | PA      | $10047707.16   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    4106000 | PA      | $4431986.88    | 0.00%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    5044000 | PA      | $5092300.28    | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    6109000 | PA      | $3845798.10    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3840000 | PA      | $3630926.67    | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3164000 | PA      | $2754038.97    | 0.00%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2535000 | PA      | $2618029.01    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    4103000 | PA      | $3888080.35    | 0.00%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    1860000 | PA      | $1872748.37    | 0.00%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    3120000 | PA      | $3158400.49    | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    5105000 | PA      | $5251700.14    | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2910000 | PA      | $3007871.19    | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    5805000 | PA      | $6025150.62    | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    2780000 | PA      | $2875150.95    | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     615000 | PA      | $642576.34     | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    5409000 | PA      | $3362126.65    | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    3288000 | PA      | $3238599.08    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    2093000 | PA      | $1774372.46    | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $2214030.60    | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    2438000 | PA      | $1448331.96    | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2481000 | PA      | $2901165.44    | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2603000 | PA      | $2221893.78    | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2743000 | PA      | $2624207.80    | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4283000 | PA      | $3894094.35    | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3402000 | PA      | $2763679.00    | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     190000 | PA      | $153469.57     | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2959000 | PA      | $2166127.52    | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4190000 | PA      | $4135935.89    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    5315000 | PA      | $5027639.26    | 0.00%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    3485000 | PA      | $3024821.33    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    7640000 | PA      | $6206711.78    | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    4976000 | PA      | $5073830.40    | 0.00%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    5375000 | PA      | $5453649.63    | 0.00%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROHM & HAAS CO                                                                   | Rohm and Haas Co                                                                | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     170000 | PA      | $189701.95     | 0.00%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                                      | Rollins Inc                                                                     | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     740000 | PA      | $758001.09     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2417493.27    | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2970000 | PA      | $3012231.92    | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    4895000 | PA      | $4910843.89    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     810000 | PA      | $813518.65     | 0.00%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1509613.86    | 0.00%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2056875.44    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    4942000 | PA      | $4930418.23    | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    4959000 | PA      | $4973558.38    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    3628000 | PA      | $3469274.85    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    3339000 | PA      | $3019128.81    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    4678000 | PA      | $4101284.65    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                           | Roper Technologies Inc                                                          | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    4191000 | PA      | $4003061.94    | 0.00%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                                  | Ross Stores Inc                                                                 | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $2100567.98    | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    7790000 | PA      | $7922032.32    | 0.01%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5064000 | PA      | $5091801.31    | 0.00%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6132000 | PA      | $6042817.91    | 0.00%             | 2028-05-22      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    6260000 | PA      | $6409932.70    | 0.00%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      80000 | PA      | $84465.44      | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     160000 | PA      | $157854.27     | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8695000 | PA      | $7839196.28    | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3515000 | PA      | $3446325.55    | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5594000 | PA      | $5577477.34    | 0.00%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4390000 | PA      | $4278417.39    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6874000 | PA      | $6917134.35    | 0.01%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6855000 | PA      | $7122513.02    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4330000 | PA      | $4420091.28    | 0.00%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8130000 | PA      | $8406883.57    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4615000 | PA      | $4770453.88    | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5100000 | PA      | $5264622.08    | 0.00%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6890000 | PA      | $6966239.57    | 0.01%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4930000 | PA      | $5074782.22    | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6110000 | PA      | $6418364.06    | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6575000 | PA      | $6740981.80    | 0.00%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7180000 | PA      | $7308121.64    | 0.01%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8355000 | PA      | $8625246.57    | 0.01%             | 2031-02-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5320000 | PA      | $5367826.43    | 0.00%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5015000 | PA      | $5146970.88    | 0.00%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5945000 | PA      | $6009532.74    | 0.00%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4650000 | PA      | $4722969.10    | 0.00%             | 2031-08-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4400000 | PA      | $4393082.98    | 0.00%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    4580000 | PA      | $4576733.86    | 0.00%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3230000 | PA      | $3259365.67    | 0.00%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    9585000 | PA      | $9729787.94    | 0.01%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                          | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     935000 | PA      | $945108.23     | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE KPN NV                                                               | Koninklijke KPN NV                                                              | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    1822000 | PA      | $2139015.25    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4776000 | PA      | $4586336.92    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4349000 | PA      | $3944564.31    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4762000 | PA      | $3734955.89    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4497000 | PA      | $3161670.53    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2989000 | PA      | $2624506.81    | 0.00%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    3250000 | PA      | $2189240.07    | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    3210000 | PA      | $3299327.85    | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2535000 | PA      | $2606866.36    | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2385000 | PA      | $2383459.10    | 0.00%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    1890000 | PA      | $1884585.91    | 0.00%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2050000 | PA      | $2073396.86    | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    2635000 | PA      | $2659723.76    | 0.00%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RUSH SYSTEM FOR HEALTH                                                           | Rush System for Health Obligated Group                                          | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1503000 | PA      | $1492782.11    | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     900000 | PA      | $941625.55     | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    1475000 | PA      | $1009026.05    | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV                                                              | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $824684.83     | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2659909.63    | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2869000 | PA      | $2825490.58    | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKU2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2206761.06    | 0.00%             | 2027-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3231000 | PA      | $3339953.55    | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3132000 | PA      | $3218730.44    | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2375593.90    | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3526211.08    | 0.00%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2616447.62    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2143000 | PA      | $2173555.22    | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1854548.38    | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1648983.61    | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1405580.65    | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1007107.79    | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1927873.93    | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                                                                 | Ryder System Inc                                                                | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     980000 | PA      | $978757.24     | 0.00%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    4526000 | PA      | $4479368.89    | 0.00%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    2847000 | PA      | $2685797.65    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    4018000 | PA      | $2884545.99    | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    3105000 | PA      | $1613580.47    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    4018000 | PA      | $3539031.38    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3925144.72    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4607613.28    | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5182963.44    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    5765000 | PA      | $5536985.78    | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    3921000 | PA      | $3631221.95    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    5580000 | PA      | $4306287.27    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    1369000 | PA      | $1049077.55    | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    2917000 | PA      | $3083208.15    | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                                  | SSM Health Care Corp                                                            | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $2600563.42    | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SSM HEALTH CARE                                                                  | SSM Health Care Corp                                                            | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2755079.40    | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    8898000 | PA      | $8950624.55    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    7619000 | PA      | $7633382.46    | 0.01%             | 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        |    4457000 | PA      | $4484700.34    | 0.00%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    2857854 | PA      | $3032129.79    | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    2488000 | PA      | $2431694.92    | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |    4027000 | PA      | $3685040.01    | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    1175000 | PA      | $1250062.31    | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    1410000 | PA      | $1451542.67    | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    2575000 | PA      | $2372794.16    | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| SAFEHOLD GL HOLDINGS LLC                                                         | Safehold GL Holdings LLC                                                        | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |    1115000 | PA      | $999046.43     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2392000 | PA      | $2775318.50    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    9341000 | PA      | $9336134.83    | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3592135.36    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    6342000 | PA      | $5667617.85    | 0.00%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $3413197.41    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    9180000 | PA      | $5959389.32    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    5810000 | PA      | $3576473.03    | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     135000 | PA      | $108587.27     | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BCN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2380000 | PA      | $2194638.29    | 0.00%             | 2048-01-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZATION CORP IL                                                | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5125000 | PA      | $4210322.08    | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RIVER AZ PROJ AGRIC IMPT & PWR DIST ELEC                                   | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    1875000 | PA      | $1843827.58    | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    1993000 | PA      | $2152091.34    | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    1875000 | PA      | $1957408.76    | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 79625GNB5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    5415000 | PA      | $5494473.73    | 0.00%             | 2045-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: —       |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX ELEC & GAS REVENUE                                               | CUSIP: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    1185000 | PA      | $1190505.51    | 0.00%             | 2050-02-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CNTY CA REGL TRANSPRTN COMMISSION SALES TAX REV                       | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    1905000 | PA      | $1961767.46    | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO CNTY CA WTR AUTH FING AGY WTR REVENUE                                 | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    2345000 | PA      | $2455160.55    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1136142.90    | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1633000 | PA      | $1507255.85    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $1862899.67    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1786083.00    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2284000 | PA      | $1840041.88    | 0.00%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2291000 | PA      | $1607995.63    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    4579000 | PA      | $4086558.95    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $2580671.70    | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2165453.80    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $1658225.05    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3587293.42    | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    3617000 | PA      | $3702846.57    | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2866454.75    | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2385545.51    | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILS COMMISSION WSTWTR                     | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1920000 | PA      | $1948784.47    | 0.00%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| San Joaquin Hills Transportation Corridor Agency                                 | SAN JOAQUIN HILLS CA TRANSPRTN CORRIDOR AGY TOLL ROAD REV                       | CUSIP: 798111HM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1600000 | PA      | $1227356.45    | 0.00%             | 2050-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    4680000 | PA      | $4753000.23    | 0.00%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    3305000 | PA      | $3234355.63    | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    2640000 | PA      | $2566804.05    | 0.00%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    3040000 | PA      | $2867682.13    | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | Sands China Ltd                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    2860000 | PA      | $2618661.22    | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    6561000 | PA      | $6540261.34    | 0.00%             | 2028-06-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    2050000 | PA      | $2052896.86    | 0.00%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    2050000 | PA      | $2051557.94    | 0.00%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                                                        | Sanofi SA                                                                       | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    2050000 | PA      | $2050657.80    | 0.00%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    5031000 | PA      | $4991516.96    | 0.00%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2755000 | PA      | $2535570.31    | 0.00%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    4808000 | PA      | $4714805.09    | 0.00%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3465000 | PA      | $3624071.71    | 0.00%             | 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        |    4320000 | PA      | $4382306.80    | 0.00%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    5575000 | PA      | $5835558.83    | 0.00%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    2220000 | PA      | $2222784.68    | 0.00%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                         | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3600000 | PA      | $3594290.76    | 0.00%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    5213000 | PA      | $5228073.49    | 0.00%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    4685000 | PA      | $4590525.43    | 0.00%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5523944.50    | 0.00%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2960000 | PA      | $3096563.06    | 0.00%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $3574701.47    | 0.00%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2995000 | PA      | $3128265.28    | 0.00%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $3140051.38    | 0.00%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1637108.10    | 0.00%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3342133.37    | 0.00%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                           | Santander Holdings USA Inc                                                      | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    3615000 | PA      | $3743506.82    | 0.00%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   15839771 | PA      | $15939015.88   | 0.01%             | 2030-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-3                                   | CUSIP: 80287LAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3500000 | PA      | $3564052.91    | 0.00%             | 2030-08-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3150000 | PA      | $3165300.94    | 0.00%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2025-2                                   | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1010102.06    | 0.00%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-1                                   | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1515147 | PA      | $1516702.96    | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-1                                   | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6440000 | PA      | $6469604.29    | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-1                                   | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1670000 | PA      | $1689893.44    | 0.00%             | 2030-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $507759.00     | 0.00%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2011078.98    | 0.00%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2025-3                                   | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1511195.51    | 0.00%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2024-5                                   | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4100000 | PA      | $4130751.56    | 0.00%             | 2032-02-17      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2025-4                                   | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3300000 | PA      | $3305168.20    | 0.00%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                           | Santander Drive Auto Receivables Trust 2025-4                                   | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3000000 | PA      | $3005765.82    | 0.00%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                         | Province of Saskatchewan Canada                                                 | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |      40000 | PA      | $39724.56      | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PROVINCE OF SASKATCHEWAN                                                         | Province of Saskatchewan Canada                                                 | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    1825000 | PA      | $1887901.49    | 0.00%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2698000 | PA      | $3078495.65    | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2431562.70    | 0.00%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVESTMENT                                                          | Schlumberger Investment SA                                                      | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    3348000 | PA      | $3147482.35    | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4327000 | PA      | $4287767.31    | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4903000 | PA      | $4835551.10    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3668000 | PA      | $3679378.21    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3210443.18    | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3158000 | PA      | $3233660.72    | 0.00%             | 2030-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3764000 | PA      | $3307380.65    | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5102000 | PA      | $4899983.20    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3538000 | PA      | $3211485.98    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3886000 | PA      | $3406938.89    | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4837271.55    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3139000 | PA      | $2993749.08    | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    6110000 | PA      | $5998836.62    | 0.00%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4518000 | PA      | $4152871.32    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $3438908.88    | 0.00%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5220000 | PA      | $5607416.08    | 0.00%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    7335000 | PA      | $8014869.05    | 0.01%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4850854.06    | 0.00%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    7015000 | PA      | $7035732.27    | 0.01%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                                              | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3306506.64    | 0.00%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                                            | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1129338.18    | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     750000 | PA      | $696490.05     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1294386.35    | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3528814.06    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4103000 | PA      | $4042427.82    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5127000 | PA      | $5049206.18    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4602000 | PA      | $3982043.41    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3507000 | PA      | $2712971.78    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $4181695.22    | 0.00%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3128000 | PA      | $3080731.35    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    3480000 | PA      | $3653271.01    | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1918189.49    | 0.00%             | 2054-10-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1625127.73    | 0.00%             | 2054-10-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15152.12      | 0.00%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156966.46     | 0.00%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                               | Sentara Health                                                                  | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |    1849000 | PA      | $1204175.32    | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                                   | ServiceNow Inc                                                                  | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    8659000 | PA      | $7635562.66    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | Sharp HealthCare                                                                | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |    2591000 | PA      | $1638829.26    | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   10716000 | PA      | $11985491.62   | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AN2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    5793000 | PA      | $6035573.82    | 0.00%             | 2040-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    2813000 | PA      | $2299118.85    | 0.00%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1340000 | PA      | $1343685.66    | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1220000 | PA      | $1075305.88    | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1220000 | PA      | $1005546.88    | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    6325000 | PA      | $6329883.41    | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     820000 | PA      | $774101.36     | 0.00%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    6058000 | PA      | $4176088.72    | 0.00%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    1450000 | PA      | $1382806.55    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     350000 | PA      | $243874.91     | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    2990000 | PA      | $2226490.91    | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    5260000 | PA      | $3496154.15    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11008000 | PA      | $9643104.32    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5103000 | PA      | $4857627.71    | 0.00%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6643000 | PA      | $6435295.18    | 0.00%             | 2035-05-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4463000 | PA      | $4052316.35    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6759000 | PA      | $5577457.72    | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7616000 | PA      | $7187014.48    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7648000 | PA      | $5403957.57    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5046000 | PA      | $3999012.42    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2838954.43    | 0.00%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2847501.66    | 0.00%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1186061.83    | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1892000 | PA      | $1647363.47    | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    8785000 | PA      | $8708623.39    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    5678000 | PA      | $4927046.97    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    4677000 | PA      | $4484526.30    | 0.00%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2084261.57    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2703000 | PA      | $2496981.50    | 0.00%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2515000 | PA      | $1748938.77    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2947000 | PA      | $2593527.95    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2380000 | PA      | $1496740.47    | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     830000 | PA      | $838637.98     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1671978.55    | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2879246.74    | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2191743.96    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2203616.55    | 0.00%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    2155000 | PA      | $2182469.29    | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1513749.18    | 0.00%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    2758000 | PA      | $3194446.88    | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2601000 | PA      | $2419647.15    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1591900.79    | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2437000 | PA      | $2056786.16    | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    3712000 | PA      | $3684372.33    | 0.00%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    4488000 | PA      | $4442577.63    | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    6608000 | PA      | $6244513.81    | 0.00%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    5893000 | PA      | $4124974.18    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3295000 | PA      | $2511719.95    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3058000 | PA      | $2870264.79    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3615000 | PA      | $3456091.76    | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3374000 | PA      | $3052190.48    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3374000 | PA      | $3278229.01    | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3610000 | PA      | $3186550.86    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    2825000 | PA      | $2551205.46    | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    2950000 | PA      | $3122630.46    | 0.00%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3055000 | PA      | $3153537.50    | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    1395000 | PA      | $1538164.75    | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    2284000 | PA      | $2587712.00    | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    3205000 | PA      | $3208874.14    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    1770000 | PA      | $1783445.75    | 0.00%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    2875000 | PA      | $2934505.57    | 0.00%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SIRIUSPOINT LTD                                                                  | SiriusPoint Ltd                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |     240000 | PA      | $251631.08     | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     510000 | PA      | $529874.09     | 0.00%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     740000 | PA      | $749358.49     | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                                                         | Sixth Street Lending Partners                                                   | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    3270000 | PA      | $3360002.83    | 0.00%             | 2030-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2821866.15    | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1614831.90    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5697193.09    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                         | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2757144.36    | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAB5<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     715000 | PA      | $751126.35     | 0.00%             | 2028-08-14      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     430000 | PA      | $441414.70     | 0.00%             | 2029-03-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| SIXTH STREET SPECIALTY                                                           | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     915000 | PA      | $926530.13     | 0.00%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                           | Skyworks Solutions Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2790570.84    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    5995000 | PA      | $5389778.79    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    1865000 | PA      | $1886019.48    | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | Smith & Nephew PLC                                                              | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    2535000 | PA      | $2646145.81    | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    3222000 | PA      | $3057034.12    | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    3416000 | PA      | $2896620.36    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $3889483.15    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $2892506.01    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2024597.88    | 0.00%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4533161.28    | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    4565000 | PA      | $4967945.43    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    3930000 | PA      | $4274966.60    | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3416155.48    | 0.00%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    2450000 | PA      | $2533102.38    | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    5615000 | PA      | $5838319.27    | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    3330000 | PA      | $3397479.89    | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                             | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    2555000 | PA      | $2643175.66    | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FIN                                                             | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |    2200000 | PA      | $2226149.95    | 0.00%             | 2036-01-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2353365.94    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1456935.02    | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    2464000 | PA      | $1714386.08    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    1321000 | PA      | $1339569.92    | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    4208000 | PA      | $4352015.22    | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    5080000 | PA      | $5310205.08    | 0.00%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    6580000 | PA      | $6878593.95    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $6388236.37    | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1309821.23    | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2914053.12    | 0.00%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    2880000 | PA      | $2812512.24    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    2513000 | PA      | $2273226.50    | 0.00%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1760038.01    | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                               | Sonoco Products Co                                                              | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    1690000 | PA      | $1679841.14    | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     625000 | PA      | $702081.80     | 0.00%             | 2032-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1580861.48    | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2466214.83    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1297665.34    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    1915000 | PA      | $1740209.16    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $1976335.94    | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SOUTH CAROLINA ST PUBLIC SVC AUTH REVENUE                                       | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1077670.14    | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $2134885.43    | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $3374202.61    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1379000 | PA      | $1434774.34    | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1511000 | PA      | $1528966.58    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1589000 | PA      | $1618931.77    | 0.00%             | 2036-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1749199.21    | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2357000 | PA      | $2426840.69    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2290129.71    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2138000 | PA      | $2125963.36    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2269183.70    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2562000 | PA      | $2074449.20    | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2374000 | PA      | $1855747.59    | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3738000 | PA      | $3227743.38    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1472066.98    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7689000 | PA      | $5904420.01    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2452000 | PA      | $2416560.58    | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6072000 | PA      | $4712855.60    | 0.00%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3988000 | PA      | $3964088.35    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3081000 | PA      | $2644047.34    | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2558000 | PA      | $2415459.08    | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5779000 | PA      | $4088088.35    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3092000 | PA      | $2800538.74    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2620000 | PA      | $1631000.41    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3607000 | PA      | $3233218.49    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $1767138.83    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3090511.61    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $1897866.96    | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3527000 | PA      | $3548192.86    | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1889000 | PA      | $1735003.77    | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3154254.00    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2539000 | PA      | $2696128.68    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2187293.52    | 0.00%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1755000 | PA      | $1661293.76    | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $2919280.31    | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1715000 | PA      | $1774196.12    | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $3602066.17    | 0.00%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3309646.14    | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2754199.10    | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1938245.58    | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2295000 | PA      | $2374980.31    | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3266095.55    | 0.00%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2512085.33    | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2995000 | PA      | $3074808.03    | 0.00%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2745800.35    | 0.00%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CJ9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1503254.98    | 0.00%             | 2040-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1338933.24    | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    2044000 | PA      | $1661684.74    | 0.00%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2254126.73    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1607000 | PA      | $1249537.41    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    3848000 | PA      | $3627720.20    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4415000 | PA      | $4352823.73    | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $3021873.83    | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    2420000 | PA      | $2455187.89    | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    2990000 | PA      | $3100720.72    | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    2345000 | PA      | $2342907.84    | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3330293.23    | 0.00%             | 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        |    4005000 | PA      | $4189325.88    | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    3769000 | PA      | $3949059.30    | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2448281.29    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    8891000 | PA      | $7619922.37    | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3504098.83    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $4805216.67    | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1973296.33    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2762414.48    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3110000 | PA      | $3166355.22    | 0.00%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $3963984.78    | 0.00%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4894256.57    | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    4060000 | PA      | $4292287.34    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    3430000 | PA      | $3419237.24    | 0.00%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | Southern Co/The                                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     260000 | PA      | $275093.27     | 0.00%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    4613000 | PA      | $5476782.50    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    5661000 | PA      | $6423536.53    | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    7612000 | PA      | $7287331.38    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    4018000 | PA      | $4143435.25    | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2827000 | PA      | $2255722.75    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2032289.53    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    3109000 | PA      | $2748545.21    | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $1413969.48    | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2975593.62    | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2728000 | PA      | $2904757.49    | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $2031011.55    | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1000408.47    | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1290481.11    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    2698000 | PA      | $2626631.91    | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1415000 | PA      | $1359845.99    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1734023.09    | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2147026.72    | 0.00%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2135759.07    | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    2273000 | PA      | $2238109.06    | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    3068000 | PA      | $2843195.89    | 0.00%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    9017000 | PA      | $9114922.91    | 0.01%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3298755.64    | 0.00%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3230584.40    | 0.00%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1451000 | PA      | $1120347.88    | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1783000 | PA      | $1766512.08    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1439000 | PA      | $1168207.43    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1757000 | PA      | $1603982.50    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $1368680.00    | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    2712000 | PA      | $2628305.08    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2028166.48    | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AH8<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $2064139.99    | 0.00%             | 2028-03-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1669000 | PA      | $1797160.02    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1720000 | PA      | $1353738.88    | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    2333000 | PA      | $1762787.29    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    2615000 | PA      | $2611648.09    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $2213911.13    | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1564407.79    | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1132480.38    | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                               | Expand Energy Corp                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3420356.80    | 0.00%             | 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        |    2200000 | PA      | $2176760.37    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    2141000 | PA      | $1935776.63    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    2098000 | PA      | $1523716.96    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $1692950.62    | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    1368000 | PA      | $1149148.50    | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    2028000 | PA      | $1522739.78    | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    2333000 | PA      | $1568822.84    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2969425.09    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2312241.28    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    2271000 | PA      | $2314132.44    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    5002000 | PA      | $4302877.36    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBL GRP                                                          | Corewell Health Obligated Group                                                 | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1948000 | PA      | $1440589.32    | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAA5<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     540000 | PA      | $374660.75     | 0.00%             | 2051-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1537920.68    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SPIRE MISSOURI INC                                                               | Spire Missouri Inc                                                              | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |    1320000 | PA      | $1366007.19    | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                              | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $5306987.63    | 0.00%             | 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        |    9920000 | PA      | $12077640.18   | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED BK/NY                                                         | Standard Chartered Bank/New York                                                | CUSIP: 85325X2B1<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |     385000 | PA      | $392944.44     | 0.00%             | 2027-12-03      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    2646000 | PA      | $2108393.23    | 0.00%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1422936.26    | 0.00%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    2385000 | PA      | $1605307.70    | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    3541000 | PA      | $2849276.31    | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1331811.01    | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $1448520.21    | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2137926.67    | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: —       |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1398000 | PA      | $1379065.68    | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2346000 | PA      | $2349267.39    | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2557000 | PA      | $2255866.48    | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $3998468.97    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    3985000 | PA      | $2391763.61    | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2197000 | PA      | $1986930.88    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AT8<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3727690.34    | 0.00%             | 2028-03-06      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1971000 | PA      | $1684152.49    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2629000 | PA      | $2011396.32    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3336000 | PA      | $3302474.77    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    4445000 | PA      | $4444870.74    | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5065000 | PA      | $4306456.79    | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4234064.10    | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    4409000 | PA      | $3717876.02    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3706000 | PA      | $3613194.57    | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3665000 | PA      | $3387276.01    | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3098000 | PA      | $2164634.75    | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5666000 | PA      | $5245101.08    | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5155000 | PA      | $3681352.32    | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    4795000 | PA      | $4436136.11    | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2671442.47    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3253912.42    | 0.00%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2095000 | PA      | $2160319.52    | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1983508.19    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1503693.71    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1358246.07    | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $2869085.83    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK & TR                                                           | State Street Bank & Trust Co                                                    | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    3905000 | PA      | $4025938.83    | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3258000 | PA      | $3275095.12    | 0.00%             | 2029-12-03      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2517329.61    | 0.00%             | 2034-11-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4858000 | PA      | $4590367.14    | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BN2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2961000 | PA      | $2851839.71    | 0.00%             | 2031-03-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4086025.88    | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BS1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3820000 | PA      | $3740961.37    | 0.00%             | 2028-02-07      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3170000 | PA      | $2872557.16    | 0.00%             | 2033-02-07      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2916612.02    | 0.00%             | 2033-05-13      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3500793.28    | 0.00%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2849128.57    | 0.00%             | 2028-11-04      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3185000 | PA      | $3242905.34    | 0.00%             | 2034-01-26      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4790000 | PA      | $4984028.48    | 0.00%             | 2034-05-18      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5135000 | PA      | $5385347.89    | 0.00%             | 2029-11-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2503242.63    | 0.00%             | 2034-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5890000 | PA      | $5969337.89    | 0.00%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4737405.86    | 0.00%             | 2029-02-20      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CP6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    6315000 | PA      | $6379234.22    | 0.00%             | 2027-10-22      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3961507.20    | 0.00%             | 2032-10-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $3969895.53    | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2861647.45    | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3915741.24    | 0.00%             | 2036-02-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3080000 | PA      | $3105302.35    | 0.00%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $4578874.50    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                | State Street Corp                                                               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    3735000 | PA      | $3745644.53    | 0.00%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AD4<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    9446000 | PA      | $9732251.21    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AE2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    9140000 | PA      | $9840484.02    | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   14670000 | PA      | $15144266.43   | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bonds                                | Republic of Poland Government International Bonds                               | CUSIP: 857524AH5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |   12890000 | PA      | $13460355.17   | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3102000 | PA      | $3134121.58    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    2330000 | PA      | $2097096.60    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3552000 | PA      | $3043425.03    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3025000 | PA      | $2868219.73    | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    5103000 | PA      | $5107092.91    | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2484000 | PA      | $2402235.54    | 0.00%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2781000 | PA      | $2647665.29    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1578602.27    | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2619000 | PA      | $1817624.00    | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2567309.04    | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3338821.85    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1399124.18    | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2194709.84    | 0.00%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    3076000 | PA      | $2833433.16    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    3950000 | PA      | $2956400.05    | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                                                         | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2466572.11    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STIFEL FINANCIAL CORP                                                            | Stifel Financial Corp                                                           | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    2517000 | PA      | $2468576.65    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    2147000 | PA      | $2151918.39    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    1936000 | PA      | $1930109.80    | 0.00%             | 2029-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    1444000 | PA      | $1316999.69    | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    2090000 | PA      | $1848754.94    | 0.00%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                                                                | Store Capital LLC                                                               | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    1035000 | PA      | $1056337.22    | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    1783000 | PA      | $1540404.08    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2453000 | PA      | $2167131.65    | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    4805000 | PA      | $4351075.45    | 0.00%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    4602000 | PA      | $4582804.32    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    6088000 | PA      | $5538745.63    | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2101000 | PA      | $1411820.71    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3930000 | PA      | $4028525.65    | 0.00%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3096452.38    | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2670000 | PA      | $2674816.81    | 0.00%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3495000 | PA      | $3521004.20    | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3395000 | PA      | $3448083.37    | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $3409585.57    | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3702418.99    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4502000 | PA      | $4475966.73    | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3786000 | PA      | $3752478.98    | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3769000 | PA      | $3728061.31    | 0.00%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4101000 | PA      | $4068368.71    | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3814000 | PA      | $3816219.98    | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3232000 | PA      | $3260794.76    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   11245000 | PA      | $10819398.23   | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2491000 | PA      | $2367376.35    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6100000 | PA      | $5763808.57    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4136000 | PA      | $3744349.05    | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6465000 | PA      | $5897851.22    | 0.00%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2665000 | PA      | $2345481.96    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2620000 | PA      | $1862905.23    | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    9375000 | PA      | $8852789.72    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4525000 | PA      | $4033922.02    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4140000 | PA      | $3087766.42    | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2559000 | PA      | $2508944.83    | 0.00%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2225000 | PA      | $2124233.38    | 0.00%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2715000 | PA      | $2114630.15    | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    8570000 | PA      | $8839858.67    | 0.01%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7955000 | PA      | $8526148.16    | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    6340000 | PA      | $6694315.72    | 0.00%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2180000 | PA      | $2398127.03    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3140000 | PA      | $3278863.39    | 0.00%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDC1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3010000 | PA      | $3216603.06    | 0.00%             | 2030-07-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3105000 | PA      | $3332663.38    | 0.00%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5165000 | PA      | $5389363.05    | 0.00%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4120000 | PA      | $4438501.17    | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3575000 | PA      | $3714584.73    | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5040000 | PA      | $5297580.54    | 0.00%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5850000 | PA      | $6204421.55    | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3035000 | PA      | $3185150.04    | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2510000 | PA      | $2610446.44    | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3130000 | PA      | $3292316.60    | 0.00%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4120000 | PA      | $4402649.43    | 0.00%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2900000 | PA      | $2943830.25    | 0.00%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    1660000 | PA      | $1700757.98    | 0.00%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2970000 | PA      | $3065409.53    | 0.00%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      10000 | PA      | $10307.96      | 0.00%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMMA HEALTH                                                                     | Summa Health                                                                    | CUSIP: 86564UAA8<br>LEI: 549300N4NP4BSOJ08A82 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1403257.94    | 0.00%             | 2051-11-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    3462000 | PA      | $3160073.96    | 0.00%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    2133000 | PA      | $2028457.40    | 0.00%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                                                          | Sun Communities Operating LP                                                    | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    2390000 | PA      | $2335812.70    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    4252000 | PA      | $3265409.63    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    4073000 | PA      | $2935444.58    | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    2352000 | PA      | $2649609.40    | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    2525000 | PA      | $2682371.03    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     320000 | PA      | $348765.51     | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    4236000 | PA      | $4765507.33    | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2069890.92    | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2645000 | PA      | $2355193.41    | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3839000 | PA      | $3509590.19    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4208000 | PA      | $3859579.33    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4556000 | PA      | $4544837.16    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6193000 | PA      | $5637135.70    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    2054000 | PA      | $2044458.53    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    2161000 | PA      | $1797361.07    | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1374165.42    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     857000 | PA      | $686623.55     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    2014000 | PA      | $1451252.67    | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     248000 | PA      | $252084.88     | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     965000 | PA      | $1006065.34    | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $3112010.61    | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                                                            | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    1150000 | PA      | $1140262.75    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    7902000 | PA      | $8139431.39    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    4756000 | PA      | $4771376.86    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    4476000 | PA      | $4213590.70    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    4867000 | PA      | $4351681.85    | 0.00%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    2644000 | PA      | $2495779.42    | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    2121000 | PA      | $2081352.72    | 0.00%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    2345000 | PA      | $2373698.77    | 0.00%             | 2028-06-14      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SWEDISH EXPORT CREDIT                                                            | Svensk Exportkredit AB                                                          | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    4432000 | PA      | $4652546.42    | 0.00%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    6705000 | PA      | $6752255.90    | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3544138.64    | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    7205000 | PA      | $7363515.62    | 0.01%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    7205000 | PA      | $7385645.85    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6846903.06    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    2810000 | PA      | $2818876.85    | 0.00%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                           | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     605000 | PA      | $628239.45     | 0.00%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2655615.88    | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    3541000 | PA      | $3187853.24    | 0.00%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1858897.48    | 0.00%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $2214549.20    | 0.00%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                   | TD SYNNEX Corp                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1816121.98    | 0.00%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                                  | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |    1965000 | PA      | $2004823.67    | 0.00%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    5072000 | PA      | $5029861.93    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2842000 | PA      | $2887713.97    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    4641000 | PA      | $4151785.60    | 0.00%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    3320000 | PA      | $3449879.40    | 0.00%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     730000 | PA      | $746123.44     | 0.00%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     265000 | PA      | $267585.72     | 0.00%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     945000 | PA      | $971129.22     | 0.00%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                   | Synchrony Bank                                                                  | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    3232000 | PA      | $3297359.41    | 0.00%             | 2027-08-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9330000 | PA      | $9458788.52    | 0.01%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | Synchrony Card Funding LLC                                                      | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7000000 | PA      | $7088276.79    | 0.01%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | Synchrony Card Issuance Trust                                                   | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1380000 | PA      | $1384625.66    | 0.00%             | 2031-11-17      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2004000 | PA      | $2087349.35    | 0.00%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2681200.75    | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2347474.44    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    5415000 | PA      | $5350159.92    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2069650.12    | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2319000 | PA      | $1631980.55    | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2504000 | PA      | $2332463.91    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    4633000 | PA      | $4918364.40    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1445000 | PA      | $1624628.66    | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    5767000 | PA      | $6413846.62    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2321750.88    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1215436.26    | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3310607.65    | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2366000 | PA      | $2577886.92    | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $5055417.84    | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2301574.38    | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                     | CUSIP: 871911AU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1738895.54    | 0.00%             | 2028-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                                                          | System Energy Resources Inc                                                     | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2193536.18    | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                                                          | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     150000 | PA      | $154071.12     | 0.00%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| CARLYLE SECURED LENDING                                                          | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     650000 | PA      | $639339.85     | 0.00%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TCI COMMUNICATIONS INC                                                           | TCI Communications Inc                                                          | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4297000 | PA      | $4583358.96    | 0.00%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                                  | TC PipeLines LP                                                                 | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    5655000 | PA      | $5631736.63    | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3422530.82    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $2917609.97    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    1756000 | PA      | $1645929.57    | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     635000 | PA      | $557837.19     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    8890000 | PA      | $8895714.23    | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9360000 | PA      | $8516303.73    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12327000 | PA      | $10369814.47   | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   19052000 | PA      | $18965488.11   | 0.01%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   30062000 | PA      | $29604704.07   | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13141000 | PA      | $9896850.45    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13184000 | PA      | $8992143.90    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5105000 | PA      | $4871169.61    | 0.00%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $6363545.50    | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9175000 | PA      | $8943593.56    | 0.01%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   19335000 | PA      | $18544090.03   | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6519000 | PA      | $5790305.40    | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6803000 | PA      | $4640594.68    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    9210000 | PA      | $8825567.05    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13329000 | PA      | $12213799.89   | 0.01%             | 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        |    5330000 | PA      | $4806479.72    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3198000 | PA      | $3028806.00    | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   13430000 | PA      | $9215272.50    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3595000 | PA      | $3727431.82    | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7835000 | PA      | $7741165.14    | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3005000 | PA      | $3027851.13    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   11792000 | PA      | $12104790.58   | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5645000 | PA      | $5753265.40    | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5355000 | PA      | $5449708.16    | 0.00%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5345000 | PA      | $5350582.21    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6640000 | PA      | $7077774.74    | 0.01%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3440000 | PA      | $3566469.60    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5135000 | PA      | $5251118.47    | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4885000 | PA      | $5025370.87    | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $2838009.17    | 0.00%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4135000 | PA      | $4147996.88    | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5530000 | PA      | $5478386.24    | 0.00%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4050025.13    | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2287536.41    | 0.00%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4530000 | PA      | $4685391.46    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $4644843.59    | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1691981.76    | 0.00%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3353479.85    | 0.00%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4521569.36    | 0.00%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5370195.19    | 0.00%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                           | TPG Operating Group II LP                                                       | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2889442.90    | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                                                           | TPG Operating Group II LP                                                       | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1505394.81    | 0.00%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR Finance LLC                                                                  | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    2779000 | PA      | $2927911.83    | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FIN LLC                                                                      | CUSIP: 87268LAD9<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    1836000 | PA      | $1861022.15    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FIN LLC                                                                      | CUSIP: 87268LAE7<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |    2782000 | PA      | $2910977.33    | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    7790000 | PA      | $7132234.76    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5326273.29    | 0.00%             | 2041-10-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3485011.10    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    3715000 | PA      | $3710588.99    | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1482638.20    | 0.00%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2416108.09    | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1806853.76    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    4345000 | PA      | $4322972.54    | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    3188000 | PA      | $3100053.09    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    4610000 | PA      | $4696126.92    | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $3011116.48    | 0.00%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                         | Take-Two Interactive Software Inc                                               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $2315035.48    | 0.00%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    8456000 | PA      | $8663785.91    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   11233000 | PA      | $10284760.69   | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    6751000 | PA      | $5227663.79    | 0.00%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    8970000 | PA      | $6107600.07    | 0.00%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    4246000 | PA      | $2777702.63    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    3360000 | PA      | $3487424.07    | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2720000 | PA      | $2782445.98    | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2970000 | PA      | $2982661.88    | 0.00%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    2255000 | PA      | $2263430.99    | 0.00%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                         | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    5570000 | PA      | $5717971.45    | 0.00%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $4193636.43    | 0.00%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1908000 | PA      | $1631857.89    | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1454150.40    | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1854000 | PA      | $1564373.81    | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BF8<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2379000 | PA      | $2026148.81    | 0.00%             | 2049-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2251000 | PA      | $1659648.91    | 0.00%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2114000 | PA      | $1930876.38    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1207952.92    | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1348312.97    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2623075.02    | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2473587.66    | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    2081000 | PA      | $2067158.50    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                             | Tanger Properties LP                                                            | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    2010000 | PA      | $1821201.75    | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    2503000 | PA      | $2275760.74    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    1475000 | PA      | $1515653.24    | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                     | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     685000 | PA      | $702530.45     | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6230000 | PA      | $6232999.99    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2960000 | PA      | $3003520.44    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6210000 | PA      | $6321293.01    | 0.00%             | 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        |    6890000 | PA      | $6926087.89    | 0.01%             | 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        |    5485000 | PA      | $5244215.85    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    1731000 | PA      | $1932280.21    | 0.00%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2168000 | PA      | $2489268.51    | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2439000 | PA      | $2873148.17    | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    4691000 | PA      | $4012822.60    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3948000 | PA      | $3061577.59    | 0.00%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3672000 | PA      | $2935154.37    | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    4818000 | PA      | $4731649.15    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3781000 | PA      | $3542205.46    | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2854000 | PA      | $2679979.09    | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    6172000 | PA      | $6047991.31    | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    5715000 | PA      | $3713585.17    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    4545000 | PA      | $4594904.51    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2557344.88    | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3876000 | PA      | $3498489.50    | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3015000 | PA      | $2988098.21    | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2546699.18    | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1420579.19    | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2220115.91    | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4345000 | PA      | $4164708.61    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3560000 | PA      | $3049317.86    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3493484.75    | 0.00%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4460146.94    | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3191722.36    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3970000 | PA      | $4362853.22    | 0.00%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2465000 | PA      | $2528941.14    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    4370000 | PA      | $4488908.84    | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $3334117.74    | 0.00%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3287794.30    | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    3465000 | PA      | $3578172.86    | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2333071.21    | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2678112.26    | 0.00%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5134105.49    | 0.00%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    2552000 | PA      | $2606712.86    | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1203509.45    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                                                         | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2851411.18    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EUROPE BV                                                             | Telefonica Europe BV                                                            | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    6868000 | PA      | $7910628.68    | 0.01%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    9349000 | PA      | $10549142.44   | 0.01%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    5864000 | PA      | $5853914.74    | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   11210000 | PA      | $9994737.46    | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    2786000 | PA      | $2566888.09    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    5608000 | PA      | $4768238.40    | 0.00%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    5247000 | PA      | $4839351.28    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    3870000 | PA      | $3807256.04    | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBF9<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    3548000 | PA      | $3521966.44    | 0.00%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                                                       | TELUS Corp                                                                      | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    5535000 | PA      | $5115391.37    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                                                            | Tencent Music Entertainment Group                                               | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    3891000 | PA      | $3527748.65    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2793000 | PA      | $2896466.27    | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     830000 | PA      | $989611.94     | 0.00%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2030000 | PA      | $2185805.99    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    3553000 | PA      | $4155681.25    | 0.00%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      95000 | PA      | $107739.76     | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    3556000 | PA      | $4051655.05    | 0.00%             | 2030-05-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1500000 | PA      | $1561760.15    | 0.00%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    8035000 | PA      | $7878347.07    | 0.01%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   10000000 | PA      | $11020913.60   | 0.01%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     458000 | PA      | $493089.17     | 0.00%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1000000 | PA      | $908318.46     | 0.00%             | 2060-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     525000 | PA      | $445759.76     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1000000 | PA      | $881310.98     | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1600000 | PA      | $1625101.68    | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    4000000 | PA      | $4184567.56    | 0.00%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TEXAS ST A & M UNIV PERM UNIV FUND                                              | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1699376.22    | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                         | Texas Eastern Transmission LP                                                   | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    1532000 | PA      | $1728511.52    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    1499000 | PA      | $1286553.99    | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                          | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    1862000 | PA      | $1088055.75    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3591000 | PA      | $3545093.30    | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    7096000 | PA      | $5946585.38    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    4778000 | PA      | $4313196.30    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    4833000 | PA      | $4557924.49    | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    4815000 | PA      | $4382290.15    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3445000 | PA      | $3066387.16    | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3195000 | PA      | $2002835.56    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3485000 | PA      | $3361247.09    | 0.00%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2021000 | PA      | $1650373.72    | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4339523.24    | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $3241987.49    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3455000 | PA      | $3235943.91    | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CE2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2647290.90    | 0.00%             | 2027-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CG7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $2000556.35    | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2173556.59    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2055000 | PA      | $1975636.76    | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2270000 | PA      | $2317249.80    | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2177220.80    | 0.00%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7112926 | PA      | $7318896.94    | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Texas Natural Gas Securitization Finance Corp                                    | TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE                                  | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6200000 | PA      | $6408080.37    | 0.00%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TEXAS ST PRIV ACTIVITY BOND SURFACE TRANSPRTN CORP REVENUE                      | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3350000 | PA      | $2707974.78    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS ST                                                                        | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    4955639 | PA      | $5171183.54    | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: —       |
| State of Texas                                                                   | TEXAS ST                                                                        | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    2550000 | PA      | $2505629.87    | 0.00%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TEXAS ST TRANSPRTN COMMISSION                                                   | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    2505000 | PA      | $1781024.76    | 0.00%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: —       |
| Texas Department of Transportation State Highway Fund                            | TEXAS TRANSPRTN COMMISSION ST HIGHWAY FUND REVENUE                              | CUSIP: 88283LHU3<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    5115000 | PA      | $5242527.69    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4495785.41    | 0.00%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3101465.14    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    2083000 | PA      | $2047712.56    | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    2404000 | PA      | $2370575.70    | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    3020000 | PA      | $2868524.26    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    2933000 | PA      | $2663965.12    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1725236.34    | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2420293.09    | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1060615.33    | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $2350971.04    | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4920000 | PA      | $5024878.71    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6455000 | PA      | $6588851.91    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    1864000 | PA      | $1865561.72    | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2329000 | PA      | $1972968.36    | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    5019000 | PA      | $4771619.46    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3562950.43    | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    5865000 | PA      | $5241920.35    | 0.00%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4965000 | PA      | $3697404.92    | 0.00%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    5093000 | PA      | $5184531.14    | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2688994.19    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4038000 | PA      | $4188822.01    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $4323520.01    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3696080.70    | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4746822.43    | 0.00%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4995000 | PA      | $5152408.23    | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2889019.84    | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2179633.64    | 0.00%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2478532.75    | 0.00%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $2383063.22    | 0.00%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2768285.58    | 0.00%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| THOMAS JEFFERSON UNIV                                                            | Thomas Jefferson University                                                     | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    1469000 | PA      | $1055191.82    | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 3650R Commercial Mortgage Trust                                                  | 3650R 2021-PF1 Commercial Mortgage Trust                                        | CUSIP: 88575JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1032465.25    | 0.00%             | 2055-11-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2742000 | PA      | $2935784.21    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1530380.07    | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1657000 | PA      | $1172784.29    | 0.00%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAY7<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    4483000 | PA      | $4401957.45    | 0.00%             | 2027-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2716000 | PA      | $2076617.99    | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3075238.33    | 0.00%             | 2028-09-14      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    4755000 | PA      | $3874650.79    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    4128000 | PA      | $4047860.58    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $4734876.20    | 0.00%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    5003000 | PA      | $3511252.54    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3255184.24    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    3157000 | PA      | $2397230.70    | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2277072.65    | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $2256119.06    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                         | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Long             | DBT              | CORP              | US        |    5393000 | PA      | $6249528.18    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6507000 | PA      | $6651534.33    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6491000 | PA      | $6905284.76    | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    6641000 | PA      | $6745513.60    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5508000 | PA      | $5117004.38    | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5729000 | PA      | $5074494.92    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5496000 | PA      | $4279157.68    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2888520.14    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                                                        | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1862157.03    | 0.00%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1179000 | PA      | $1297282.01    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                              | Toledo Hospital/The                                                             | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1979982.00    | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3005000 | PA      | $3022549.32    | 0.00%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2445113.99    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2507733.98    | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                                                           | Toll Brothers Finance Corp                                                      | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1560000 | PA      | $1612980.72    | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GLOBE LIFE INC                                                                   | Globe Life Inc                                                                  | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3890125.47    | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5293000 | PA      | $4739747.85    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4680000 | PA      | $4581139.40    | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3640000 | PA      | $3260470.23    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5775000 | PA      | $5693296.51    | 0.00%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7470000 | PA      | $6985889.92    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8195000 | PA      | $8209708.63    | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8470000 | PA      | $8492255.01    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8170000 | PA      | $8274399.77    | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6470000 | PA      | $6618363.05    | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6335000 | PA      | $6570359.44    | 0.00%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2900000 | PA      | $2937879.42    | 0.00%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4490000 | PA      | $4549114.98    | 0.00%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6750000 | PA      | $6938893.42    | 0.01%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5430000 | PA      | $5463991.64    | 0.00%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4660000 | PA      | $4776348.60    | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5075000 | PA      | $5163193.86    | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    4025000 | PA      | $4223029.32    | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6920000 | PA      | $7081714.73    | 0.01%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAD2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5050000 | PA      | $5116288.88    | 0.00%             | 2028-06-02      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3700000 | PA      | $3709445.92    | 0.00%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3450000 | PA      | $3489281.29    | 0.00%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $3047920.62    | 0.00%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    5302000 | PA      | $5311698.63    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    6164000 | PA      | $6070835.39    | 0.00%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    6059000 | PA      | $5788310.05    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    6705000 | PA      | $4880696.49    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   11361000 | PA      | $7776302.75    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    3615000 | PA      | $2408681.19    | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    5208000 | PA      | $3978180.38    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    5640000 | PA      | $5893993.51    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    6010000 | PA      | $5929295.80    | 0.00%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    3975000 | PA      | $3955513.91    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    3380000 | PA      | $3431670.63    | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    3730000 | PA      | $3589052.10    | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    4010000 | PA      | $3845923.75    | 0.00%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3003947.94    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2023-A Owner Trust                                      | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1365000 | PA      | $1371406.67    | 0.00%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2025-D Owner Trust                                      | CUSIP: 89231GAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2501016.78    | 0.00%             | 2030-06-17      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2025-B Owner Trust                                      | CUSIP: 89231HAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $604942.36     | 0.00%             | 2029-11-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2025-B Owner Trust                                      | CUSIP: 89231HAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     600000 | PA      | $609843.35     | 0.00%             | 2030-06-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    2915000 | PA      | $2909162.92    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    2168000 | PA      | $2080496.35    | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    2505000 | PA      | $2302923.50    | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    2648000 | PA      | $2730316.65    | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    1590000 | PA      | $1664634.19    | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    2430000 | PA      | $2443812.27    | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    1075000 | PA      | $1091044.78    | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                                | Toyota Motor Corp                                                               | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    1755000 | PA      | $1814932.60    | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                               | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    3335000 | PA      | $2957063.63    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY CO                                                                | Tractor Supply Co                                                               | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1344464.69    | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4592000 | PA      | $4558361.40    | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2631288.76    | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4205000 | PA      | $4165665.67    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4979000 | PA      | $4628989.20    | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4739000 | PA      | $4616155.78    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3502000 | PA      | $3348845.53    | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3220000 | PA      | $2851922.03    | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3819000 | PA      | $3653115.78    | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2558509.18    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $4101044.96    | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1515000 | PA      | $1364081.11    | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6681245.11    | 0.00%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKD6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3710000 | PA      | $3763736.09    | 0.00%             | 2029-06-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3955000 | PA      | $4002711.54    | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3741834.58    | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKQ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4830000 | PA      | $4902125.23    | 0.00%             | 2028-01-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3359493.99    | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3415000 | PA      | $3484597.05    | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $2139356.31    | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4540000 | PA      | $4832197.85    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2499230.84    | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2458407.62    | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3754036.35    | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3325058.63    | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $3322535.29    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4240000 | PA      | $4322288.65    | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5198579.02    | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3686848.26    | 0.00%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $2134078.36    | 0.00%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2926677.18    | 0.00%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $3239920.54    | 0.00%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4145000 | PA      | $4186832.21    | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3584177.96    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3242537.73    | 0.00%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                         | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3044331.15    | 0.00%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2025-C Owner Trust                                      | CUSIP: 89238VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3270000 | PA      | $3289506.40    | 0.00%             | 2030-03-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2025-C Owner Trust                                      | CUSIP: 89238VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2500000 | PA      | $2522307.13    | 0.00%             | 2031-01-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2024-D Owner Trust                                      | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4620000 | PA      | $4647378.81    | 0.00%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                                              | Toyota Auto Receivables 2025-A Owner Trust                                      | CUSIP: 89240JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1000000 | PA      | $1020325.02    | 0.00%             | 2030-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    1665000 | PA      | $1741763.73    | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    2735000 | PA      | $2826132.09    | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                           | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    2073000 | PA      | $2638576.03    | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    4659000 | PA      | $5603597.76    | 0.00%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1930000 | PA      | $2011584.03    | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3291000 | PA      | $3493440.76    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    2793000 | PA      | $2939110.68    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    5358000 | PA      | $5779165.54    | 0.00%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3646000 | PA      | $4241554.34    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $57136.46      | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    5494000 | PA      | $5389237.11    | 0.00%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    7949000 | PA      | $7969653.57    | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3593000 | PA      | $3377241.07    | 0.00%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3015000 | PA      | $2987055.92    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $92170.78      | 0.00%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1867000 | PA      | $1864026.13    | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1843000 | PA      | $1633240.48    | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2459000 | PA      | $2455747.33    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2542425.35    | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3944000 | PA      | $3777076.55    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2524000 | PA      | $1972354.61    | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     830000 | PA      | $844228.53     | 0.00%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AT0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     880000 | PA      | $890718.46     | 0.00%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4218000 | PA      | $4725801.65    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    4197000 | PA      | $4308441.72    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2376108.35    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2071000 | PA      | $1797534.78    | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2835000 | PA      | $2258139.90    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    3364000 | PA      | $2771757.27    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2776000 | PA      | $2285249.14    | 0.00%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2921000 | PA      | $2409472.84    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2746000 | PA      | $1695449.87    | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    3889000 | PA      | $2622691.78    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2762475.89    | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1805000 | PA      | $1847228.68    | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1079681.54    | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRAVELERS PPTY CASUALTY                                                          | Travelers Property Casualty Corp                                                | CUSIP: 89420GAE9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2603000 | PA      | $2946270.86    | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                      | Trimble Inc                                                                     | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    3649000 | PA      | $3704415.50    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                                                      | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1677593.43    | 0.00%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    1881000 | PA      | $1608192.93    | 0.00%             | 2045-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    1315000 | PA      | $1019461.09    | 0.00%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    2346000 | PA      | $1751133.88    | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                                                         | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    2934000 | PA      | $2650259.96    | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    4470000 | PA      | $4490075.98    | 0.00%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4294463.11    | 0.00%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                      | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    7080000 | PA      | $6506880.66    | 0.00%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4286659.21    | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4172000 | PA      | $3983964.50    | 0.00%             | 2027-08-03      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $5518920.29    | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2688689.32    | 0.00%             | 2028-06-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3908000 | PA      | $4226681.92    | 0.00%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4940000 | PA      | $5014221.87    | 0.00%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8540000 | PA      | $8717124.81    | 0.01%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   10930000 | PA      | $11651675.11   | 0.01%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    5565000 | PA      | $6023477.53    | 0.00%             | 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        |    3765000 | PA      | $3909306.24    | 0.00%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $10014612.34   | 0.01%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3795802.69    | 0.00%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6420000 | PA      | $6610315.51    | 0.00%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4735000 | PA      | $4713375.63    | 0.00%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                            | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $4590265.70    | 0.00%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2722034.46    | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    2647000 | PA      | $1675226.27    | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1354942.04    | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAJ4<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     290000 | PA      | $298346.57     | 0.00%             | 2030-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH COLLEGE                                                                | Trustees of Dartmouth College                                                   | CUSIP: 89837RAE2<br>LEI: JVPL1XBV6YI9538FWQ05 | Long             | DBT              | CORP              | US        |     875000 | PA      | $886095.39     | 0.00%             | 2030-06-01      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    1803000 | PA      | $1270636.34    | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    1552000 | PA      | $1394679.10    | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2542000 | PA      | $1969350.19    | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    4101000 | PA      | $3644859.71    | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1082108.69    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    1423000 | PA      | $1325637.13    | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2342702.71    | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1745739.79    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $2015403.59    | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    2206000 | PA      | $2617761.79    | 0.00%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    3900000 | PA      | $3857968.02    | 0.00%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    1955000 | PA      | $1761806.22    | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    2295000 | PA      | $2343201.38    | 0.00%             | 2030-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    2125000 | PA      | $2152766.29    | 0.00%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133BD8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    1440000 | PA      | $1464637.98    | 0.00%             | 2035-05-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    2596000 | PA      | $2454111.70    | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3086000 | PA      | $3092457.36    | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    8124000 | PA      | $8054942.59    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3161000 | PA      | $2721703.91    | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    6855000 | PA      | $6350161.40    | 0.00%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    4729000 | PA      | $4743678.91    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3370000 | PA      | $3485916.37    | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    3420000 | PA      | $3615571.30    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                                                                     | UBS Group AG                                                                    | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10027000 | PA      | $9385733.34    | 0.01%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                                                               | UBS AG/Stamford CT                                                              | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    2300000 | PA      | $2319947.23    | 0.00%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    1868000 | PA      | $1849105.55    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    2270000 | PA      | $2241287.29    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $2060877.56    | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    4178000 | PA      | $4015210.33    | 0.00%             | 2030-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    2668000 | PA      | $2477707.89    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    1473000 | PA      | $1287047.61    | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    2015000 | PA      | $1730812.98    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    1685000 | PA      | $1396928.59    | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    1120000 | PA      | $937913.69     | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR Inc                                                                         | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    1270000 | PA      | $1294977.98    | 0.00%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                    | UBS AG/London                                                                   | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    4865000 | PA      | $4325456.52    | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                                                    | UBS AG/London                                                                   | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    5980000 | PA      | $6249193.11    | 0.00%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2017-C3                                           | CUSIP: 90276GAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4626000 | PA      | $4576579.05    | 0.00%             | 2050-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2018-C8                                           | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18150000 | PA      | $17995914.85   | 0.01%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2017-C7                                           | CUSIP: 90276WAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     528000 | PA      | $496777.04     | 0.00%             | 2050-12-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2018-C14                                          | CUSIP: 90278KBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1491635.88    | 0.00%             | 2051-12-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2018-C14                                          | CUSIP: 90278KBE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $729576.18     | 0.00%             | 2051-12-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2018-C15                                          | CUSIP: 90278LBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $988107.13     | 0.00%             | 2051-12-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                            | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    1995000 | PA      | $2049735.56    | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                            | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1928043.51    | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                            | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2815250.76    | 0.00%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBS Commercial Mortgage Trust 2018-C12                                          | CUSIP: 90353DAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5496261 | PA      | $5459950.17    | 0.00%             | 2051-08-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1156349.27    | 0.00%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    6490000 | PA      | $6522413.98    | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2736091.80    | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $3845440.12    | 0.00%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $3766938.38    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                                                                 | UL Solutions Inc                                                                | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1214141.86    | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMASS MEM HEALTH CARE                                                            | UMass Memorial Health Care Obligated Group                                      | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     490000 | PA      | $466822.28     | 0.00%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $6067213.11    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    7970000 | PA      | $7880277.25    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    7214000 | PA      | $7167290.79    | 0.01%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    5420000 | PA      | $5095143.30    | 0.00%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    3121000 | PA      | $2776313.23    | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    4695000 | PA      | $4151950.67    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    3030000 | PA      | $1905248.85    | 0.00%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2724470.62    | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    3011000 | PA      | $3138496.22    | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3376004.81    | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    3180000 | PA      | $3221330.01    | 0.00%             | 2034-08-12      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1791823.49    | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2180000 | PA      | $1817199.73    | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2205000 | PA      | $1732657.51    | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2708000 | PA      | $2673479.39    | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $1658764.49    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2971000 | PA      | $2927200.27    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1296746.05    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2969000 | PA      | $2836009.23    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2406000 | PA      | $1475463.55    | 0.00%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2435000 | PA      | $2141595.60    | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1389925.89    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2315000 | PA      | $2266543.97    | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1691825.84    | 0.00%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2240000 | PA      | $2320513.46    | 0.00%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1596182.21    | 0.00%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2444352.96    | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4015000 | PA      | $4331274.40    | 0.00%             | 2029-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2366000 | PA      | $2151375.64    | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $1738307.59    | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2531000 | PA      | $2115212.36    | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $2523310.11    | 0.00%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1971000 | PA      | $1463504.59    | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4453000 | PA      | $3435318.99    | 0.00%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EN4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2634000 | PA      | $2151334.59    | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4103694.67    | 0.00%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2651000 | PA      | $2379012.70    | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2521000 | PA      | $1927397.88    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1948000 | PA      | $1698992.15    | 0.00%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6169000 | PA      | $6177880.95    | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4498000 | PA      | $4463787.94    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3046000 | PA      | $2564049.57    | 0.00%             | 2049-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2565000 | PA      | $2213581.23    | 0.00%             | 2039-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2736000 | PA      | $2081153.97    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7761000 | PA      | $5742206.66    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4490000 | PA      | $4208252.05    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3563000 | PA      | $3495267.83    | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7846000 | PA      | $5540050.40    | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2218137.28    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $2580140.90    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3842000 | PA      | $3268354.51    | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3805000 | PA      | $2682109.76    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $3453658.95    | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4290000 | PA      | $3942341.79    | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2609000 | PA      | $1802411.79    | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4180000 | PA      | $2731359.01    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6312000 | PA      | $5815727.58    | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1917671.81    | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6125000 | PA      | $4439851.72    | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2135000 | PA      | $1519151.05    | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4985000 | PA      | $5045919.89    | 0.00%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     495000 | PA      | $460759.53     | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2003000 | PA      | $1879843.28    | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GF9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2228226.99    | 0.00%             | 2053-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $4064265.72    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3565000 | PA      | $3625269.43    | 0.00%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                                                         | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2839851 | PA      | $2739125.43    | 0.00%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2019-1 AA PTT                                                         | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2084198 | PA      | $2044918.82    | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                                                          | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3631823 | PA      | $3714903.75    | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2016-1 AA PTT                                                         | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2609096 | PA      | $2537578.89    | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| UNITED AIR 2016-2 AA PTT                                                         | United Airlines 2016-2 Class AA Pass Through Trust                              | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2360678 | PA      | $2269314.87    | 0.00%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-2 AA PTT                                                         | United Airlines 2019-2 Class AA Pass Through Trust                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3313804 | PA      | $3035625.48    | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                                          | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6013931 | PA      | $6313038.96    | 0.00%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                                                         | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4542778 | PA      | $4707657.25    | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                                          | United Airlines 2024-1 Class A Pass Through Trust                               | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1820008 | PA      | $1869228.38    | 0.00%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAG3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7416000 | PA      | $8815900.30    | 0.01%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91086QAN8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    6162000 | PA      | $7099094.47    | 0.01%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAS7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9867000 | PA      | $10756326.72   | 0.01%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12956000 | PA      | $12966731.07   | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   11661000 | PA      | $10027601.63   | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   17953000 | PA      | $14936179.32   | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBE7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13850000 | PA      | $12913822.41   | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12704000 | PA      | $10145882.92   | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5572000 | PA      | $4275339.77    | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAC4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13170000 | PA      | $13151375.38   | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    8766000 | PA      | $6890319.96    | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAE0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10315000 | PA      | $10213058.30   | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAF7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   14845000 | PA      | $14901039.43   | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9701000 | PA      | $7458318.26    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAH3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10930000 | PA      | $10337197.90   | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13322000 | PA      | $13032308.98   | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12409000 | PA      | $10137590.00   | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   15557000 | PA      | $13885277.92   | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13586000 | PA      | $8504892.65    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13571000 | PA      | $10992409.44   | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   13083000 | PA      | $11350778.75   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    9407000 | PA      | $6965736.94    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10498000 | PA      | $10140623.83   | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    4037000 | PA      | $4128146.82    | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAV2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12025000 | PA      | $12673122.49   | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   12971000 | PA      | $12578722.46   | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAY6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3149000 | PA      | $3202394.35    | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7370000 | PA      | $7530397.95    | 0.01%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    6695000 | PA      | $6532653.41    | 0.00%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    8682000 | PA      | $9125472.65    | 0.01%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   16550000 | PA      | $17834915.52   | 0.01%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBD1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   10305000 | PA      | $11304970.51   | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    7055000 | PA      | $7276902.89    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    5306000 | PA      | $5593841.16    | 0.00%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     750000 | PA      | $741929.63     | 0.00%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   20540000 | PA      | $20480821.18   | 0.02%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3250000 | PA      | $3221478.03    | 0.00%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | UNITED NATIONS DEV CORP NY                                                      | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     765000 | PA      | $815287.93     | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    6957000 | PA      | $7742418.03    | 0.01%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3593000 | PA      | $3506795.34    | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2214841.84    | 0.00%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    1891000 | PA      | $1423765.65    | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BM7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    6866000 | PA      | $6777063.12    | 0.01%             | 2027-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4537000 | PA      | $3565074.88    | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3348000 | PA      | $2818366.09    | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4361000 | PA      | $4298083.55    | 0.00%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3316000 | PA      | $2392700.29    | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2759674.09    | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2799000 | PA      | $2848557.05    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    5307000 | PA      | $5197812.30    | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3222000 | PA      | $3287149.16    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4665000 | PA      | $4831886.27    | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4361667.38    | 0.00%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3965000 | PA      | $4146979.11    | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4430670.09    | 0.00%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $2842886.76    | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2515092.80    | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3138675.54    | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    5690000 | PA      | $5996403.88    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $4418872.38    | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3517000 | PA      | $3483181.58    | 0.00%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6139000 | PA      | $6146988.19    | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6029000 | PA      | $5813978.13    | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    8018000 | PA      | $7104990.98    | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6915000 | PA      | $6033135.17    | 0.00%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5870000 | PA      | $5744974.34    | 0.00%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5183000 | PA      | $4680977.06    | 0.00%             | 2033-01-27      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    8360000 | PA      | $8423191.99    | 0.01%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7185000 | PA      | $7248552.40    | 0.01%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    8190000 | PA      | $8780595.64    | 0.01%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6685000 | PA      | $6765950.07    | 0.00%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7285000 | PA      | $7378611.38    | 0.01%             | 2034-02-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    6255000 | PA      | $6508540.48    | 0.00%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5530000 | PA      | $5935297.41    | 0.00%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4110000 | PA      | $4260516.46    | 0.00%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   10070000 | PA      | $10698850.15   | 0.01%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    7315000 | PA      | $7548904.37    | 0.01%             | 2030-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4325882.95    | 0.00%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $3430619.14    | 0.00%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                       | US Bancorp                                                                      | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1502156.80    | 0.00%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16950000 | PA      | $17383019.62   | 0.01%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28800000 | PA      | $29799000.00   | 0.02%             | 2027-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77000000 | PA      | $80837968.75   | 0.06%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   29377000 | PA      | $30728801.16   | 0.02%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60090000 | PA      | $63249419.83   | 0.05%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14600000 | PA      | $15852406.25   | 0.01%             | 2029-08-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5000000 | PA      | $5537109.40    | 0.00%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27685000 | PA      | $28917847.66   | 0.02%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21977000 | PA      | $23323091.25   | 0.02%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53658000 | PA      | $58135089.38   | 0.04%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32000000 | PA      | $32700000.00   | 0.02%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   47000000 | PA      | $48512812.50   | 0.04%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24000000 | PA      | $22192500.00   | 0.02%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37340000 | PA      | $37124128.13   | 0.03%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50707000 | PA      | $51562680.63   | 0.04%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50933000 | PA      | $50996666.25   | 0.04%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45950000 | PA      | $47141828.13   | 0.03%             | 2040-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32403000 | PA      | $32321992.50   | 0.02%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50516000 | PA      | $47508719.38   | 0.04%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   28889000 | PA      | $28302192.19   | 0.02%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56158000 | PA      | $58079656.56   | 0.04%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15949000 | PA      | $15796986.09   | 0.01%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52000000 | PA      | $47693750.00   | 0.04%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53901000 | PA      | $45386326.41   | 0.03%             | 2041-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71800000 | PA      | $60211031.25   | 0.04%             | 2042-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53150000 | PA      | $43607914.06   | 0.03%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   92186000 | PA      | $72625283.13   | 0.05%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  128580000 | PA      | $100875028.13  | 0.07%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76200000 | PA      | $62865000.00   | 0.05%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  121184000 | PA      | $95962580.00   | 0.07%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73600000 | PA      | $64848500.00   | 0.05%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36600000 | PA      | $32739843.75   | 0.02%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   83950000 | PA      | $73600539.06   | 0.05%             | 2044-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84200000 | PA      | $71004281.25   | 0.05%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   60519000 | PA      | $48982565.63   | 0.04%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   99727000 | PA      | $78893406.41   | 0.06%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   50824000 | PA      | $36839458.75   | 0.03%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   27414000 | PA      | $21588525.00   | 0.02%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  119644000 | PA      | $91920241.88   | 0.07%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65100000 | PA      | $50950921.88   | 0.04%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  144767000 | PA      | $103350066.09  | 0.08%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  123517000 | PA      | $87890065.31   | 0.06%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  118960000 | PA      | $80335175.00   | 0.06%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54000000 | PA      | $40921875.00   | 0.03%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  116190000 | PA      | $89738620.31   | 0.07%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  152118000 | PA      | $117202165.31  | 0.09%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  219000000 | PA      | $160622812.50  | 0.12%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  158550000 | PA      | $115939687.50  | 0.09%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  154550000 | PA      | $118085859.38  | 0.09%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150667200 | PA      | $117496874.25  | 0.09%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  161251600 | PA      | $122576411.56  | 0.09%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  249432400 | PA      | $202507929.75  | 0.15%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33659600 | PA      | $25476109.75   | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42000000 | PA      | $30975000.00   | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  107705500 | PA      | $69537363.44   | 0.05%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  241840000 | PA      | $159992275.00  | 0.12%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  203853800 | PA      | $123331549.00  | 0.09%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  186752000 | PA      | $92646500.00   | 0.07%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  156410000 | PA      | $79671343.75   | 0.06%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  133050000 | PA      | $85152000.00   | 0.06%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  169599000 | PA      | $109709353.13  | 0.08%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  296292400 | PA      | $160970105.44  | 0.12%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  284800000 | PA      | $188457500.00  | 0.14%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  469167200 | PA      | $271237287.50  | 0.20%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  275946000 | PA      | $196611525.00  | 0.15%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  326124000 | PA      | $212337298.13  | 0.16%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  297635000 | PA      | $223319260.94  | 0.16%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  429989600 | PA      | $254970395.63  | 0.19%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  398832000 | PA      | $274321635.00  | 0.20%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  366985000 | PA      | $210041571.09  | 0.16%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  281780000 | PA      | $200592137.50  | 0.15%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  277484000 | PA      | $174077853.13  | 0.13%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  175229000 | PA      | $131503888.59  | 0.10%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  262153000 | PA      | $189118812.66  | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155200000 | PA      | $131944250.00  | 0.10%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  233522000 | PA      | $172660328.75  | 0.13%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135492000 | PA      | $116777167.50  | 0.09%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  234889000 | PA      | $209711835.31  | 0.15%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  166665000 | PA      | $155779692.19  | 0.12%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  252636200 | PA      | $210951227.00  | 0.16%             | 2053-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  184663000 | PA      | $169543716.88  | 0.13%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  268228000 | PA      | $223718916.25  | 0.17%             | 2053-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  185341000 | PA      | $169789731.72  | 0.13%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  295417000 | PA      | $269614171.41  | 0.20%             | 2053-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  209492000 | PA      | $204320166.25  | 0.15%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  319670000 | PA      | $322916648.44  | 0.24%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  204910000 | PA      | $209104251.56  | 0.15%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  337122000 | PA      | $314260914.38  | 0.23%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  209249000 | PA      | $206829558.44  | 0.15%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  345976000 | PA      | $343327121.25  | 0.25%             | 2054-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  209746000 | PA      | $210368683.44  | 0.16%             | 2044-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  335141000 | PA      | $312361885.16  | 0.23%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  205370000 | PA      | $192630642.19  | 0.14%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  286505000 | PA      | $278536579.69  | 0.21%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  201758000 | PA      | $201978672.81  | 0.15%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  290075000 | PA      | $287899437.50  | 0.21%             | 2055-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  169168000 | PA      | $171969845.00  | 0.13%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  296872000 | PA      | $300722058.75  | 0.22%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  148200100 | PA      | $155494323.67  | 0.11%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  277667000 | PA      | $281398150.31  | 0.21%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  111601000 | PA      | $115175719.53  | 0.09%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  146750000 | PA      | $143648760.13  | 0.11%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153750000 | PA      | $150104442.98  | 0.11%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  222702000 | PA      | $219204883.77  | 0.16%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  252994000 | PA      | $249337447.36  | 0.18%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  219930000 | PA      | $216459229.69  | 0.16%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  207515000 | PA      | $205358790.49  | 0.15%             | 2028-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  211491000 | PA      | $205823703.17  | 0.15%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  191600000 | PA      | $184489844.71  | 0.14%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  181000000 | PA      | $178178944.86  | 0.13%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  161205900 | PA      | $158661869.39  | 0.12%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  210870000 | PA      | $207360992.46  | 0.15%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   54000000 | PA      | $50502656.52   | 0.04%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76400000 | PA      | $75006296.68   | 0.06%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125000000 | PA      | $116914062.50  | 0.09%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   81200000 | PA      | $79601375.00   | 0.06%             | 2026-11-30      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91870000 | PA      | $90043366.25   | 0.07%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  325280000 | PA      | $317478364.13  | 0.23%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   83185000 | PA      | $76549696.90   | 0.06%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40300000 | PA      | $39097296.88   | 0.03%             | 2027-02-28      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   81600000 | PA      | $78501750.00   | 0.06%             | 2027-03-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  114800000 | PA      | $109988265.91  | 0.08%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  292641000 | PA      | $257272593.10  | 0.19%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  108400000 | PA      | $103610921.60  | 0.08%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136901000 | PA      | $130563981.40  | 0.10%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  119701000 | PA      | $113631785.83  | 0.08%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  396000000 | PA      | $345448125.00  | 0.26%             | 2030-08-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155022500 | PA      | $147126041.41  | 0.11%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105000000 | PA      | $99196288.80   | 0.07%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  202200000 | PA      | $191007914.57  | 0.14%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  306732000 | PA      | $269037514.35  | 0.20%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  197000000 | PA      | $186141913.57  | 0.14%             | 2027-11-30      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  187400000 | PA      | $176668422.81  | 0.13%             | 2027-12-31      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  345795000 | PA      | $326181939.84  | 0.24%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  298353000 | PA      | $263739391.73  | 0.19%             | 2031-02-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  191591000 | PA      | $181876738.54  | 0.13%             | 2028-02-29      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  225000000 | PA      | $213837891.75  | 0.16%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  245585000 | PA      | $232941210.99  | 0.17%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  390910000 | PA      | $352032780.86  | 0.26%             | 2031-05-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  269485000 | PA      | $255147557.21  | 0.19%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  274615000 | PA      | $259532630.67  | 0.19%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  265704000 | PA      | $248972951.25  | 0.18%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  468900000 | PA      | $410617197.66  | 0.30%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  273600000 | PA      | $256756500.00  | 0.19%             | 2028-08-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  327539000 | PA      | $307886660.00  | 0.23%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  241616000 | PA      | $227515442.46  | 0.17%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  171100000 | PA      | $167210149.29  | 0.12%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  611337000 | PA      | $535731810.01  | 0.40%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  214900000 | PA      | $209880071.39  | 0.16%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  284200000 | PA      | $268169343.75  | 0.20%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  196730000 | PA      | $184664918.95  | 0.14%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  191230000 | PA      | $186434311.11  | 0.14%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  214451000 | PA      | $203209077.56  | 0.15%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  447773000 | PA      | $402051181.07  | 0.30%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  259200000 | PA      | $246240000.00  | 0.18%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  178100000 | PA      | $174405815.96  | 0.13%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  244200000 | PA      | $235462218.75  | 0.17%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  125200000 | PA      | $123449156.88  | 0.09%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  201320000 | PA      | $197136318.75  | 0.15%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  203035000 | PA      | $200758786.80  | 0.15%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  489500000 | PA      | $465177968.75  | 0.34%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  285900000 | PA      | $278663156.25  | 0.21%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  197927000 | PA      | $195267355.94  | 0.14%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  316525000 | PA      | $313483394.16  | 0.23%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  293918000 | PA      | $292597664.50  | 0.22%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  209364000 | PA      | $206697881.36  | 0.15%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  278779000 | PA      | $270110715.47  | 0.20%             | 2029-07-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  407350000 | PA      | $382845351.56  | 0.28%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  239200000 | PA      | $237546156.85  | 0.18%             | 2027-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  208900000 | PA      | $205848102.61  | 0.15%             | 2029-08-31      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  280787000 | PA      | $284033599.69  | 0.21%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  267000000 | PA      | $269826445.98  | 0.20%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  278535000 | PA      | $283061193.75  | 0.21%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  169710000 | PA      | $171625866.37  | 0.13%             | 2027-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  393696000 | PA      | $401877495.00  | 0.30%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  192418000 | PA      | $194672898.44  | 0.14%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  162801000 | PA      | $163952053.54  | 0.12%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  274278000 | PA      | $277535051.25  | 0.20%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  162637000 | PA      | $163856777.50  | 0.12%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  234655000 | PA      | $234655000.00  | 0.17%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  278767000 | PA      | $278070082.50  | 0.21%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  501612000 | PA      | $491971644.38  | 0.36%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  232563000 | PA      | $235088489.99  | 0.17%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  559636000 | PA      | $569079857.50  | 0.42%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  198200000 | PA      | $198587110.37  | 0.15%             | 2030-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  196026000 | PA      | $196638581.25  | 0.15%             | 2028-03-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  202861000 | PA      | $202195362.34  | 0.15%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  184772000 | PA      | $184815306.86  | 0.14%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  485819000 | PA      | $471699885.31  | 0.35%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  192612000 | PA      | $193244008.13  | 0.14%             | 2028-05-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  184698000 | PA      | $185953370.14  | 0.14%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  184750000 | PA      | $186020156.25  | 0.14%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200945000 | PA      | $203488210.16  | 0.15%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  192105000 | PA      | $195181682.60  | 0.14%             | 2028-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  181844000 | PA      | $185012064.35  | 0.14%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  489475000 | PA      | $490545726.56  | 0.36%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  177479000 | PA      | $181500008.59  | 0.13%             | 2030-08-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  199192000 | PA      | $203736067.50  | 0.15%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  182484000 | PA      | $190667266.88  | 0.14%             | 2030-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  197522000 | PA      | $203524818.02  | 0.15%             | 2028-09-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  203733000 | PA      | $211420738.44  | 0.16%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  178613000 | PA      | $188729752.85  | 0.14%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  546868000 | PA      | $570878923.13  | 0.42%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  263612000 | PA      | $265990687.07  | 0.20%             | 2026-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  171290000 | PA      | $177191476.64  | 0.13%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  238527000 | PA      | $244415635.31  | 0.18%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  249112000 | PA      | $250960879.37  | 0.19%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  188697000 | PA      | $189817388.44  | 0.14%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  238623000 | PA      | $240394031.27  | 0.18%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250423000 | PA      | $251489253.55  | 0.19%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  231306000 | PA      | $234649095.69  | 0.17%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  187728000 | PA      | $190983907.50  | 0.14%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  576750000 | PA      | $581526210.94  | 0.43%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  277031000 | PA      | $278751622.92  | 0.21%             | 2027-02-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  191977000 | PA      | $197601327.13  | 0.15%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  397755000 | PA      | $406642338.28  | 0.30%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  298724000 | PA      | $301186139.97  | 0.22%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  181787000 | PA      | $186033431.61  | 0.14%             | 2031-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  264770000 | PA      | $269775807.81  | 0.20%             | 2029-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  299493000 | PA      | $303154769.13  | 0.22%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  199727000 | PA      | $209276447.19  | 0.15%             | 2031-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  287750000 | PA      | $297888692.85  | 0.22%             | 2029-04-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  574618000 | PA      | $594370493.75  | 0.44%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  299889000 | PA      | $303871900.78  | 0.22%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  268734000 | PA      | $277299896.25  | 0.20%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  197795000 | PA      | $207267527.16  | 0.15%             | 2031-05-31      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  288111000 | PA      | $292714022.68  | 0.22%             | 2027-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  203146000 | PA      | $209129285.55  | 0.15%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  310552000 | PA      | $318024657.50  | 0.23%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  350738000 | PA      | $355314036.60  | 0.26%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  288990000 | PA      | $293528047.54  | 0.22%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  180913000 | PA      | $185096613.13  | 0.14%             | 2031-07-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  569018000 | PA      | $566884182.50  | 0.42%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  326609000 | PA      | $327769993.75  | 0.24%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  201394000 | PA      | $202133494.60  | 0.15%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  268674000 | PA      | $269429645.63  | 0.20%             | 2029-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  326860000 | PA      | $326030082.85  | 0.24%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  155183000 | PA      | $154698053.13  | 0.11%             | 2031-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  271844000 | PA      | $271398007.30  | 0.20%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  332999000 | PA      | $335132274.84  | 0.25%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  298820000 | PA      | $305006509.31  | 0.23%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   70650000 | PA      | $70925976.56   | 0.05%             | 2026-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  152228000 | PA      | $155676915.63  | 0.11%             | 2031-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  563288000 | PA      | $576138007.50  | 0.43%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  289676000 | PA      | $293014064.01  | 0.22%             | 2027-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  222304000 | PA      | $223589195.00  | 0.17%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  146902000 | PA      | $150230248.44  | 0.11%             | 2031-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  302584000 | PA      | $308942993.39  | 0.23%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  298611000 | PA      | $301550452.03  | 0.22%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  308221000 | PA      | $321392633.34  | 0.24%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  271409000 | PA      | $279742105.81  | 0.21%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  183865000 | PA      | $185050066.92  | 0.14%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  291530000 | PA      | $295948501.56  | 0.22%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  321958000 | PA      | $330409397.50  | 0.24%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  351903000 | PA      | $353951184.55  | 0.26%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  160915000 | PA      | $166697882.81  | 0.12%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  567826000 | PA      | $596749636.88  | 0.44%             | 2035-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  330198000 | PA      | $335434735.56  | 0.25%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  382991000 | PA      | $385414616.84  | 0.28%             | 2027-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153207000 | PA      | $156594311.78  | 0.12%             | 2032-02-29      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  275882000 | PA      | $278252860.94  | 0.21%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  154122000 | PA      | $157505460.30  | 0.12%             | 2032-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  304708000 | PA      | $309873754.34  | 0.23%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93854000 | PA      | $94202286.56   | 0.07%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  246207000 | PA      | $247630384.22  | 0.18%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  212293000 | PA      | $212807148.17  | 0.16%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  292824000 | PA      | $296415670.84  | 0.22%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  160198000 | PA      | $162588455.33  | 0.12%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  541041000 | PA      | $552453583.59  | 0.41%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  329879000 | PA      | $331914973.60  | 0.25%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  333077000 | PA      | $334612278.46  | 0.25%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  157681000 | PA      | $161105634.22  | 0.12%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  409084000 | PA      | $416211012.36  | 0.31%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  156362000 | PA      | $157852325.31  | 0.12%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150000000 | PA      | $152156250.00  | 0.11%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  398270000 | PA      | $403092802.77  | 0.30%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  326913000 | PA      | $327947372.35  | 0.24%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  167864000 | PA      | $169477068.96  | 0.13%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  335718000 | PA      | $339809563.13  | 0.25%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  229155000 | PA      | $230381336.73  | 0.17%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  230778000 | PA      | $233987256.56  | 0.17%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  484162000 | PA      | $493845240.00  | 0.36%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  165587000 | PA      | $166182078.28  | 0.12%             | 2028-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  227212000 | PA      | $227584770.82  | 0.17%             | 2027-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  241457000 | PA      | $242966106.25  | 0.18%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  456298000 | PA      | $456868372.50  | 0.34%             | 2030-08-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  177125000 | PA      | $176599160.16  | 0.13%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  128962000 | PA      | $129727711.88  | 0.10%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  442432000 | PA      | $442950477.21  | 0.33%             | 2030-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  281726000 | PA      | $281637960.63  | 0.21%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  169413000 | PA      | $169452707.02  | 0.13%             | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   53799000 | PA      | $53857842.66   | 0.04%             | 2030-10-31      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   77878000 | PA      | $77859747.73   | 0.06%             | 2027-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Notes                                                             | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   33853000 | PA      | $33784236.09   | 0.02%             | 2032-10-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2868000 | PA      | $3204612.31    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2132000 | PA      | $2257084.31    | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     780000 | PA      | $856906.95     | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1920000 | PA      | $2127766.58    | 0.00%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2310000 | PA      | $2451767.54    | 0.00%             | 2040-04-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   15897000 | PA      | $14515927.46   | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4590000 | PA      | $3884532.61    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5349000 | PA      | $4214287.26    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3333000 | PA      | $2741180.19    | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5851000 | PA      | $5780990.85    | 0.00%             | 2027-05-04      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3635000 | PA      | $3454477.61    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7373000 | PA      | $6539511.18    | 0.00%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   11864000 | PA      | $11906914.70   | 0.01%             | 2028-11-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES PLC                                                             | United Utilities PLC                                                            | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |    1071000 | PA      | $1144247.60    | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $4133309.79    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2688000 | PA      | $3037140.77    | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3193000 | PA      | $3652328.76    | 0.00%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5191000 | PA      | $6052973.60    | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBN1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2244000 | PA      | $2370128.62    | 0.00%             | 2040-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2516261.54    | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3731000 | PA      | $3458418.40    | 0.00%             | 2041-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3049000 | PA      | $2730174.49    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3660000 | PA      | $3078682.27    | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2886000 | PA      | $2512790.76    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4576000 | PA      | $4558642.73    | 0.00%             | 2035-07-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8685000 | PA      | $7931762.02    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4333000 | PA      | $4311500.87    | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3884000 | PA      | $3236667.70    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3333000 | PA      | $3308598.81    | 0.00%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3954000 | PA      | $3316688.78    | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDE9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4474000 | PA      | $4403904.23    | 0.00%             | 2027-10-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5421000 | PA      | $4208827.32    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5576000 | PA      | $5567932.70    | 0.00%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6288000 | PA      | $5241758.17    | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4142000 | PA      | $4133664.97    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5271000 | PA      | $4514007.81    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4349000 | PA      | $4177713.42    | 0.00%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5869000 | PA      | $4956848.65    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5547000 | PA      | $4196631.05    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5582000 | PA      | $4112212.96    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $5686663.04    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5126000 | PA      | $3886414.64    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6248000 | PA      | $4057294.75    | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4279000 | PA      | $2669950.94    | 0.00%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6190000 | PA      | $5596528.61    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4732000 | PA      | $3638016.40    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9345000 | PA      | $6452753.99    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3754000 | PA      | $3745186.13    | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEH1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4539000 | PA      | $4539981.33    | 0.00%             | 2029-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6360000 | PA      | $6308985.23    | 0.00%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8120000 | PA      | $7169734.59    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4840000 | PA      | $4257408.28    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5910286.25    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5349000 | PA      | $5591332.33    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8625000 | PA      | $9042898.41    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7840000 | PA      | $8067805.39    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $6107144.73    | 0.00%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6260000 | PA      | $6307122.02    | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6585000 | PA      | $6561005.25    | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $7253196.46    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7020000 | PA      | $6454862.41    | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3226244.86    | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2280000 | PA      | $2332514.92    | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3876000 | PA      | $3992038.76    | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5688000 | PA      | $5820814.97    | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    7005000 | PA      | $6769949.61    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4186472.63    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5980000 | PA      | $6137794.98    | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8180000 | PA      | $8421028.53    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9055000 | PA      | $9356374.76    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6605000 | PA      | $6655555.53    | 0.00%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11435000 | PA      | $11453365.64   | 0.01%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9305000 | PA      | $9329973.97    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2555245.97    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3515000 | PA      | $3578364.48    | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4070000 | PA      | $4241910.78    | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2869553.39    | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA OF THE CMWLTH SYS OF HGR EDU                              | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1276072.54    | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366DF4<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    3015000 | PA      | $3279761.59    | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366EP1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    4575000 | PA      | $4972342.46    | 0.00%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KB5<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    1400000 | PA      | $943941.28     | 0.00%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KC3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    1835000 | PA      | $1202292.22    | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KD1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    2600000 | PA      | $1688318.27    | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KV1<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    1550000 | PA      | $1541814.93    | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE                            | CUSIP: 913366KW9<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     895000 | PA      | $783162.89     | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| UNITYPOINT HEALTH                                                                | Iowa Health System                                                              | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |     275000 | PA      | $209052.71     | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    3743000 | PA      | $3416018.37    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2183669.04    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    3095000 | PA      | $3115047.27    | 0.00%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                                                            | Universal Health Services Inc                                                   | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    2210000 | PA      | $2178335.19    | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     835000 | PA      | $699762.26     | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3285000 | PA      | $2791885.59    | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HFG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4730000 | PA      | $4665865.03    | 0.00%             | 2029-07-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: —       |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     775000 | PA      | $748992.46     | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: —       |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2990000 | PA      | $2718895.53    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3110000 | PA      | $2128099.70    | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    2064000 | PA      | $1655182.90    | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    1477000 | PA      | $1183353.89    | 0.00%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    1846000 | PA      | $1216000.59    | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     320000 | PA      | $220812.84     | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF MIAMI                                                              | University of Miami                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    2257000 | PA      | $1848779.25    | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2862000 | PA      | $2178426.96    | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $1915673.22    | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     614000 | PA      | $461181.02     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5580000 | PA      | $4496650.20    | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     475000 | PA      | $356989.18     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1800000 | PA      | $1541847.65    | 0.00%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN                                                            | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1924000 | PA      | $1591518.58    | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE FACS CORP                                                   | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2000000 | PA      | $1459022.68    | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: —       |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1463625.43    | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    2154000 | PA      | $1646294.51    | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     390000 | PA      | $329749.77     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    2318000 | PA      | $1517340.71    | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                                                         | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    1863000 | PA      | $1125582.65    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    1128000 | PA      | $1089385.89    | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    3714000 | PA      | $3118852.63    | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    2173000 | PA      | $1776369.68    | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     979000 | PA      | $584290.78     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    1370000 | PA      | $889694.29     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    2885000 | PA      | $1935697.27    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                                                         | University of Southern California                                               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1560748.12    | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS TX PERMANENT UNIV FND                                             | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    2125000 | PA      | $1630175.84    | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX                                                                | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    2400000 | PA      | $2331171.58    | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS TX UNIV REVENUES                                                  | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     765000 | PA      | $482798.68     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     840000 | PA      | $647049.94     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: —       |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     790000 | PA      | $469035.53     | 0.00%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2790000 | PA      | $1663598.49    | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2915000 | PA      | $1842476.85    | 0.00%             | 2051-11-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3301702.07    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    2811000 | PA      | $2783005.39    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1303159.84    | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2285875.39    | 0.00%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1286876.58    | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1008609.01    | 0.00%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 917288BK7<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |   13495606 | PA      | $13681487.73   | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    2836000 | PA      | $3213476.14    | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    1431000 | PA      | $1622989.80    | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    4764000 | PA      | $4595242.78    | 0.00%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    6535000 | PA      | $7005310.95    | 0.01%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    4910000 | PA      | $5049357.93    | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                          | Vale SA                                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    1176000 | PA      | $1187537.55    | 0.00%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    3028000 | PA      | $3499425.08    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    7495000 | PA      | $8362535.16    | 0.01%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    3201000 | PA      | $2895454.85    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    3926000 | PA      | $3947229.18    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAW0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $2250638.27    | 0.00%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    4320000 | PA      | $4172707.79    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2569916.79    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    4395000 | PA      | $3081334.98    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2177852.88    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    1990000 | PA      | $2052764.28    | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY PARTNERS                                                           | Valero Energy Partners LP                                                       | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    3385000 | PA      | $3409952.05    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                           | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    1574000 | PA      | $1497713.65    | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                           | Valmont Industries Inc                                                          | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    2524000 | PA      | $2382437.90    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    1820000 | PA      | $1828539.64    | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    1218000 | PA      | $1033743.03    | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    1880000 | PA      | $1873763.46    | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    2268000 | PA      | $2262341.34    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    2784000 | PA      | $2799575.06    | 0.00%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    1887000 | PA      | $1674324.25    | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    3160000 | PA      | $3009370.48    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    1325000 | PA      | $1346088.99    | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    3080000 | PA      | $2775734.35    | 0.00%             | 2031-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    1745000 | PA      | $1827629.99    | 0.00%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    1810000 | PA      | $1817437.56    | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    2930000 | PA      | $3011730.97    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                    | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3717264.31    | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                     | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    1970000 | PA      | $2068561.40    | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $4063518.23    | 0.00%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    4255000 | PA      | $3865741.49    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VeriSign Inc                                                                    | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     485000 | PA      | $498652.76     | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2688000 | PA      | $2471578.34    | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3766000 | PA      | $3051040.42    | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBS2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1770000 | PA      | $1964307.40    | 0.00%             | 2033-09-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4178000 | PA      | $4637281.73    | 0.00%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   11214000 | PA      | $10129345.14   | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4193000 | PA      | $3773310.85    | 0.00%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10304000 | PA      | $10011520.86   | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $3957182.82    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $4370583.24    | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3803000 | PA      | $3233081.62    | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4637000 | PA      | $3774688.64    | 0.00%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5072000 | PA      | $4885847.35    | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3585000 | PA      | $3279345.55    | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4662000 | PA      | $4736867.10    | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDV3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    2756000 | PA      | $2703034.03    | 0.00%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10442000 | PA      | $10355198.26   | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15426000 | PA      | $15547237.56   | 0.01%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7232000 | PA      | $7195263.97    | 0.01%             | 2029-02-08      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15774000 | PA      | $15662320.08   | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6107000 | PA      | $4751982.87    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8399000 | PA      | $8060167.63    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5785000 | PA      | $5782904.79    | 0.00%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5917000 | PA      | $5211408.93    | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   11170000 | PA      | $9866831.62    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13943000 | PA      | $10140796.33   | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   12729000 | PA      | $8047806.38    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5382000 | PA      | $3219153.64    | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   17199000 | PA      | $10479300.99   | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6423000 | PA      | $5692236.98    | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19703000 | PA      | $14291186.45   | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   14910000 | PA      | $10354685.17   | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13405000 | PA      | $12854827.57   | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   14031000 | PA      | $12838584.59   | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $11456299.78   | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5182000 | PA      | $3783514.07    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   21212000 | PA      | $18747482.51   | 0.01%             | 2032-03-15      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4620000 | PA      | $3502288.81    | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $4491524.98    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3873000 | PA      | $3786715.06    | 0.00%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4270000 | PA      | $4239129.86    | 0.00%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7845000 | PA      | $8035068.42    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   12381000 | PA      | $12663699.21   | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3810000 | PA      | $3832879.13    | 0.00%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13335000 | PA      | $13350737.43   | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $8900663.34    | 0.01%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $4140196.35    | 0.00%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    5995000 | PA      | $6059213.04    | 0.00%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3817000 | PA      | $4394056.12    | 0.00%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3847000 | PA      | $4131999.96    | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2032181.95    | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    4663000 | PA      | $4663857.95    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    2591000 | PA      | $1898885.16    | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    3340000 | PA      | $3553713.11    | 0.00%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2772576.97    | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2250680.01    | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1401963.74    | 0.00%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    2440000 | PA      | $2473821.13    | 0.00%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust Series 2024-4                                              | CUSIP: 92348KCU5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   14250000 | PA      | $14338768.10   | 0.01%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust                                                            | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    6300000 | PA      | $6333763.46    | 0.00%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust                                                            | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    7700000 | PA      | $7805706.14    | 0.01%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | Verizon Master Trust                                                            | CUSIP: 92348KEN9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    1800000 | PA      | $1804249.94    | 0.00%             | 2031-08-20      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3421000 | PA      | $3790910.81    | 0.00%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1772000 | PA      | $1745269.66    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3636000 | PA      | $3817827.52    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3966000 | PA      | $2998978.55    | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3424000 | PA      | $3079977.20    | 0.00%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1495000 | PA      | $1213808.74    | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $5059002.66    | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3898000 | PA      | $3033483.94    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $3983114.80    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    3953000 | PA      | $3816658.66    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    5975000 | PA      | $5445606.87    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    6566000 | PA      | $5017849.48    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    8425000 | PA      | $5641881.96    | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    6325000 | PA      | $6391062.22    | 0.00%             | 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        |    4900000 | PA      | $4960873.48    | 0.00%             | 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        |    6790000 | PA      | $6849172.13    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    3718000 | PA      | $3493626.66    | 0.00%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    1670000 | PA      | $1733292.80    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    2670000 | PA      | $2671693.53    | 0.00%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    2085000 | PA      | $2119652.93    | 0.00%             | 2031-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     465000 | PA      | $470333.21     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    2935000 | PA      | $3003651.56    | 0.00%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1269891.70    | 0.00%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                         | Viper Energy Partners LLC                                                       | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    2860000 | PA      | $2925664.63    | 0.00%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2124000 | PA      | $2301075.20    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2642000 | PA      | $2862839.95    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2217000 | PA      | $2469686.26    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2843000 | PA      | $3840423.17    | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2104696.24    | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2446798.10    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2371642.99    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1682000 | PA      | $1421684.38    | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2410000 | PA      | $1955184.44    | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4202000 | PA      | $4179326.39    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2592000 | PA      | $2028973.59    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    3855000 | PA      | $3840024.40    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2785000 | PA      | $2439060.42    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2952000 | PA      | $2837165.84    | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $1869738.85    | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4542000 | PA      | $2653458.97    | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2729000 | PA      | $2434091.49    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $2695146.17    | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1359926.31    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2579000 | PA      | $2571848.61    | 0.00%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2515385.38    | 0.00%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3676294.91    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    3396000 | PA      | $3300959.68    | 0.00%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $2009518.18    | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2783123.07    | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $2801968.14    | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2255000 | PA      | $2163675.75    | 0.00%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2760000 | PA      | $2815526.12    | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1819970.40    | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2446300.56    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $1809961.94    | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3308023.49    | 0.00%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $5094309.84    | 0.00%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC                                                          | Virginia Power Fuel Securitization LLC                                          | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6137123.28    | 0.00%             | 2031-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    8194000 | PA      | $7987551.76    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   15919000 | PA      | $14097885.50   | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    4569000 | PA      | $4498449.52    | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    5484000 | PA      | $4348429.93    | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    4759000 | PA      | $3696040.61    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    7861000 | PA      | $7676130.19    | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    7706000 | PA      | $7141214.85    | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    6252000 | PA      | $5450552.68    | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    3059000 | PA      | $2915680.13    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    5013000 | PA      | $2775475.37    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    5581000 | PA      | $5572419.94    | 0.00%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    4205000 | PA      | $4275628.15    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    4199000 | PA      | $3963515.08    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                       | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    5653000 | PA      | $5037030.58    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4020000 | PA      | $4601252.72    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    3753000 | PA      | $4092781.65    | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5250000 | PA      | $5750178.47    | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2055000 | PA      | $1776242.37    | 0.00%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBK5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     390000 | PA      | $396353.48     | 0.00%             | 2028-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2643000 | PA      | $2619229.12    | 0.00%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4015000 | PA      | $3776794.19    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    6848000 | PA      | $6054805.54    | 0.00%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4489000 | PA      | $3568805.41    | 0.00%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4460000 | PA      | $4332856.91    | 0.00%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    2065000 | PA      | $1993149.09    | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    7430000 | PA      | $7331394.46    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4410000 | PA      | $4353741.63    | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                                              | Volkswagen Auto Loan Enhanced Trust 2023-1                                      | CUSIP: 92867WAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6000000 | PA      | $6070239.12    | 0.00%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                      | Volkswagen Auto Lease Trust 2025-B                                              | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4700000 | PA      | $4709037.16    | 0.00%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                      | Volkswagen Auto Lease Trust 2025-A                                              | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2750000 | PA      | $2774654.60    | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                                      | Volkswagen Auto Lease Trust 2025-A                                              | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1250000 | PA      | $1264193.25    | 0.00%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    3366000 | PA      | $3215557.61    | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                     | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    3174000 | PA      | $2904397.30    | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    2039000 | PA      | $1834751.39    | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    1479000 | PA      | $1397952.60    | 0.00%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1954151.98    | 0.00%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2656729.50    | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    3489000 | PA      | $3056367.04    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    2538000 | PA      | $2270504.88    | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $4140276.98    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $2236660.53    | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3635897.46    | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    3535000 | PA      | $3606312.76    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    2671000 | PA      | $2637311.72    | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    2903000 | PA      | $2614227.82    | 0.00%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    1935000 | PA      | $1636664.58    | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    2250000 | PA      | $1987940.84    | 0.00%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    1715000 | PA      | $1777516.23    | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                     | WP Carey Inc                                                                    | CUSIP: 92936UAN9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    1300000 | PA      | $1313362.09    | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2934000 | PA      | $2797349.54    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     880000 | PA      | $783975.36     | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1547000 | PA      | $1464620.08    | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2604447.48    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2516508.97    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC Energy Group Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1117191.80    | 0.00%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    3834000 | PA      | $3914671.92    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    3081000 | PA      | $3062941.89    | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2326000 | PA      | $2268311.22    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    3213000 | PA      | $2873573.70    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    5389000 | PA      | $5732870.85    | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    6461000 | PA      | $7319893.16    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                    | Wachovia Corp                                                                   | CUSIP: 929903AM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5675000 | PA      | $5903934.55    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WAKEMED                                                                          | WakeMed                                                                         | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1010444.47    | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $5088607.68    | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3846324.92    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CH4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     350000 | PA      | $360545.46     | 0.00%             | 2027-04-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6225000 | PA      | $7288256.71    | 0.01%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2394000 | PA      | $2733751.29    | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1956000 | PA      | $2115743.51    | 0.00%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2166765.60    | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1661742.02    | 0.00%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $1042005.85    | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1824140.55    | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1666794.17    | 0.00%             | 2047-12-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2753031.95    | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $3915388.15    | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5367000 | PA      | $5380707.75    | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3398000 | PA      | $3344090.42    | 0.00%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3808000 | PA      | $2657425.21    | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    1582000 | PA      | $1505537.27    | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6618000 | PA      | $6249853.17    | 0.00%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    8707000 | PA      | $7783539.59    | 0.01%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6346000 | PA      | $4634441.73    | 0.00%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    8955000 | PA      | $5750005.41    | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4095887.23    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5340000 | PA      | $5410372.34    | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $3405237.49    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4931332.66    | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3499000 | PA      | $3540205.87    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4695000 | PA      | $4711235.73    | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    8875000 | PA      | $8007123.34    | 0.01%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2421298.59    | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2852287.45    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $4284343.06    | 0.00%             | 2035-04-28      | Fixed         | 4.90%                 | 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        | 4041800049 | NS      | $4043820949.14 | 2.99%             |  |  |  | No            |                  1 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    2436000 | PA      | $1904463.14    | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $1955639.14    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    2816000 | PA      | $2094407.97    | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                                            | Washington University/The                                                       | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    1599000 | PA      | $1243879.98    | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2997000 | PA      | $3021664.80    | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2976000 | PA      | $2933812.73    | 0.00%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    3297000 | PA      | $3114413.85    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    3431000 | PA      | $2336526.06    | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    3123000 | PA      | $2767389.39    | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2095000 | PA      | $1380216.44    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2230000 | PA      | $2081143.31    | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    3055000 | PA      | $3012418.89    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    3230000 | PA      | $3310346.44    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2725000 | PA      | $2838212.39    | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    1110000 | PA      | $947451.54     | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    4273000 | PA      | $4217912.31    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    3152000 | PA      | $2645627.64    | 0.00%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2437000 | PA      | $1487156.12    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2520000 | PA      | $2373040.18    | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    3368000 | PA      | $2948109.12    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2581268.68    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2234959.45    | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2727449.29    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBT5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4217352.31    | 0.00%             | 2030-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2284411.96    | 0.00%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3829002.07    | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    5610000 | PA      | $5782216.96    | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2320000 | PA      | $2358568.82    | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2315547.04    | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     740000 | PA      | $738426.29     | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    4770000 | PA      | $4836819.50    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3707412.13    | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4521863.02    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    6685000 | PA      | $6852086.63    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5693299.35    | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                           | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1417729.34    | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                                                       | Weibo Corp                                                                      | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    4764000 | PA      | $4536704.37    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2778597.78    | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1509000 | PA      | $1608128.91    | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2470000 | PA      | $2711665.15    | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2699000 | PA      | $2441548.49    | 0.00%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5765000 | PA      | $5207977.74    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    4283000 | PA      | $4074905.86    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2942000 | PA      | $2619161.72    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4670000 | PA      | $4970613.69    | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2871000 | PA      | $3002189.45    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   11060000 | PA      | $11141265.56   | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2589000 | PA      | $2904118.40    | 0.00%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9088000 | PA      | $8945744.90    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9453000 | PA      | $8411991.31    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10530000 | PA      | $8703148.93    | 0.01%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12721000 | PA      | $12775540.91   | 0.01%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9363000 | PA      | $8531120.86    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9532000 | PA      | $8108800.72    | 0.01%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9190000 | PA      | $8201166.75    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    2872000 | PA      | $3085075.81    | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    9955000 | PA      | $10084015.80   | 0.01%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14579000 | PA      | $14469498.15   | 0.01%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14937000 | PA      | $14982443.28   | 0.01%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   16042000 | PA      | $15293539.31   | 0.01%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15433000 | PA      | $14455828.28   | 0.01%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9832000 | PA      | $9934451.80    | 0.01%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   25376000 | PA      | $23805125.62   | 0.02%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   17645000 | PA      | $13933471.30   | 0.01%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14591000 | PA      | $14235995.57   | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   17030000 | PA      | $16004018.62   | 0.01%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15275000 | PA      | $15162887.15   | 0.01%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15605000 | PA      | $13752837.24   | 0.01%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8955000 | PA      | $9052504.64    | 0.01%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14505000 | PA      | $14831780.97   | 0.01%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14440000 | PA      | $15135615.09   | 0.01%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14160000 | PA      | $14679675.82   | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   22249000 | PA      | $23531886.68   | 0.02%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    9030000 | PA      | $9563270.89    | 0.01%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15170000 | PA      | $16962662.72   | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12405000 | PA      | $12798873.02   | 0.01%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15535000 | PA      | $16344529.94   | 0.01%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15725000 | PA      | $16062884.02   | 0.01%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14315000 | PA      | $14780593.66   | 0.01%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8070000 | PA      | $8383695.99    | 0.01%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10660000 | PA      | $10752908.51   | 0.01%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $13565664.84   | 0.01%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $11548207.52   | 0.01%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   18780000 | PA      | $19450198.86   | 0.01%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12475000 | PA      | $12473859.91   | 0.01%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12345000 | PA      | $12456944.83   | 0.01%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     619000 | PA      | $594371.72     | 0.00%             | 2050-11-15      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $459967.84     | 0.00%             | 2050-11-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C44                                  | CUSIP: 95001JAV9<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     390398 | PA      | $389865.95     | 0.00%             | 2051-05-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C43                                  | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    1749230 | PA      | $1722063.97    | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C46                                  | CUSIP: 95001QAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1488027.38    | 0.00%             | 2051-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C51                                  | CUSIP: 95001VAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1294000 | PA      | $1107885.42    | 0.00%             | 2052-06-15      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C49                                  | CUSIP: 95001WBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $965156.91     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2019-C54                                  | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4781362.90    | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2018-C47                                  | CUSIP: 95002DBR9<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2985638.10    | 0.00%             | 2061-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C56                                  | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6480000 | PA      | $6027128.22    | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1906497.64    | 0.00%             | 2053-07-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17680000 | PA      | $15892504.26   | 0.01%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2020-C58                                  | CUSIP: 95002UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $316856.96     | 0.00%             | 2053-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2021-C59                                  | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $4717954.80    | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2021-C60                                  | CUSIP: 95003DBJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4600000 | PA      | $4110727.44    | 0.00%             | 2054-08-15      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2021-C61                                  | CUSIP: 95003QCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $428405.80     | 0.00%             | 2054-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2024-5C1                                  | CUSIP: 95003VAC2<br>LEI: 54930012YCNUERXJ1I74 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3152626.95    | 0.00%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-C64                                  | CUSIP: 95004BAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1031000 | PA      | $1098329.48    | 0.00%             | 2058-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-5C3                                  | CUSIP: 95004JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1595213.30    | 0.00%             | 2058-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-5C5                                  | CUSIP: 95004MAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2950000 | PA      | $3093595.59    | 0.00%             | 2058-07-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-5C5                                  | CUSIP: 95004MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1046504.22    | 0.00%             | 2058-07-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-5C6                                  | CUSIP: 95004TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1032176.86    | 0.00%             | 2058-10-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-5C6                                  | CUSIP: 95004TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     500000 | PA      | $519440.26     | 0.00%             | 2058-10-15      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                            | Wells Fargo Commercial Mortgage Trust 2025-C65                                  | CUSIP: 95004WAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     250000 | PA      | $260938.66     | 0.00%             | 2058-10-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    4453000 | PA      | $4487524.82    | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2375000 | PA      | $2245572.48    | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    2861000 | PA      | $2868075.94    | 0.00%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    3930000 | PA      | $3780254.11    | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    3674000 | PA      | $3623089.60    | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2021000 | PA      | $1886047.83    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    3925000 | PA      | $3646561.44    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2543000 | PA      | $2395957.59    | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2535000 | PA      | $2312386.90    | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    2260000 | PA      | $2188860.62    | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    3650000 | PA      | $3696840.96    | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    4120000 | PA      | $4236256.06    | 0.00%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                                                           | West Virginia United Health System Obligated Group                              | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     833000 | PA      | $540297.41     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    2692000 | PA      | $2304181.87    | 0.00%             | 2042-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    2330000 | PA      | $1968846.88    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    1899000 | PA      | $1608028.92    | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $2477184.86    | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    2003000 | PA      | $1393165.54    | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    2009000 | PA      | $1910390.38    | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                                                             | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    2713000 | PA      | $2485236.81    | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1885000 | PA      | $1727923.69    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1724000 | PA      | $1729727.80    | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $2761406.82    | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1317216.97    | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2451401.52    | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    4980000 | PA      | $4320738.09    | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    6155000 | PA      | $6043412.56    | 0.00%             | 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        |    3480000 | PA      | $3692680.90    | 0.00%             | 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        |    2110000 | PA      | $2225320.91    | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3714282.88    | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    2847000 | PA      | $2989786.50    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2314845.75    | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    7255000 | PA      | $7343508.90    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    1035000 | PA      | $1098154.36    | 0.00%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2542276.67    | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                                           | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3385927.09    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $2750975.99    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    2505000 | PA      | $1957541.37    | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2140482.07    | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    2103000 | PA      | $1443158.37    | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    2840000 | PA      | $1751643.30    | 0.00%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    2504000 | PA      | $1503850.77    | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    1265000 | PA      | $1272606.62    | 0.00%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1653712.29    | 0.00%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5145000 | PA      | $5117756.71    | 0.00%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4655000 | PA      | $4616241.26    | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5418000 | PA      | $5337186.09    | 0.00%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4431000 | PA      | $4151537.63    | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3364000 | PA      | $3199512.01    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    7329000 | PA      | $6638028.11    | 0.00%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5198000 | PA      | $4021977.03    | 0.00%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5690000 | PA      | $5172111.11    | 0.00%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5660000 | PA      | $5367188.45    | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6120000 | PA      | $5537363.15    | 0.00%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5374000 | PA      | $4114427.32    | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FC2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2346000 | PA      | $2356797.21    | 0.00%             | 2027-08-26      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3150000 | PA      | $3268901.92    | 0.00%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6037000 | PA      | $6227870.74    | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    5115000 | PA      | $5359915.77    | 0.00%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3545000 | PA      | $3988741.01    | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    3440000 | PA      | $3568680.39    | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6575000 | PA      | $6829917.09    | 0.01%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    4270000 | PA      | $4330688.27    | 0.00%             | 2030-07-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2319000 | PA      | $2319000.00    | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                        | WRKCo Inc                                                                       | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2936000 | PA      | $2932043.86    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                 | WestRock MWV LLC                                                                | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    3026000 | PA      | $3461215.84    | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                 | WestRock MWV LLC                                                                | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    1593000 | PA      | $1840375.15    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    3029000 | PA      | $3186781.91    | 0.00%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2933000 | PA      | $3348089.75    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    3814000 | PA      | $3781458.53    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    3920000 | PA      | $3875835.36    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    1360000 | PA      | $1247460.01    | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    2354000 | PA      | $1837147.57    | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    1545000 | PA      | $1250408.90    | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAD5<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    1695000 | PA      | $1325062.98    | 0.00%             | 2055-05-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: —       |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1730000 | PA      | $1959542.84    | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1913409.87    | 0.00%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3201000 | PA      | $3234278.59    | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3874000 | PA      | $3718153.47    | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    7562000 | PA      | $6910762.53    | 0.01%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4715000 | PA      | $4739490.79    | 0.00%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3215000 | PA      | $3015426.46    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $4295000.34    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5335000 | PA      | $5496005.45    | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1738846.04    | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1630000 | PA      | $1643424.76    | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $3035096.65    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1911515.85    | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2881613.00    | 0.00%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3490000 | PA      | $3573344.90    | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4908000 | PA      | $4558236.68    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    7639000 | PA      | $7591050.30    | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4231000 | PA      | $3763715.67    | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    5924000 | PA      | $6461097.03    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1980000 | PA      | $1999299.16    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2536000 | PA      | $2468027.16    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    2456000 | PA      | $2233312.54    | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williamsburg Economic Development Authority                                      | WILLIAMSBURG VA ECON DEV AUTH REVENUE                                           | CUSIP: 969672AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     720000 | PA      | $727104.20     | 0.00%             | 2035-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    4313000 | PA      | $4346773.38    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    2335000 | PA      | $2138030.14    | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    3964000 | PA      | $3775371.40    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $2303430.76    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    4948000 | PA      | $4982704.53    | 0.00%             | 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        |    1895000 | PA      | $1968582.32    | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3773832.22    | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1833000 | PA      | $1637536.69    | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                                                          | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2417000 | PA      | $1548626.89    | 0.00%             | 2051-03-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: —       |
| WINTRUST FINANCIAL CORP                                                          | Wintrust Financial Corp                                                         | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    1032000 | PA      | $1027712.77    | 0.00%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1390000 | PA      | $1497148.04    | 0.00%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     770000 | PA      | $830925.39     | 0.00%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $1866312.34    | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2105000 | PA      | $1998069.79    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2125312.73    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1833614.05    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1537601.03    | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1185587.36    | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2245000 | PA      | $2245219.22    | 0.00%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     760000 | PA      | $844956.66     | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1940000 | PA      | $1910208.04    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    3023000 | PA      | $2915504.27    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $1685029.51    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2563108.17    | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2665000 | PA      | $2575265.51    | 0.00%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1964783.00    | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1870430.02    | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1667963.34    | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    2403000 | PA      | $2196860.69    | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1376202.44    | 0.00%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $1690789.70    | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1116113.30    | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND ANNUAL APPROP REVENUE                                     | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    2580000 | PA      | $2561100.75    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    4650000 | PA      | $4631189.08    | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    4400000 | PA      | $4217532.09    | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     890000 | PA      | $917745.74     | 0.00%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     730000 | PA      | $760878.49     | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    1570000 | PA      | $1646401.77    | 0.00%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     515000 | PA      | $522577.14     | 0.00%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES                                   | BlackRock Cash Funds: Treasury, SL Agency Shares                                | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |     100000 | NS      | $100000.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    4780000 | PA      | $4747394.95    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    3663000 | PA      | $3616715.39    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    5590000 | PA      | $5367611.80    | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust 2024-A                                        | CUSIP: 98164RAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2029705.68    | 0.00%             | 2029-12-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust 2025-B                                        | CUSIP: 98164TAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2300000 | PA      | $2318023.24    | 0.00%             | 2030-09-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust 2025-A                                        | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2000000 | PA      | $2039802.14    | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                                | World Omni Auto Receivables Trust 2025-C                                        | CUSIP: 981936AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3200000 | PA      | $3213502.98    | 0.00%             | 2030-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    3584000 | PA      | $4057836.48    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    2619000 | PA      | $2871415.06    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    9128000 | PA      | $9954693.11    | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     370000 | PA      | $358987.70     | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1418558.09    | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    3445000 | PA      | $3439795.54    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1469000 | PA      | $1621982.29    | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    3307000 | PA      | $3283321.48    | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $3806319.61    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    3501000 | PA      | $3285029.75    | 0.00%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2605000 | PA      | $1880158.39    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2915000 | PA      | $2810954.12    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    3655000 | PA      | $3798760.47    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    3935000 | PA      | $4083064.61    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1460223.98    | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $2387221.97    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                                                       | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    5416000 | PA      | $5041320.04    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    2045000 | PA      | $1763821.70    | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    2958000 | PA      | $2692434.84    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    4712000 | PA      | $4525341.89    | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                                     | XL Group Ltd                                                                    | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    2290000 | PA      | $2190190.46    | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                                                         | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    2391000 | PA      | $1434240.35    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    1479000 | PA      | $1335764.56    | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    1988000 | PA      | $1223167.55    | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     425000 | PA      | $438273.97     | 0.00%             | 2032-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| YAMANA GOLD INC                                                                  | Yamana Gold Inc                                                                 | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    1735000 | PA      | $1559213.56    | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1113000 | PA      | $1169356.97    | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2629000 | PA      | $2310944.18    | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    3995000 | PA      | $3610538.22    | 0.00%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $4381368.84    | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $3366268.23    | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1465168.70    | 0.00%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1933646.51    | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $2041890.82    | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    2191000 | PA      | $2042721.38    | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    1260000 | PA      | $1341589.02    | 0.00%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                                 | Zions Bancorp NA                                                                | CUSIP: 98971DAD2<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1247940.81    | 0.00%             | 2028-08-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    5230000 | PA      | $4856071.42    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    5071000 | PA      | $4992554.62    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    2484000 | PA      | $2024995.13    | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    3709000 | PA      | $3709455.69    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1939000 | PA      | $1690686.77    | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    4765000 | PA      | $4371331.76    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $1761453.16    | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1985000 | PA      | $2120053.23    | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2555522.98    | 0.00%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2493786.65    | 0.00%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                                        | Hong Kong Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    4900000 | PA      | $4399599.80    | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 000000000<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    8788000 | PA      | $8863738.67    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    4535000 | PA      | $3838576.60    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer